4. Mathematics
  5. Probability

Vincent Vargas

Mathematics – Probability

Scientist

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PMA
CEREMADE

A Local limit theorem for directed polymers in random media: the continuous and the discrete case

Mathematics – Probability
Scientific paper

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A Stochastic Representation of the Local Structure of Turbulence

Physics – Fluid Dynamics
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Forecasting volatility with the multifractal random walk model

Economy – Quantitative Finance – Statistical Finance
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Gaussian multiplicative chaos and KPZ duality

Mathematics – Probability
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Gaussian Multiplicative Chaos revisited

Mathematics – Probability
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