Spectral theory of random Schrödinger operators R Carmona, J Lacroix Springer Science & Business Media, 2012 | 1130 | 2012 |
Probabilistic theory of mean field games with applications I-II R Carmona, F Delarue Springer Nature, 2018 | 1116 | 2018 |
Practical Time-Frequency Analysis: Gabor and wavelet transforms, with an implementation in S R Carmona, WL Hwang, B Torresani Academic Press, 1998 | 631 | 1998 |
Aspects of first passage percolation R Carmona, H Kesten, JB Walsh, H Kesten École d'été de probabilités de Saint Flour XIV-1984, 125-264, 1986 | 548 | 1986 |
Probabilistic analysis of mean-field games R Carmona, F Delarue SIAM Journal on Control and Optimization 51 (4), 2705-2734, 2013 | 526 | 2013 |
Characterization of signals by the ridges of their wavelet transforms RA Carmona, WL Hwang, B Torrésani IEEE transactions on signal processing 45 (10), 2586-2590, 1997 | 483 | 1997 |
Pricing and hedging spread options R Carmona, V Durrleman Siam Review 45 (4), 627-685, 2003 | 470 | 2003 |
Parabolic Anderson problem and intermittency R Carmona, SA Molchanov American Mathematical Soc., 1994 | 384 | 1994 |
Multiridge detection and time-frequency reconstruction RA Carmona, WL Hwang, B Torrésani IEEE transactions on signal processing 47 (2), 480-492, 1999 | 359 | 1999 |
Anderson localization for Bernoulli and other singular potentials R Carmona, A Klein, F Martinelli Communications in Mathematical Physics 108 (1), 41-66, 1987 | 341 | 1987 |
Relativistic Schrödinger operators: asymptotic behavior of the eigenfunctions R Carmona, WC Masters, B Simon Journal of functional analysis 91 (1), 117-142, 1990 | 336 | 1990 |
Mean field games and systemic risk R Carmona, JP Fouque, LH Sun arXiv preprint arXiv:1308.2172, 2013 | 335 | 2013 |
Control of McKean–Vlasov dynamics versus mean field games R Carmona, F Delarue, A Lachapelle Mathematics and Financial Economics 7, 131-166, 2013 | 327 | 2013 |
Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics R Carmona, F Delarue The Annals of Probability, 2647-2700, 2015 | 325 | 2015 |
Probabilistic theory of mean field games with applications. I, volume 83 of Probability Theory and Stochastic Modelling R Carmona, F Delarue Springer, Cham, 2018 | 322 | 2018 |
Indifference pricing: theory and applications R Carmona Princeton University Press, 2008 | 306 | 2008 |
Mean field games with common noise R Carmona, F Delarue, D Lacker | 298 | 2016 |
Interest rate models: an infinite dimensional stochastic analysis perspective R Carmona, MR Tehranchi Springer Science & Business Media, 2007 | 276 | 2007 |
Optimal multiple stopping and valuation of swing options R Carmona, N Touzi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 273 | 2008 |
A probabilistic weak formulation of mean field games and applications R Carmona, D Lacker | 224 | 2015 |