Loïc Chaumont

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Person:216435

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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

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