Publications

Stochastic Processes and Applications

1. The killed Brox diffusion
   J.J. Gutierrez-Pavon and C.G. Pacheco
   Stochastic Models. (2022).
2. Discrete-time switching control random walks
   H. Jasso-Fuentes, C.G. Pacheco, G.D. Salgado-Suáres
   International Journal of Control. (2022).
3. Quenched distributions for the maximum, minimum and local time of the Brox diusion
   J.J. Gutierrez-Pavon and C.G. Pacheco
   Statistics and Probability Letters. (2021).
4. Excursions of the Brox diffusions
   C.G. Pacheco and M. Perez-Rojas
   Journal of Theoretical Probability. (2021).
5. Modeling and pricing with a random walk in random environment
   I. Castro and C.G. Pacheco
   International Journal of Financial Engineering. (2021).
6. A density for the local time of the Brox diffusion
   J.J. Gutierrez-Pavon and C.G. Pacheco
   Statistics and Probability Letters. (2020).
7. Hitting times for Bessel Processes
   G. Hernández-del-Valle and C.G. Pacheco
   Communications in Stochastic Analysis. (2015).
8. Ruin probabilities and the ruin time distribution
   C.G. Pacheco-González
   Boletín de la Sociedad Matemática Mexicana 19 (1), pp. 101–109. (2013).
9. Uniform convergence to a law containing Gaussian and Cauchy distribution
   J. Blanchet and C.G. Pacheco-González
   Probability and the Engineering and Informational Science 26, pp. 437-448. (2012).
10. Integral Equations for the aggregate claim amount
    C.G. Pacheco-González
    Revista de Matemática: Teoría y Aplicaciones 18 (1), pp. 1-7. (2011).
11. A note on distributional equations for discounted risk processses
    G. Hernández-del-Valle and C.G. Pacheco-González
    Morfismos 14 (2), pp 1-15. (2010).
12. Large Deviations Applications to Finance
    J. Blanchet and C.G. Pacheco-González
    In Encyclopedia of Quantitative Finance, Wiley. (2010).
13. An integral equation for the distribution of the first exit time of a reflected Brownian motion
    V. de-la-Peña, G. Hernández-del-Valle, C.G. Pacheco-González
    ANZIAM Journal, 50,pp. 445-454. (2009).
14. Ergodicity of a bounded Markov chain with attractiveness towards the centre
    C.G. Pacheco-González
    Statistics and Probability Letters 79, pp. 2177-2181. (2009).
15. Approximation for the normal inverse Gaussian process using random sums
    C.G. Pacheco-González
    Stochastic Analysis and Applications 27, pp. 1191-1200. (2009).
16. More random walks in random environment with beta-ergodic distributions
    C.G. Pacheco-González and J. Stoyanov
    The Mathematical Scientist 33 (2), pp. 110-119. (2008).
17. Existence of Nash equilibria in some Markov games with discounted payoff
    C.G. Pacheco-González
    Morfismos 6 (2), pp. 67-87. (2002).

Random Matrices and Random Operators

1. Solving Equations with semimartingale noise
   J.J. Gutierrez-Pavon and C.G. Pacheco
   Random Operators and Stochastic Equations 30(1). (2022).
2. A Gaussian analytic function
   C.G. Pacheco
   Operator Theory: Advances and Applications. (2020).
3. Inverting weak random operators
   J.J. Gutierrez-Pavon and C.G. Pacheco
   Random Operators and Stochastic Equations. (2019).
4. Random eigenvalues from a stochastic heat equation
   C.G. Pacheco.
   Statistics and Probability Letters. (2017).
5. A Random matrix from a stochastic heat equation
   C.G. Pacheco
   Statistics and Probability Letters. (2016).
6. Green kernel for a random Schrödinger operator
   C.G. Pacheco
   Communications in Contemporary Mathematics. (2015).
7. Picard iteration for diffusions on symmetric matrices
   C.G. Pacheco
   Journal of Theoretical Probability. (2015).

Interacting Particle Systems and Scaling Limits

1. On a nonlinear SPDE derived from a hydrodynamic limit in a Sinai-type random environment.
   C. Landim, C.G. Pacheco, S. Sethuraman, J. Xue.
   The Annals of Applied Probability. (2023).