Lépingle, D. A two-dimensional oblique extension of Bessel processes. (English) Zbl 1379.60060 Markov Process. Relat. Fields 23, No. 2, 233-266 (2017). MSC: 60H10 PDF BibTeX XML Cite \textit{D. Lépingle}, Markov Process. Relat. Fields 23, No. 2, 233--266 (2017; Zbl 1379.60060)
Demni, Nizar; Lépingle, Dominique Brownian motion, reflection groups and Tanaka formula. (English) Zbl 1263.60074 Rend. Semin. Mat. Univ. Padova 127, 41-55 (2012). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 60J65 60G44 60J55 PDF BibTeX XML Cite \textit{N. Demni} and \textit{D. Lépingle}, Rend. Semin. Mat. Univ. Padova 127, 41--55 (2012; Zbl 1263.60074) Full Text: DOI Link
Lépingle, Dominique Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. (English) Zbl 1225.60060 Probab. Math. Stat. 30, No. 2, 273-287 (2010). Reviewer: Michael Voit (Dortmund) MSC: 60G17 60H10 60J65 PDF BibTeX XML Cite \textit{D. Lépingle}, Probab. Math. Stat. 30, No. 2, 273--287 (2010; Zbl 1225.60060) Full Text: Link
Cépa, Emmanuel; Lépingle, Dominique No multiple collisions for mutually repelling Brownian particles. (English) Zbl 1126.60083 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XL. Berlin: Springer (ISBN 978-3-540-71188-9/pbk). Lecture Notes in Mathematics 1899, 241-246 (2007). MSC: 60K35 PDF BibTeX XML Cite \textit{E. Cépa} and \textit{D. Lépingle}, Lect. Notes Math. 1899, 241--246 (2007; Zbl 1126.60083) Full Text: DOI
Lepingle, Dominique; Nguyen, Thi Thao Approximating and simulating multivalued stochastic differential equations. (English) Zbl 1066.65015 Monte Carlo Methods Appl. 10, No. 2, 129-152 (2004). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60H35 PDF BibTeX XML Cite \textit{D. Lepingle} and \textit{T. T. Nguyen}, Monte Carlo Methods Appl. 10, No. 2, 129--152 (2004; Zbl 1066.65015) Full Text: DOI
Cépa, Emmanuel; Lépingle, Dominique Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. (English) Zbl 1002.60093 ESAIM, Probab. Stat. 5, 203-224 (2001). Reviewer: Nicko G.Gamkrelidze (Moskva) MSC: 60K35 60H10 60J65 82B31 PDF BibTeX XML Cite \textit{E. Cépa} and \textit{D. Lépingle}, ESAIM, Probab. Stat. 5, 203--224 (2001; Zbl 1002.60093) Full Text: DOI Link Numdam EuDML
Cépa, Emmanuel; Lépingle, Dominique Interacting Brownian particles with strong repulsion. (English) Zbl 0979.60098 Monte Carlo Methods Appl. 7, No. 1-2, 93-98 (2001). MSC: 60K35 60J65 82C31 PDF BibTeX XML Cite \textit{E. Cépa} and \textit{D. Lépingle}, Monte Carlo Methods Appl. 7, No. 1--2, 93--98 (2001; Zbl 0979.60098) Full Text: DOI
Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique A nonlinear stochastic differential equation involving the Hilbert transform. (English) Zbl 0935.60095 J. Funct. Anal. 165, No. 2, 390-406 (1999). Reviewer: R.Buckdahn (Brest) MSC: 60K35 60H10 PDF BibTeX XML Cite \textit{A. Bonami} et al., J. Funct. Anal. 165, No. 2, 390--406 (1999; Zbl 0935.60095) Full Text: DOI
Lépingle, D.; Ould Eida, A. Approximating systems of differential equations with random inputs or boundary conditions. (English) Zbl 0907.60055 Stochastic Anal. Appl. 16, No. 2, 313-324 (1998). Reviewer: D.R.Bell (Jacksonville) MSC: 60H10 PDF BibTeX XML Cite \textit{D. Lépingle} and \textit{A. Ould Eida}, Stochastic Anal. Appl. 16, No. 2, 313--324 (1998; Zbl 0907.60055) Full Text: DOI
Cépa, Emmanuel; Lépingle, Dominique Diffusing particles with electrostatic repulsion. (English) Zbl 0883.60089 Probab. Theory Relat. Fields 107, No. 4, 429-449 (1997). MSC: 60K35 60F05 60H10 60J60 PDF BibTeX XML Cite \textit{E. Cépa} and \textit{D. Lépingle}, Probab. Theory Relat. Fields 107, No. 4, 429--449 (1997; Zbl 0883.60089) Full Text: DOI
Lépingle, D. Euler scheme for reflected stochastic differential equations. (English) Zbl 0824.60062 Math. Comput. Simul. 38, No. 1-3, 119-126 (1995). MSC: 60H10 65C99 PDF BibTeX XML Cite \textit{D. Lépingle}, Math. Comput. Simul. 38, No. 1--3, 119--126 (1995; Zbl 0824.60062) Full Text: DOI
Bouleau, Nicolas; Lépingle, Dominique Numerical methods for stochastic processes. (English) Zbl 0822.60003 Wiley Series in Probability and Mathematical Statistics. Applied Probability and Statistics. New York: Wiley. xvii, 359 p. (1994). Reviewer: M.Schweizer (Berlin) MSC: 60-02 60Gxx 60Jxx 60H10 65C05 PDF BibTeX XML Cite \textit{N. Bouleau} and \textit{D. Lépingle}, Numerical methods for stochastic processes. New York: Wiley (1994; Zbl 0822.60003)
Lépingle, Dominique A Euler scheme for stochastic differential equations with boundary conditions. (Un schéma d’Euler pour équations différentielles stochastiques réfléchies.) (French. Abridged English version) Zbl 0771.60046 C. R. Acad. Sci., Paris, Sér. I 316, No. 6, 601-605 (1993). MSC: 60H15 35R60 PDF BibTeX XML Cite \textit{D. Lépingle}, C. R. Acad. Sci., Paris, Sér. I 316, No. 6, 601--605 (1993; Zbl 0771.60046)
Lépingle, D. Orthogonality and uniform integrability of discrete martingales. (Orthogonalité et intégrabilité uniforme de martingales discrètes.) (French) Zbl 0765.60036 Séminaire de probabilités XXVI, Lect. Notes Math. 1526, 167-169 (1992). Reviewer: A.Gut (Uppsala) MSC: 60G42 PDF BibTeX XML Cite \textit{D. Lépingle}, Lect. Notes Math. 1526, 167--169 (1992; Zbl 0765.60036) Full Text: Numdam
Lépingle, Dominique; Ribémont, Bernard Un schéma multipas d’approximation de l’équation de Langevin. (A multistep approximation method for the Langevin equation). (French) Zbl 0731.60051 Stochastic Processes Appl. 37, No. 1, 61-69 (1991). Reviewer: C.A.Braumann (Evora) MSC: 60H10 65C99 65C05 68U20 PDF BibTeX XML Cite \textit{D. Lépingle} and \textit{B. Ribémont}, Stochastic Processes Appl. 37, No. 1, 61--69 (1991; Zbl 0731.60051) Full Text: DOI
Lépingle, Dominique; Nualart, David; Sanz, Marta Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). (French) Zbl 0688.60043 Ann. Inst. Henri Poincaré, Probab. Stat. 25, No. 3, 283-305 (1989). Reviewer: E.Pardoux MSC: 60H10 60H07 PDF BibTeX XML Cite \textit{D. Lépingle} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 25, No. 3, 283--305 (1989; Zbl 0688.60043) Full Text: Numdam EuDML
Lépingle, D.; Marois, C. Equations différentielles stochastiques multivoques unidimensionnelles. (One-dimensional multivalued stochastic differential equations). (French) Zbl 0616.60059 Sémin. probabilités XXI, Lect. Notes Math. 1247, 520-533 (1987). MSC: 60H20 60H10 60J55 PDF BibTeX XML Full Text: Numdam EuDML
Hakim-Dowek, M.; Lépingle, D. L’exponentielle stochastique des groupes de Lie. (Stochastic exponents of Lie groups). (French) Zbl 0609.60009 Probabilités XX, Proc. Sémin., Strasbourg 1984/85, Lect. Notes Math. 1204, 352-374 (1986). MSC: 60B15 60D05 60G48 60G44 PDF BibTeX XML Full Text: Numdam EuDML
Lepingle, D. Sur les lois de certains temps d’entree. (French) Zbl 0471.60079 Rev. Roum. Math. Pures Appl. 26, 595-602 (1981). MSC: 60J99 60J65 60G44 60G50 PDF BibTeX XML Cite \textit{D. Lepingle}, Rev. Roum. Math. Pures Appl. 26, 595--602 (1981; Zbl 0471.60079)
Lepingle, D. Une remarque sur les lois de certains temps d’atteinte. (French) Zbl 0462.60049 Seminaire de probabilites XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 669-670 (1981). MSC: 60G44 60J65 PDF BibTeX XML Full Text: Numdam EuDML
Auerhan, J.; Lepingle, D. Les filtrations de certaines martingales du mouvement Brownien dans \(R^ n.\) II. (French) Zbl 0462.60048 Seminaire de probabilites XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 643-668 (1981). MSC: 60G44 60J65 PDF BibTeX XML Full Text: Numdam EuDML
Lepingle, D.; Meyer, P. A.; Yor, M. Extremalite et remplissage de tribus pour certaines martingales purement discontinues. (French) Zbl 0461.60064 Seminaire de probabilites XV, Univ. Strasbourg 1979/80, Lect. Notes Math. 850, 604-617 (1981). MSC: 60G44 PDF BibTeX XML Full Text: Numdam EuDML
Auerhan, J.; Lepingle, D.; Yor, M. Construction d’une martingale réelle continue, de filtration naturelle donnée. (French) Zbl 0432.60056 Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 200-204 (1980). MSC: 60G44 60J65 PDF BibTeX XML Full Text: Numdam EuDML
Lenglart, E.; Lepingle, D.; Pratelli, M. Presentation unifiee de certaines inégalités de la théorie des martingales. (French) Zbl 0427.60042 Seminaire de probabilites XIV, 1978/79, Lect. Notes Math. 784, 26-48 (1980). MSC: 60G44 PDF BibTeX XML Full Text: Numdam EuDML
Bonami, A.; Lepingle, D. Fonction maximale et variation quadratique des martingales en presence d’un poids. (French) Zbl 0431.60046 Seminaire de probabilites XIII, Univ. Strasbourg 1977/78, Lect. Notes Math. 721, 294-306 (1979). MSC: 60G46 60G44 PDF BibTeX XML Full Text: Numdam EuDML
Lepingle, Dominique; Memin, Jean Sur l’intégrabilite uniforme des martingales exponentielles. (French) Zbl 0375.60069 Z. Wahrscheinlichkeitstheor. Verw. Geb. 42, 175-203 (1978). MSC: 60H05 PDF BibTeX XML Cite \textit{D. Lepingle} and \textit{J. Memin}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 42, 175--203 (1978; Zbl 0375.60069) Full Text: DOI
Lepingle, D. Sur le comportement asymptotique des martingales locales. (French) Zbl 0375.60062 Semin. Probab. XII, Univ. Strasbourg 1976/77, Lect. Notes Math. 649, 148-161 (1978). MSC: PDF BibTeX XML Full Text: Numdam EuDML
Lepingle, D. Sur certains commutateurs de la théorie des martingales. (French) Zbl 0375.60061 Semin. Probab. XII, Univ. Strasbourg 1976/77, Lect. Notes Math. 649, 138-147 (1978). MSC: PDF BibTeX XML Full Text: Numdam EuDML
Lepingle, D. Une inégalité de martingales. (French) Zbl 0375.60060 Semin. Probab. XII, Univ. Strasbourg 1976/77, Lect. Notes Math. 649, 134-137 (1978). MSC: PDF BibTeX XML Full Text: Numdam EuDML
Lepingle, D. Sur la représentation des sauts des martingales. (French) Zbl 0366.60070 Semin. Probab. XI, Univ. Strasbourg 1975/76, Lect. Notes Math. 581, 418-434 (1977). MSC: PDF BibTeX XML Full Text: Numdam EuDML
Lepingle, D. Quelques inégalités concernant les martingales. (French) Zbl 0413.60046 Stud. Math. 59, 63-83 (1976). MSC: 60G42 60J45 60G40 PDF BibTeX XML Cite \textit{D. Lepingle}, Stud. Math. 59, 63--83 (1976; Zbl 0413.60046) Full Text: DOI EuDML
Lepingle, D. La variation d’ordre p des semi-martingales. (French) Zbl 0325.60047 Z. Wahrscheinlichkeitstheor. Verw. Geb. 36, 295-316 (1976). MSC: PDF BibTeX XML Cite \textit{D. Lepingle}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 36, 295--316 (1976; Zbl 0325.60047) Full Text: DOI
Lepingle, Dominique Sur la variation d’ordre p des martingales locales. (French) Zbl 0326.60055 C. R. Acad. Sci., Paris, Sér. A 281, 917-919 (1975). MSC: 60G40 PDF BibTeX XML Cite \textit{D. Lepingle}, C. R. Acad. Sci., Paris, Sér. A 281, 917--919 (1975; Zbl 0326.60055)
Lepingle, Dominique; Ouvrard, Jean-Yves Martingales browniennes hilbertiennes. (French) Zbl 0258.60057 C. R. Acad. Sci., Paris, Sér. A 276, 1225-1228 (1973). MSC: 60H05 60J65 PDF BibTeX XML Cite \textit{D. Lepingle} and \textit{J.-Y. Ouvrard}, C. R. Acad. Sci., Paris, Sér. A 276, 1225--1228 (1973; Zbl 0258.60057)
Lepingle, Dominique Equations d’évolution stochastiques hilbertiennes et noyaux de Fredholm. (French) Zbl 0251.93044 C. R. Acad. Sci., Paris, Sér. A 275, 1355-1358 (1972). MSC: 93E99 60H20 PDF BibTeX XML Cite \textit{D. Lepingle}, C. R. Acad. Sci., Paris, Sér. A 275, 1355--1358 (1972; Zbl 0251.93044)