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Víctor Pérez‐Abreu | Researchclopedia

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Víctor Pérez‐Abreu

101

Works

909

Citations

17

h-index

31

i10-index

Research Topics

Random Matrices and Applications Stochastic processes and financial applications Stochastic processes and statistical mechanics

Affiliations

University of North Carolina at Chapel Hill1988–1988

Mathematics Research Center1986–2017

Universidad de Guanajuato1993–2001

University of Bucharest2007–2007

Universidad Autónoma Metropolitana2006–2006

Top Works

Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization

Peter Imkeller,Víctor Pérez‐Abreu,et al.

199581 citations

Bayesian Methods and Mixture Models

advanced mathematical theories

Covariance Identities and Inequalities for Functionals on Wiener and Poisson Spaces

Christian Houdré,Víctor Pérez‐Abreu

199559 citations

Stochastic evolution equations driven by nuclear-space-valued martingales

G. Kallianpur,Víctor Pérez‐Abreu

198853 citations

Interpolation, correlation identities, and inequalities for infinitely divisible variables

Christian Houdré,Víctor Pérez‐Abreu,et al.

199851 citations

Matrix Subordinators and Related Upsilon Transformations

Ole E. Barndorff–Nielsen,Víctor Pérez‐Abreu

200845 citations

Use of an empirical probability generating function for testing a Poisson model

Miguel Nakamura,Víctor Pérez‐Abreu

199337 citations

Stationary and self-similar processes driven by Lévy processes

Ole E. Barndorff–Nielsen,Víctor Pérez‐Abreu

199936 citations

MÚLTIPLE STOCHASTIC FRACTIONAL INTEGRALS: A TRANSFER PRINCIPLE FOR MÚLTIPLE STOCHASTIC FRACTIONAL INTEGRALS

Víctor Pérez‐Abreu,Constantin Tudor

200234 citations

Empirical probability generating function

Miguel Nakamura,Víctor Pérez‐Abreu

199331 citations