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Loïc Chaumont
Loïc Chaumont
Verified email at univ-angers.fr - Homepage
Title
Cited by
Cited by
Year
Exercises in Probability: a guided tour from measure theory to random processes, via conditioning
L Chaumont, M Yor
Cambridge University Press, 2012
1872012
Conditionings and path decompositions for Lévy processes
L Chaumont
Stochastic processes and their applications 64 (1), 39-54, 1996
1501996
On Lévy processes conditioned to stay positive.
L Chaumont, R Doney
1482005
Conditioned stable Lévy processes and the Lamperti representation
ME Caballero, L Chaumont
Journal of Applied Probability 43 (4), 967-983, 2006
1192006
Excursion normalisée, méandre et pont pour les processus de Lévy stables
L Chaumont
Bulletin des Sciences Mathematiques 121 (5), 377-404, 1997
1181997
Invariance principles for random walks conditioned to stay positive
F Caravenna, L Chaumont
Annales de l'IHP Probabilités et statistiques 44 (1), 170-190, 2008
982008
Markovian bridges: weak continuity and pathwise constructions
L Chaumont, G Uribe Bravo
872011
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
ME Caballero, L Chaumont
742006
On the law of the supremum of Lévy processes
L Chaumont
732013
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
L Chaumont, RA Doney
Probability theory and related fields 113 (4), 519-534, 1999
721999
An invariance principle for random walk bridges conditioned to stay positive
F Caravenna, L Chaumont
712013
The Lamperti representation of real-valued self-similar Markov processes
L Chaumont, H Pantí, V Rivero
702013
Path transformations of first passage bridges
J Bertoin, L Chaumont, J Pitman
592003
Some explicit identities associated with positive self-similar Markov processes
L Chaumont, AE Kyprianou, JC Pardo
Stochastic Processes and Their Applications 119 (3), 980-1000, 2009
582009
Sur certains processus de Lévy conditionnés à rester positifs
L Chaumont
Stochastics: An International Journal of Probability and Stochastic …, 1994
571994
Fluctuation theory and exit systems for positive self-similar Markov processes
L Chaumont, A Kyprianou, JC Pardo, V Rivero
482012
Inversion, duality and Doob -transforms for self-similar Markov processes
L Alili, L Chaumont, P Graczyk, T Żak
432017
Invariance principles for local times at the maximum of random walks and Lévy processes
L Chaumont, RA Doney
432010
The lower envelope of positive self-similar Markov processes
L Chaumont, JC Pardo Millan
382006
Exercises in probability. Cambridge Series in Statistical and Probabilistic Mathematics
L Chaumont, M Yor
Cambridge: Cambridge Univ. Press. MR2016344, 2003
362003
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Articles 1–20