×

zbMATH — the first resource for mathematics

Chaumont, Loïc

Compute Distance To:
Author ID: chaumont.loic Recent zbMATH articles by "Chaumont, Loïc"
Published as: Chaumont, Loïc; Chaumont, L.; Chaumont, Loic; Chaumont, Loïe
External Links: MGP
Documents Indexed: 52 Publications since 1994, including 5 Books

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 493 times in 290 Documents Cited by Year
On Lévy processes conditioned to stay positive. Zbl 1109.60039
Chaumont, L.; Doney, R. A.
43
2005
Conditioned stable Lévy processes and the Lamperti representation. Zbl 1133.60316
Caballero, M. E.; Chaumont, L.
37
2006
Conditionings and path decompositions for Lévy processes. Zbl 0879.60072
Chaumont, L.
35
1996
Normalized excursion, meander and bridge for stable Lévy processes. (Excursion normalisée, méandre et pont pour les processus de Lévy stables.) Zbl 0882.60074
Chaumont, L.
32
1997
Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Zbl 1065.60001
Chaumont, L.; Yor, M.
32
2003
On the law of the supremum of Lévy processes. Zbl 1277.60081
Chaumont, L.
24
2013
Some explicit identities associated with positive self-similar Markov processes. Zbl 1170.60017
Chaumont, L.; Kyprianou, A. E.; Pardo, J. C.
22
2009
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes. Zbl 1098.60038
Caballero, M. E.; Chaumont, L.
22
2006
Markovian bridges: weak continuity and pathwise constructions. Zbl 1217.60066
Chaumont, Loïc; Uribe Bravo, Gerónimo
21
2011
Invariance principles for random walks conditioned to stay positive. Zbl 1175.60029
Caravenna, Francesco; Chaumont, Loïc
20
2008
The Lamperti representation of real-valued self-similar Markov processes. Zbl 1284.60077
Chaumont, Loïc; Pantí, Henry; Rivero, Víctor
20
2013
The lower envelope of positive self-similar Markov processes. Zbl 1127.60034
Chaumont, Loic; Millan, Juan Carlos Pardo
15
2006
An invariance principle for random walk bridges conditioned to stay positive. Zbl 1291.60090
Caravenna, Francesco; Chaumont, Loïc
14
2013
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion. Zbl 0945.60082
Chaumont, L.; Doney, R. A.
13
1999
Path transformations of first passage bridges. Zbl 1061.60083
Bertoin, Jean; Chaumont, Loïc; Pitman, Jim
13
2003
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes. Zbl 1357.60079
Alili, Larbi; Chaumont, Loïc; Graczyk, Piotr; Żak, Tomasz
13
2017
Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019
Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor
12
2012
A new fluctuation identity for Lévy processes and some applications. Zbl 1003.60045
Alili, Larbi; Chaumont, Loïc
10
2001
On certain Lévy processes conditioned to stay positive. (Sur certains processus de Lévy conditionnés à rester positifs.) Zbl 0827.60064
Chaumont, L.
8
1994
Upper and lower limits of doubly perturbed Brownian motion. Zbl 0969.60082
Chaumont, L.; Doney, R. A.; Hu, Y.
8
2000
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020
Chaumont, L.; Hobson, D. G.; Yor, M.
8
2001
Invariance principles for local times at the maximum of random walks and Lévy processes. Zbl 1210.60033
Chaumont, L.; Doney, R. A.
7
2010
On a fluctuation identity for random walks and Lévy processes. Zbl 1063.60062
Alili, I.; Chaumont, L.; Doney, R. A.
7
2005
Some calculations for doubly perturbed Brownian motion. Zbl 0997.60095
Chaumont, L.; Doney, R. A.
7
2000
On the asymptotic behavior of the density of the supremum of Lévy processes. Zbl 1350.60042
Chaumont, Loïc; Małecki, Jacek
7
2016
Coding multitype forests: application to the law of the total population of branching forests. Zbl 1342.60147
Chaumont, Loïc; Liu, Rongli
6
2016
Corrections to “On Lévy processes conditioned to stay positive”. Zbl 1189.60097
Chaumont, Loïc; Doney, Ronald Arthur
5
2008
Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Reprint of the 2003 hardback ed. Zbl 1180.60002
Chaumont, L.; Yor, M.
5
2009
Exercises in probability. A guided tour from measure theory to random processes via conditioning. 2nd ed. Zbl 1246.60001
Chaumont, Loïc; Yor, Marc
5
2012
On some transformations between positive self-similar Markov processes. Zbl 1129.60039
Chaumont, Loïc; Rivero, Víctor
4
2007
An extension of Vervaat’s transformation and its consequences. Zbl 0952.60079
Chaumont, L.
3
2000
On the genealogy of conditioned stable Lévy forests. Zbl 1276.60039
Chaumont, Loic; Pardo, J. C.
3
2009
A path transformation and its applications to fluctuation theory. Zbl 0936.60040
Chaumont, L.
2
1999
Two chain-transformations and their applications to quantiles. Zbl 0904.60059
Bertoin, J.; Chaumont, L.; Yor, M.
2
1997
Breadth first search coding of multitype forests with application to Lamperti representation. Zbl 1334.60177
Chaumont, Loïc
2
2015
Some aspects of the probabilistic work. Zbl 1369.60003
Chaumont, Loïc; Mazliak, Laurent; Yor, Marc
1
2007
Reflection principle and Ocone martingales. Zbl 1185.60044
Chaumont, L.; Vostrikova, L.
1
2009
Space and time inversions of stochastic processes and Kelvin transform. Zbl 1415.31004
Alili, L.; Chaumont, L.; Graczyk, P.; Żak, T.
1
2019
Short proofs in extrema of spectrally one sided Lévy processes. Zbl 1398.60068
Chaumont, Loïc; Małecki, Jacek
1
2018
Reconstructing pedigrees using probabilistic analysis of ISSR amplification. Zbl 1368.92121
Chaumont, Loïc; Malécot, Valéry; Pymar, Richard; Sbai, Chaker
1
2017
On distributions determined by their upward, space-time Wiener-Hopf factor. Zbl 1455.60031
Chaumont, Loïc; Doney, Ron
1
2020
On distributions determined by their upward, space-time Wiener-Hopf factor. Zbl 1455.60031
Chaumont, Loïc; Doney, Ron
1
2020
Space and time inversions of stochastic processes and Kelvin transform. Zbl 1415.31004
Alili, L.; Chaumont, L.; Graczyk, P.; Żak, T.
1
2019
Short proofs in extrema of spectrally one sided Lévy processes. Zbl 1398.60068
Chaumont, Loïc; Małecki, Jacek
1
2018
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes. Zbl 1357.60079
Alili, Larbi; Chaumont, Loïc; Graczyk, Piotr; Żak, Tomasz
13
2017
Reconstructing pedigrees using probabilistic analysis of ISSR amplification. Zbl 1368.92121
Chaumont, Loïc; Malécot, Valéry; Pymar, Richard; Sbai, Chaker
1
2017
On the asymptotic behavior of the density of the supremum of Lévy processes. Zbl 1350.60042
Chaumont, Loïc; Małecki, Jacek
7
2016
Coding multitype forests: application to the law of the total population of branching forests. Zbl 1342.60147
Chaumont, Loïc; Liu, Rongli
6
2016
Breadth first search coding of multitype forests with application to Lamperti representation. Zbl 1334.60177
Chaumont, Loïc
2
2015
On the law of the supremum of Lévy processes. Zbl 1277.60081
Chaumont, L.
24
2013
The Lamperti representation of real-valued self-similar Markov processes. Zbl 1284.60077
Chaumont, Loïc; Pantí, Henry; Rivero, Víctor
20
2013
An invariance principle for random walk bridges conditioned to stay positive. Zbl 1291.60090
Caravenna, Francesco; Chaumont, Loïc
14
2013
Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019
Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor
12
2012
Exercises in probability. A guided tour from measure theory to random processes via conditioning. 2nd ed. Zbl 1246.60001
Chaumont, Loïc; Yor, Marc
5
2012
Markovian bridges: weak continuity and pathwise constructions. Zbl 1217.60066
Chaumont, Loïc; Uribe Bravo, Gerónimo
21
2011
Invariance principles for local times at the maximum of random walks and Lévy processes. Zbl 1210.60033
Chaumont, L.; Doney, R. A.
7
2010
Some explicit identities associated with positive self-similar Markov processes. Zbl 1170.60017
Chaumont, L.; Kyprianou, A. E.; Pardo, J. C.
22
2009
Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Reprint of the 2003 hardback ed. Zbl 1180.60002
Chaumont, L.; Yor, M.
5
2009
On the genealogy of conditioned stable Lévy forests. Zbl 1276.60039
Chaumont, Loic; Pardo, J. C.
3
2009
Reflection principle and Ocone martingales. Zbl 1185.60044
Chaumont, L.; Vostrikova, L.
1
2009
Invariance principles for random walks conditioned to stay positive. Zbl 1175.60029
Caravenna, Francesco; Chaumont, Loïc
20
2008
Corrections to “On Lévy processes conditioned to stay positive”. Zbl 1189.60097
Chaumont, Loïc; Doney, Ronald Arthur
5
2008
On some transformations between positive self-similar Markov processes. Zbl 1129.60039
Chaumont, Loïc; Rivero, Víctor
4
2007
Some aspects of the probabilistic work. Zbl 1369.60003
Chaumont, Loïc; Mazliak, Laurent; Yor, Marc
1
2007
Conditioned stable Lévy processes and the Lamperti representation. Zbl 1133.60316
Caballero, M. E.; Chaumont, L.
37
2006
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes. Zbl 1098.60038
Caballero, M. E.; Chaumont, L.
22
2006
The lower envelope of positive self-similar Markov processes. Zbl 1127.60034
Chaumont, Loic; Millan, Juan Carlos Pardo
15
2006
On Lévy processes conditioned to stay positive. Zbl 1109.60039
Chaumont, L.; Doney, R. A.
43
2005
On a fluctuation identity for random walks and Lévy processes. Zbl 1063.60062
Alili, I.; Chaumont, L.; Doney, R. A.
7
2005
Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Zbl 1065.60001
Chaumont, L.; Yor, M.
32
2003
Path transformations of first passage bridges. Zbl 1061.60083
Bertoin, Jean; Chaumont, Loïc; Pitman, Jim
13
2003
A new fluctuation identity for Lévy processes and some applications. Zbl 1003.60045
Alili, Larbi; Chaumont, Loïc
10
2001
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes. Zbl 0982.60020
Chaumont, L.; Hobson, D. G.; Yor, M.
8
2001
Upper and lower limits of doubly perturbed Brownian motion. Zbl 0969.60082
Chaumont, L.; Doney, R. A.; Hu, Y.
8
2000
Some calculations for doubly perturbed Brownian motion. Zbl 0997.60095
Chaumont, L.; Doney, R. A.
7
2000
An extension of Vervaat’s transformation and its consequences. Zbl 0952.60079
Chaumont, L.
3
2000
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion. Zbl 0945.60082
Chaumont, L.; Doney, R. A.
13
1999
A path transformation and its applications to fluctuation theory. Zbl 0936.60040
Chaumont, L.
2
1999
Normalized excursion, meander and bridge for stable Lévy processes. (Excursion normalisée, méandre et pont pour les processus de Lévy stables.) Zbl 0882.60074
Chaumont, L.
32
1997
Two chain-transformations and their applications to quantiles. Zbl 0904.60059
Bertoin, J.; Chaumont, L.; Yor, M.
2
1997
Conditionings and path decompositions for Lévy processes. Zbl 0879.60072
Chaumont, L.
35
1996
On certain Lévy processes conditioned to stay positive. (Sur certains processus de Lévy conditionnés à rester positifs.) Zbl 0827.60064
Chaumont, L.
8
1994
all top 5

Cited by 336 Authors

23 Kyprianou, Andreas E.
19 Chaumont, Loïc
16 Rivero, Víctor Manuel
13 Pardo, Juan Carlos
11 Yor, Marc
8 Kuznetsov, Alexey
8 Patie, Pierre
8 Uribe Bravo, Gerónimo
7 Döring, Leif
7 Ivanovs, Jevgeņijs
7 Simon, Thomas
7 Wachtel, Vitali I.
6 Kortchemski, Igor
6 Watson, Alexander R.
5 Bertoin, Jean
5 Doney, Ronald Arthur
5 James, Lancelot F.
5 Palmowski, Zbigniew
5 Pitman, Jim William
5 Vatutin, Vladimir Alekseevich
5 Vidmar, Matija
4 Bettinelli, Jérémie L.
4 Curien, Nicolas
4 Mijatović, Aleksandar
4 Weissmann, Philip
4 Yano, Kouji
4 Yano, Yuko
3 Caballero, María Emilia
3 D’yakonova, Elena Evgen’evna
3 Kaleta, Kamil
3 Lambert, Amaury
3 Małecki, Jacek
3 Marzouk, Cyril
3 Pérez Garmendia, Jose Luis
3 Savov, Mladen Svetoslavov
3 Şengül, Batı
3 Zhang, Tusheng S.
2 Archer, Eleanor
2 Barczy, Mátyás
2 Barndorff-Nielsen, Ole Eiler
2 Benabdallah, Mohsine
2 Budd, Timothy G.
2 Caravenna, Francesco
2 Chauvin, Brigitte
2 Chen, Xinxin
2 Denisov, Denis E.
2 Deuschel, Jean-Dominique
2 Duquesne, Thomas
2 Forman, Noah Mills
2 Foss, Sergey G.
2 Foucart, Clément
2 Griffin, Philip S.
2 Haas, Bénédicte
2 Hiderah, Kamal
2 Hoyle, Edward
2 Ivanenko, Dmytro O.
2 Jacka, Saul D.
2 Kersting, Götz-Dietrich
2 Kwaśnicki, Mateusz
2 Lau, John Wei
2 Letemplier, Julien
2 Mandjes, Michel Robertus Hendrikus
2 Meerschaert, Mark Marvin
2 Miermont, Grégory
2 Pakes, Anthony G.
2 Pal, Soumik
2 Pantí, Henry
2 Petit, Frédérique
2 Pietruska-Pałuba, Katarzyna
2 Pistorius, Martijn R.
2 Pouyanne, Nicolas
2 Rizzolo, Douglas
2 Satitkanitkul, Weerapat
2 Schilling, René Leander
2 Schoutens, Wim
2 Serlet, Laurent
2 Stephenson, Robin
2 Uchiyama, Kôhei
2 van Handel, Ramon
2 Van Schaik, Kees
2 Winkel, Matthias
2 Xu, Lihu
2 Yue, Wen
2 Zhou, Xiaowen
1 Abraham, Romain
1 Acuña Valverde, Luis
1 Afanas’ev, Valeriĭ Ivanovich
1 Akhavi, Ali
1 Alili, Larbi
1 Arizmendi, Octavio
1 Asmussen, Søren
1 Avanzi, Benjamin
1 Avram, Florin
1 Aylwin, Andrew
1 Baldi, Paolo
1 Barker, Adam
1 Barrieu, Pauline M.
1 Bäumer, Boris
1 Baurdoux, Erik Jan
1 Becker-Kern, Peter
...and 236 more Authors
all top 5

Cited in 70 Serials

46 Stochastic Processes and their Applications
20 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
19 The Annals of Probability
18 Journal of Applied Probability
15 Electronic Journal of Probability
15 Bernoulli
12 The Annals of Applied Probability
11 Probability Theory and Related Fields
11 Journal of Theoretical Probability
9 Statistics & Probability Letters
6 Advances in Applied Probability
5 Theory of Probability and its Applications
5 Electronic Communications in Probability
4 Journal of Mathematical Analysis and Applications
4 Transactions of the American Mathematical Society
4 ALEA. Latin American Journal of Probability and Mathematical Statistics
3 Journal of Statistical Physics
3 Journal of Computational and Applied Mathematics
3 Stochastic Analysis and Applications
3 Acta Applicandae Mathematicae
3 Potential Analysis
3 Finance and Stochastics
3 Probability Surveys
2 Communications in Mathematical Physics
2 Insurance Mathematics & Economics
2 Monte Carlo Methods and Applications
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Methodology and Computing in Applied Probability
2 Brazilian Journal of Probability and Statistics
2 Stochastic Models
2 Frontiers of Mathematics in China
2 Modern Stochastics. Theory and Applications
2 Journal de l’École Polytechnique – Mathématiques
2 Annales Henri Lebesgue
1 Israel Journal of Mathematics
1 Lithuanian Mathematical Journal
1 Physics Reports
1 Annales de l’Institut Fourier
1 Duke Mathematical Journal
1 Journal of Functional Analysis
1 Journal of the London Mathematical Society. Second Series
1 Journal of the Mathematical Society of Japan
1 Memoirs of the American Mathematical Society
1 Proceedings of the American Mathematical Society
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 Tohoku Mathematical Journal. Second Series
1 Probability and Mathematical Statistics
1 Revista Matemática Iberoamericana
1 Applied Mathematics Letters
1 Neural Computation
1 Indagationes Mathematicae. New Series
1 Theory of Probability and Mathematical Statistics
1 Combinatorics, Probability and Computing
1 Bulletin des Sciences Mathématiques
1 Nonlinear Dynamics
1 Scandinavian Actuarial Journal
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Stochastics and Dynamics
1 Statistical Methods and Applications
1 Advances in Difference Equations
1 Stochastics
1 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications
1 Mathematics and Financial Economics
1 Journal of Physics A: Mathematical and Theoretical
1 Electronic Journal of Statistics
1 Sankhyā. Series A
1 Journal of Theoretical Biology
1 Arabian Journal of Mathematics
1 Annales de l’Institut Henri Poincaré D. Combinatorics, Physics and their Interactions (AIHPD)
1 Transactions of the American Mathematical Society. Series B
all top 5

Cited in 37 Fields

286 Probability theory and stochastic processes (60-XX)
24 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
20 Statistics (62-XX)
13 Combinatorics (05-XX)
12 Numerical analysis (65-XX)
6 Statistical mechanics, structure of matter (82-XX)
6 Biology and other natural sciences (92-XX)
5 Special functions (33-XX)
5 Operator theory (47-XX)
4 Measure and integration (28-XX)
4 Functions of a complex variable (30-XX)
4 Partial differential equations (35-XX)
4 Functional analysis (46-XX)
3 Real functions (26-XX)
3 Integral transforms, operational calculus (44-XX)
3 Manifolds and cell complexes (57-XX)
3 Systems theory; control (93-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Potential theory (31-XX)
2 Approximations and expansions (41-XX)
2 Integral equations (45-XX)
2 General topology (54-XX)
2 Operations research, mathematical programming (90-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Number theory (11-XX)
1 Algebraic geometry (14-XX)
1 Associative rings and algebras (16-XX)
1 Group theory and generalizations (20-XX)
1 Topological groups, Lie groups (22-XX)
1 Ordinary differential equations (34-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Abstract harmonic analysis (43-XX)
1 Differential geometry (53-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Computer science (68-XX)
1 Quantum theory (81-XX)

Citations by Year