Pierre Patie

976 total citations
33 papers, 439 citations indexed

About

Pierre Patie is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Pierre Patie has authored 33 papers receiving a total of 439 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 16 papers in Mathematical Physics and 8 papers in Management Science and Operations Research. Recurrent topics in Pierre Patie's work include Stochastic processes and financial applications (20 papers), Stochastic processes and statistical mechanics (14 papers) and Probability and Risk Models (8 papers). Pierre Patie is often cited by papers focused on Stochastic processes and financial applications (20 papers), Stochastic processes and statistical mechanics (14 papers) and Probability and Risk Models (8 papers). Pierre Patie collaborates with scholars based in United States, Switzerland and United Kingdom. Pierre Patie's co-authors include Larbi Alili, Jesper Lund Pedersen, Paul Embrechts, Mladen Savov, Thomas Simon, Christoph Winter, Juan Carlos Pardo, Andreas E. Kyprianou, Rüdiger Frey and Ronnie Loeffen and has published in prestigious journals such as Journal of Differential Equations, SIAM Journal on Applied Mathematics and Journal of Computational and Applied Mathematics.

In The Last Decade

Pierre Patie

33 papers receiving 407 citations

Peers

Pierre Patie

FINAN

MSOR

Fuqing Gao China

Claudio Macci Italy

Gopal K. Basak India

Tomasz Bojdecki Poland

Giulia Di Nunno Norway

Lijun Bo China

Juan Carlos Pardo Mexico

L. Chaumont France

Yuji Kasahara Japan

Lucia Caramellino Italy

Fuqing Gao China

Pierre Patie

276 ×1.0

FINAN

135 ×0.9

121 ×1.1

MSOR

37 ×0.5

123 ×1.8

Citations per year, relative to Pierre Patie Pierre Patie (= 1×) peers Fuqing Gao

Countries citing papers authored by Pierre Patie

Since Specialization

Citations

This map shows the geographic impact of Pierre Patie's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Pierre Patie with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pierre Patie more than expected).

Fields of papers citing papers by Pierre Patie

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pierre Patie. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Pierre Patie. The network helps show where Pierre Patie may publish in the future.

Co-authorship network of co-authors of Pierre Patie

This figure shows the co-authorship network connecting the top 25 collaborators of Pierre Patie. A scholar is included among the top collaborators of Pierre Patie based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Pierre Patie. Pierre Patie is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Patie, Pierre, et al.. (2023). Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space. Proceedings of the London Mathematical Society. 126(5). 1522–1584. 1 indexed citations

Miclo, Laurent, et al.. (2022). Discrete self-similar and ergodic Markov chains. The Annals of Probability. 50(6). 1 indexed citations

Loeffen, Ronnie, et al.. (2018). Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations. SIAM Journal on Financial Mathematics. 9(2). 634–664. 3 indexed citations

Patie, Pierre, et al.. (2016). Spectral decomposition of fractional operators and a reflected stable semigroup. Journal of Differential Equations. 262(3). 1690–1719. 6 indexed citations

Alili, Larbi & Pierre Patie. (2014). Boundary crossing identities for Brownian motion and some nonlinear ode’s. Proceedings of the American Mathematical Society. 142(11). 3811–3824. 6 indexed citations

Patie, Pierre & Mladen Savov. (2013). Exponential functional of Lévy processes: Generalized Weierstrass products and Wiener–Hopf factorization. Comptes Rendus Mathématique. 351(9-10). 393–396. 11 indexed citations

Patie, Pierre. (2013). Asian Options Under One-Sided Lévy Models. Journal of Applied Probability. 50(2). 359–373. 1 indexed citations

Patie, Pierre & Mladen Savov. (2012). Extended factorizations of exponential functionals of Lévy processes. Electronic Journal of Probability. 17(none). 10 indexed citations

Pardo, Juan Carlos, Pierre Patie, & Mladen Savov. (2012). A Wiener-Hopf type factorization for the exponential functional of Lévy processes. Journal of the London Mathematical Society. 86(3). 930–956. 17 indexed citations

10.

Patie, Pierre & Thomas Simon. (2011). Intertwining Certain Fractional Derivatives. Potential Analysis. 36(4). 569–587. 19 indexed citations

11.

Kyprianou, Andreas E. & Pierre Patie. (2011). A Ciesielski–Taylor type identity for positive self-similar Markov processes. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 47(3). 8 indexed citations

12.

Patie, Pierre. (2009). Law of the exponential functional of one-sided Lévy processes and Asian options. Comptes Rendus Mathématique. 347(7-8). 407–411. 6 indexed citations

13.

Alili, Larbi & Pierre Patie. (2009). Boundary-Crossing Identities for Diffusions Having the Time-Inversion Property. Journal of Theoretical Probability. 23(1). 65–84. 12 indexed citations

14.

Patie, Pierre. (2009). A few remarks on the supremum of stable processes. Statistics & Probability Letters. 79(8). 1125–1128. 4 indexed citations

15.

Patie, Pierre. (2008). Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration. Bulletin des Sciences Mathématiques. 133(4). 355–382. 26 indexed citations

16.

Patie, Pierre. (2008). q-invariant functions for some generalizations of the Ornstein-Uhlenbeck semigroup. Bern Open Repository and Information System (University of Bern). 4. 31–43. 3 indexed citations

17.

Patie, Pierre & Christoph Winter. (2007). First exit time probability for multidimensional diffusions: A PDE-based approach. Journal of Computational and Applied Mathematics. 222(1). 42–53. 15 indexed citations

18.

Alili, Larbi & Pierre Patie. (2005). On the first crossing times of a Brownian motion and a family of continuous curves. Comptes Rendus Mathématique. 340(3). 225–228. 9 indexed citations

19.

Patie, Pierre. (2004). On a martingale associated to generalized Ornstein–Uhlenbeck processes and an application to finance. Stochastic Processes and their Applications. 115(4). 593–607. 22 indexed citations

20.

Frey, Rüdiger & Pierre Patie. (2002). Risk Management For Derivatives In Illiquid Markets: A Simulation Study. SSRN Electronic Journal. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact