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Lo´c Chaumont
Lo´c Chaumont
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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
1692012
Conditionings and path decompositions for LÚvy processes
L Chaumont
Stochastic processes and their applications 64 (1), 39-54, 1996
1311996
On LÚvy processes conditioned to stay positive.
L Chaumont, R Doney
Electronic Journal of Probability 10, 948-961, 2005
1272005
Conditioned stable LÚvy processes and the Lamperti representation
ME Caballero, L Chaumont
Journal of Applied Probability 43 (4), 967-983, 2006
1092006
Excursion normalisÚe, mÚandre et pont pour les processus de LÚvy stables
L Chaumont
Bulletin des Sciences Mathematiques 121 (5), 377-404, 1997
1091997
Markovian bridges: weak continuity and pathwise constructions
L Chaumont, GU Bravo
The Annals of Probability 39 (2), 609-647, 2011
692011
Weak convergence of positive self-similar Markov processes and overshoots of LÚvy processes
ME Caballero, L Chaumont
The annals of probability 34 (3), 1012-1034, 2006
692006
Invariance principles for random walks conditioned to stay positive
F Caravenna, L Chaumont
Annales de l'IHP ProbabilitÚs et statistiques 44 (1), 170-190, 2008
652008
On the law of the supremum of LÚvy processes
L Chaumont
the Annals of Probability 41 (3A), 1191-1217, 2013
642013
Path transformations of first passage bridges
J Bertoin, L Chaumont, J Pitman
Electronic Communications in Probability 8, 155-166, 2003
592003
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
581999
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
562009
Sur certains processus de LÚvy conditionnÚs Ó rester positifs
L Chaumont
Stochastics: An International Journal of Probability and Stochasticá…, 1994
551994
The Lamperti representation of real-valued self-similar Markov processes
L Chaumont, H PantÝ, V Rivero
Bernoulli 19 (5B), 2494-2523, 2013
542013
An invariance principle for random walk bridges conditioned to stay positive
F Caravenna, L Chaumont
Electronic Journal of Probability 18, 1-32, 2013
492013
Fluctuation theory and exit systems for positive self-similar Markov processes
L Chaumont, A Kyprianou, JC Pardo, V Rivero
The Annals of Probability 40 (1), 245-279, 2012
432012
The lower envelope of positive self-similar Markov processes
L Chaumont, JCP Millan
Electronic Journal of Probability 11, 1321-1341, 2006
382006
Exercises in probability, volume 13 of Cambridge Series in Statistical and Probabilistic Mathematics
L Chaumont, M Yor
Cambridge University Press, Cambridge, 2003
342003
Inversion, duality and Doob -transforms for self-similar Markov processes
L Alili, L Chaumont, P Graczyk, T Żak
Electronic Journal of Probability 22, 1-18, 2017
332017
An extension of Vervaat's transformation and its consequences
L Chaumont
Journal of Theoretical Probability 13 (1), 259-277, 2000
292000
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Articles 1–20