Exercises in Probability: a guided tour from measure theory to random processes, via conditioning L Chaumont, M Yor
Cambridge University Press, 2012
180 2012 Conditionings and path decompositions for Lévy processes L Chaumont
Stochastic processes and their applications 64 (1), 39-54, 1996
141 1996 On Lévy processes conditioned to stay positive. L Chaumont, R Doney
132 2005 Excursion normalisée, méandre et pont pour les processus de Lévy stables L Chaumont
Bulletin des Sciences Mathematiques 121 (5), 377-404, 1997
118 1997 Conditioned stable Lévy processes and the Lamperti representation ME Caballero, L Chaumont
Journal of Applied Probability 43 (4), 967-983, 2006
110 2006 Invariance principles for random walks conditioned to stay positive F Caravenna, L Chaumont
Annales de l'IHP Probabilités et statistiques 44 (1), 170-190, 2008
81 2008 Markovian bridges: weak continuity and pathwise constructions L Chaumont, G Uribe Bravo
77 2011 Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes ME Caballero, L Chaumont
71 2006 On the law of the supremum of Lévy processes L Chaumont
68 2013 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
65 1999 The Lamperti representation of real-valued self-similar Markov processes L Chaumont, H Pantí, V Rivero
61 2013 An invariance principle for random walk bridges conditioned to stay positive F Caravenna, L Chaumont
60 2013 Path transformations of first passage bridges J Bertoin, L Chaumont, J Pitman
59 2003 Sur certains processus de Lévy conditionnés à rester positifs L Chaumont
Stochastics: An International Journal of Probability and Stochastic …, 1994
58 1994 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
56 2009 Fluctuation theory and exit systems for positive self-similar Markov processes L Chaumont, A Kyprianou, JC Pardo, V Rivero
45 2012 The lower envelope of positive self-similar Markov processes L Chaumont, JC Pardo Millan
38 2006 Inversion, duality and Doob -transforms for self-similar Markov processes L Alili, L Chaumont, P Graczyk, T Żak
36 2017 Invariance principles for local times at the maximum of random walks and Lévy processes L Chaumont, RA Doney
35 2010 Exercises in probability. Cambridge Series in Statistical and Probabilistic Mathematics L Chaumont, M Yor
Cambridge: Cambridge Univ. Press. MR2016344, 2003
35 2003