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Loïc Chaumont
Loïc Chaumont
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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
1792012
Conditionings and path decompositions for Lévy processes
L Chaumont
Stochastic processes and their applications 64 (1), 39-54, 1996
1401996
On Lévy processes conditioned to stay positive.
L Chaumont, R Doney
1312005
Excursion normalisée, méandre et pont pour les processus de Lévy stables
L Chaumont
Bulletin des Sciences Mathematiques 121 (5), 377-404, 1997
1171997
Conditioned stable Lévy processes and the Lamperti representation
ME Caballero, L Chaumont
Journal of Applied Probability 43 (4), 967-983, 2006
1092006
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
792008
Markovian bridges: weak continuity and pathwise constructions
L Chaumont, G Uribe Bravo
772011
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
ME Caballero, L Chaumont
702006
On the law of the supremum of Lévy processes
L Chaumont
682013
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
651999
The Lamperti representation of real-valued self-similar Markov processes
L Chaumont, H Pantí, V Rivero
602013
An invariance principle for random walk bridges conditioned to stay positive
F Caravenna, L Chaumont
602013
Path transformations of first passage bridges
J Bertoin, L Chaumont, J Pitman
592003
Sur certains processus de Lévy conditionnés à rester positifs
L Chaumont
Stochastics: An International Journal of Probability and Stochastic …, 1994
581994
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
552009
Fluctuation theory and exit systems for positive self-similar Markov processes
L Chaumont, A Kyprianou, JC Pardo, V Rivero
442012
The lower envelope of positive self-similar Markov processes
L Chaumont, JC Pardo Millan
382006
Inversion, duality and Doob -transforms for self-similar Markov processes
L Alili, L Chaumont, P Graczyk, T Żak
362017
Exercises in probability. Cambridge Series in Statistical and Probabilistic Mathematics
L Chaumont, M Yor
Cambridge: Cambridge Univ. Press. MR2016344, 2003
352003
Invariance principles for local times at the maximum of random walks and Lévy processes
L Chaumont, RA Doney
342010
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