Publications

  1. Carmona, Philippe; Pétrélis, Nicolas Limit theorems for random walk excursion conditioned to enclose a typical area Journal of The London Mathematical Society, https://doi.org/10.1112/jlms.12283 (2019)
  2. Carmona, Philippe; Pétrélis, Nicolas A shape theorem for the scaling limit of the IPDSAW at criticality Ann. Appl. Probab. Volume 29, Number 2 (2019), 875-930.
  3. Carmona, Philippe ; Nguyen, Gia Bao ; Pétrélis, Nicolas ; Torri, Niccolò Interacting partially directed self-avoiding walk: a probabilistic perspective J. Phys. A 51 (2018), no. 15, 153001, 23 pp.
  4. Carmona, Philippe ; Pétrélis, Nicolas Interacting partially directed self avoiding walk: scaling limits Electron. J. Probab. 21 (2016), Paper No. 49, 52 pp.
  5. Carmona, Philippe ; Nguyen, Gia Bao ; Pétrélis, Nicolas Interacting partially directed self avoiding walk. From phase transition to the geometry of the collapsed phase. Ann. Probab. 44 (2016), no. 5, 3234--3290.(doi:10.1214/15-AOP1046)
  6. Philippe Carmona and Yueyun Hu The spread of a catalytic branching random walk Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol 50, No 2, 327-351 (2014).(http://dx.doi.org/10.1214/12-AIHP529)
  7. Nicolas Petrelis, Francesco Caravenna, and Philippe Carmona The discrete-time parabolic Anderson model with heavy-tailed potential, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. Volume 48, Number 4 (2012), 1049-1080 (doi).
  8. Carmona, P. Directed Polymers in random environment and last passage percolation
    ESAIM Probability and Statistics Volume 14, pages 263-270 (2010)
  9. Camanes, Alain ; Carmona, Philippe The Critical Temperature of a Directed Polymer in a Random Environment
    Markov Processes Relat. Fields 15, pages 105-116 (2009)
  10. Carmona, P. Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths
    Stochastic Processes and Their Applications Volume 117, Issue 8, August 2007, Pages 1076-1092 (2007)
  11. Carmona, P.; Hu, Yueyun
    Strong disorder implies strong localization for directed polymers in a random environment
    ALEA, Volume 2, pages 217--229 (2006)

  12. Philippe Carmona (Nantes) Francesco Guerra (Roma La Sapienza) Yueyun Hu (Paris VI) Olivier Mejane (Toulouse III)
    Strong disorder for a certain class of directed polymers in a random environment.
    Journal of Theoretical Probability, Volume 19, Number 1, pages 134-151, January (2006).
  13. Carmona, P.; Hu, Yueyun
    Universality in Sherrington Kirkpatrick's spin glass model
    Annales de l'Institut Henri Poincaré (B) Probability and StatisticsVolume 42, Issue 2, pages 215--222, March-April (2006)
    Elsevier
  14. Carmona, P.; Petit, F.; Yor, M.
    A trivariate law for certain processes related to perturbed Brownian motions
    Annales de l'Institut Henri Poincaré Vol. 40, Issue 6, Pages 737-758 (2004).
    Elsevier.
  15. Carmona, P.; Hu, Yueyun
    Fluctuation exponents and large deviations for directed polymers in a random environment
    Stochastic Processes And Their Applications 112 (2004), no. 2, 285--308
    Elsevier
  16. Carmona, P.; Coutin, L.
    Stochastic Integration with respect to fractional Brownian Motion ,
    Annales de l'Institut Henri Poincaré, PR 39, volume 1, pages 27--68, (2003)
  17. Carmona, P.; Hu, Yueyun
    On the partition function of a directed polymer in a random Gaussian environment ,
    Probab Theory Relat Fields 124 3, 431-457, (2002).
    Springer
  18. Carmona, P.; Petit, F.; Yor, M.
    Exponential functionals of Lévy processes ,
    Lévy Processes Theory and Applications (S. Resnick O. Barndorff-Nielse, T. Mikosch, ed.), pp. 41--55, (2001).
    Birkhauser, ISBN 0-8176-4167-X.
  19. Carmona, P.; Coutin, L. ; Montseny G.
    Approximation of Some Gaussian Processes ,
    Statistical Inference for Stochastic Processes,3, pages 161--171 (2000).
    Kluwer Academic Publishers.
  20. Carmona, P.; Coutin, L.
    Intégrale stochastique pour le mouvement brownien fractionnaire ,
    Comptes Rendus de l'Académie des Sciences Paris, tome 330, Série I, pages 231--236 (2000).
  21. Carmona, P.; Petit, F.; Pitman, J. ; Yor, M.
    On the laws of homogeneous functionals of the Brownian bridge ,
    Studia Scientiarum Mathematicarum Hungarica, Vol. 35, pp. 445--455 (1999).
  22. Carmona, P.; Petit, F.; Yor, M.
    An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions ,
    Stochastic Processes and their Applications, Vol. 79,issue 2, P. 323-333 (1999).
  23. Carmona, P.; Petit, F.; Yor, M.
    Beta variables as times spent in $[0,\infty[$ by certain perturbed Brownian motions.
    Journal of the London Mathematical Society (2) Vol. 58 (1998), no. 1, pp. 239--256.
  24. Carmona, P.; Coutin, L.
    Simultaneous approximation of a family of (stochastic) differential equations.
    Systèmes différentiels fractionnaires (Paris, 1998), 69--74, ESAIM Proc., 5
    Soc. Math. Appl. Indust., Paris, 1998.
  25. Carmona, P.; Coutin, L.
    Fractional Brownian Motion And The Markov Property
    ECP Vol 3 (1998) Paper 12
  26. Carmona, P.; Petit, F.; Yor, M.
    Beta-gamma random variables and intertwining relations between certain Markov processes ,
    Revista Matematica IberoAmericana, Vol. 14, n° 2,P. 311-367 (1998).
  27. Carmona, P. :
    The mean velocity of a Brownian Motion in a random Lévy potential
    The Annals of Probability, Vol. 25, No. 4, 1774-1788 (1997).
  28. Carmona, P.; Petit, F.; Yor, M.
    On the distribution and asymptotic results for exponential functionals of Lévy processes ,
    in "Exponential functionals and principal values related to Brownian motion",Biblioteca de la Revista Matematica IberoAmericana (1997)
    ISSN 0207-2230.
  29. Carmona, P.; Petit, F.; Yor, M.
    Sur les fonctionnelles exponentielles de certains processus de Levy. (On the exponential functionals of certain Levy processes). ( French )
    Stochastics Stochastics Rep. 47, No.1-2, 71-101 (1994).
  30. Carmona, P.; Petit, F.; Yor, M.
    Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion.
    Probab. Theory Relat. Fields 100, No.1, 1-29 (1994).

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