Loïc Chaumont

From MaRDI portal
Revision as of 10:19, 9 December 2023 by AuthorDisambiguator (talk | contribs) (AuthorDisambiguator moved page Loïc Chaumont to Loïc Chaumont: Duplicate)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Person:216435

Available identifiers

zbMath Open chaumont.loicMaRDI QIDQ216435

List of research outcomes

PublicationDate of PublicationType
Creeping of Lévy processes through curves2023-07-04Paper
Extinction times of multitype continuous-state branching processes2023-06-21Paper
A lifetime of excursions through random walks and Lévy processes2022-10-07Paper
Shifting Processes with Cyclically Exchangeable Increments at Random2022-09-30Paper
Fluctuation theory for spectrally positive additive Lévy fields2021-07-21Paper
The entrance law of the excursion measure of the reflected process for some classes of Lévy processes2021-05-03Paper
Density behaviour related to Lévy processes2021-02-19Paper
On distributions determined by their upward, space-time Wiener-Hopf factor2020-05-19Paper
On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes2020-04-01Paper
On mutations in the branching model for multitype populations2020-02-05Paper
An extension of Vervaat's transformation and its consequences2019-08-22Paper
Space and time inversions of stochastic processes and Kelvin transform2019-04-25Paper
Short proofs in extrema of spectrally one sided Lévy processes2018-10-24Paper
Reconstructing pedigrees using probabilistic analysis of ISSR amplification2017-08-08Paper
Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes2017-03-03Paper
On the asymptotic behavior of the density of the supremum of Lévy processes2016-10-26Paper
Breadth First Search Coding of Multitype Forests with Application to Lamperti Representation2016-04-13Paper
Coding multitype forests: Application to the law of the total population of branching forests2016-03-07Paper
Exponentiality of first passage times of continuous time Markov chains2014-09-04Paper
The Lamperti representation of real-valued self-similar Markov processes2014-02-04Paper
An invariance principle for random walk bridges conditioned to stay positive2014-01-17Paper
On the genealogy on conditioned stable L\'evy forest2013-12-03Paper
On the law of the supremum of Lévy processes2013-10-17Paper
Timing of Pathogen Adaptation to a Multicomponent Treatment2013-08-19Paper
Coding multitype branching forests: application to the law of the total progeny of branching forest and to enumerations2013-02-01Paper
https://portal.mardi4nfdi.de/entity/Q29022112012-08-17Paper
Fluctuation theory and exit systems for positive self-similar Markov processes2012-02-22Paper
Markovian bridges: weak continuity and pathwise constructions2011-04-15Paper
Invariance principles for local times at the maximum of random walks and Lévy processes2010-08-30Paper
Exercises in Probability2010-01-12Paper
Corrections to ``On Lévy processes conditioned to stay positive2009-11-20Paper
Reflection principle and Ocone martingales2009-10-13Paper
Invariance principles for random walks conditioned to stay positive2009-10-07Paper
The upper envelope of positive self-similar Markov Processes2009-07-06Paper
Some explicit identities associated with positive self-similar Markov processes2009-04-02Paper
https://portal.mardi4nfdi.de/entity/Q35080082008-06-27Paper
Conditioned stable Lévy processes and the Lamperti representation2008-02-15Paper
On some transformations between positive self-similar Markov processes2007-12-17Paper
The upper envelope of positive self-similar Markov Processes2007-11-23Paper
On Lévy processes conditioned to stay positive2006-11-03Paper
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes2006-08-03Paper
The lower envelope of positive self-similar Markov processes2006-01-09Paper
ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES2005-04-29Paper
Path transformations of first passage bridges2005-03-14Paper
Exercises in Probability2004-10-13Paper
A new fluctuation identity for Lévy processes and some applications2003-01-20Paper
Some calculations for doubly perturbed Brownian motion2002-08-29Paper
https://portal.mardi4nfdi.de/entity/Q27256152002-04-08Paper
Upper and lower limits of doubly perturbed Brownian motion2001-09-23Paper
An extension of Vervaat's transformation and its consequences2000-11-01Paper
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion2000-09-24Paper
Quelques nouvelles identités de fluctuation pour les processus de Lévy2000-09-18Paper
A Path Transformation and its Applications to Fluctuation Theory1999-10-25Paper
Two chain-transformations and their applications to quantiles1999-01-18Paper
Normalized excursion, meander and bridge for stable Lévy processes1998-03-11Paper
Conditionings and path decompositions for Lévy processes1997-12-10Paper
Sur certains processus de lévy conditionnés à rester positifs1995-11-26Paper
https://portal.mardi4nfdi.de/entity/Q42974121994-07-03Paper
L\'evy processes resurrected in the positive half-line0001-01-03Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Loïc Chaumont