Pierre Patie
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Pierre Patie

I am broadly interested in the study of non-self-adjoint integro-differential operators arising in the investigation of Markov processes and related objects. This encompasses the following topics:

Interwining relations
Spectral theory
Convergence to equilibrium
First passage time problems
Exponential functional of Lévy processes
Subdiffusive processes
The moment problem
Financial and insurance mathematics


Click to my ORCID iD iconORCID Profile to see my list of papers


Some recently published/accepted papers

PhD Students

Here are the PhD students I have/had the chance to work with:

  • Rohan Sarkar (ORIE, Cornell), since 2018
  • Andrew Chee (ORIE, Cornell), since 2019

  • Jian Wang (ORIE, Cornell), 2020
    Continuous time skip-free Markov process and study of branching process with immigration
  • Aditya Vaidyanathan (CAM, Cornell), 2019
    Contributions to the Stieltjes moment problems and to the intertwining of Markov semigroups
  • Anna Srapyonian (CAM, Cornell), 2019
    Some spectral ideas applied to finance and to self-similar and long-range dependent processes
  • Michael C.H. Choi (ORIE, Cornell), 2017
    Analysis of non-reversible Markov chains
  • Yixuan Zhao (ORIE, Cornell), 2017
    Spectral expansions and excursion theory for non-self-adjoint Markov semigroups with applications in mathematical finance
  • Christopher Van Weverberg (ULB), co-supervised with G. Deelstra, 2015
    Contributions to the study of affine processes with applications in insurance
  • Carine Bartholmé (ULB), 2014
    Self-similarity and exponential functionals of Lévy processes