Víctor Pérez‐Abreu
Publications by Year
Research Areas
Random Matrices and Applications, Stochastic processes and financial applications, Stochastic processes and statistical mechanics, Bayesian Methods and Mixture Models, advanced mathematical theories
Most-Cited Works
- → Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization(1995)81 cited
- → Covariance Identities and Inequalities for Functionals on Wiener and Poisson Spaces(1995)58 cited
- → Stochastic evolution equations driven by nuclear-space-valued martingales(1988)53 cited
- → Interpolation, correlation identities, and inequalities for infinitely divisible variables(1998)50 cited
- → Matrix Subordinators and Related Upsilon Transformations(2008)45 cited
- → Use of an empirical probability generating function for testing a Poisson model(1993)37 cited
- → Stationary and self-similar processes driven by Lévy processes(1999)36 cited
- MÚLTIPLE STOCHASTIC FRACTIONAL INTEGRALS: A TRANSFER PRINCIPLE FOR MÚLTIPLE STOCHASTIC FRACTIONAL INTEGRALS(2002)
- → Empirical probability generating function(1993)31 cited
- → The 𝑆-transform of symmetric probability measures with unbounded supports(2009)31 cited