René A. Carmona

Affiliations: 
Princeton University, Princeton, NJ 
Area:
Mathematics
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"René Carmona"

Children

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Anastasia Papavasiliou grad student 2002 Princeton
Manuel Sales grad student 2002 Princeton
Michael R. Tehranchi grad student 2002 Princeton
Pavel Diko grad student 2004 Princeton
Valdo Durrleman grad student 2004 Princeton
Lixin Wang grad student 2004 Princeton
Albina Danilova grad student 2005 Princeton
Michael Ludkovski grad student 2005 Princeton
Nitin Saksena grad student 2008 Princeton
Sergey Nadtochiy grad student 2009 Princeton
Zhou Yang grad student 2010 Princeton
Youhong Sun grad student 2011 Princeton
Tianhui M. Li grad student 2013 Princeton
Haifeng Luo grad student 2014 Princeton
Kevin T. Webster grad student 2014 Princeton
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Publications

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Carmona R, Delarue F. (2015) Forward-backward stochastic differential equations and controlled Mckean-Vlasov dynamics Annals of Probability. 43: 2647-2700
Carmona R, Lacker D. (2015) A probabilistic weak formulation of mean field games and applications Annals of Applied Probability. 25: 1189-1231
Carmona R, Nuñez T, Alonso MF. (2015) Biomass yield and quality of an energy dedicated crop of poplar (Populus spp.) clones in the Mediterranean zone of Chile Biomass and Bioenergy. 74: 96-102
Carmona R. (2015) Financialization of the commodities markets: A non-technical introduction Fields Institute Communications. 74: 3-37
Carmona R, Tuan A, Hughes TH, et al. (2014) Cerebral fat embolism syndrome following revision of right total hip arthroplasty. Bmj Case Reports. 2014
Carmona R, Delarue F. (2014) The master equation for large population equilibriums Springer Proceedings in Mathematics and Statistics. 100: 77-128
Carmona R, Coulon M. (2014) A survey of commodity markets and structural models for electricity prices Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets. 41-83
Carmona R. (2014) The return of geopolitics: The ascension of brics Austral: Brazilian Journal of Strategy and International Relations. 3: 37-72
Ayala-Pérez V, Arce N, Carmona R. (2013) Spatio-temporal distribution of wintering aquatic birds in the Ciénega de Tláhuac, Chalco lacustrine plain, Mexico Revista Mexicana De Biodiversidad. 84: 327-337
Carmona R, Delarue F. (2013) Probabilistic analysis of mean-field games Siam Journal On Control and Optimization. 51: 2705-2734
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