Projects
Reading
People
Chat
SU\G
(𝔸)
/K·U
Projects
Reading
People
Chat
Sign Up
Light
Dark
System
Dominique Lépingle
Follow
Share
Generating author description...
All published works
Action
Title
Year
Authors
+
A two-dimensional oblique extension of Bessel processes
2015
Dominique Lépingle
+
PDF
Chat
Oblique repulsion in the nonnegative quadrant
2014
Dominique Lépingle
+
Oblique repulsion in the nonnegative quadrant
2014
Dominique Lépingle
+
PDF
Chat
Brownian Motion, Reflection Groups and Tanaka Formula
2012
Nizar Demni
Dominique Lépingle
+
Brownian motion in the quadrant with oblique repulsion from the sides
2012
Dominique Lépingle
+
Brownian motion, reflection groups and Tanaka formula
2011
Nizar Demni
Dominique Lépingle
+
Brownian motion, reflection groups and Tanaka formula
2011
Nizar Demni
Dominique Lépingle
+
Boundary behavior of a constrained Brownian motion between reflecting-repellent walls
2009
Dominique Lépingle
+
No Multiple Collisions for Mutually Repelling Brownian Particles
2007
Emmanuel Cépa
Dominique Lépingle
+
No multiple collisions for mutually repelling Brownian particles
2005
Emmanuel Cépa
Dominique Lépingle
+
PDF
Chat
Approximating and Simulating Multivalued Stochastic Differential Equations
2004
Dominique Lépingle
Nguyen Thi Thao
+
Approximating and Simulating Multivalued Stochastic Differential Equations
2004
Dominique Lépingle
Thi Thao Nguyen
+
PDF
Chat
Presentation Unifiee de Certaines Inegalites de la Theorie des Martingales
2002
E. Lenglart
Dominique Lépingle
Maurizio Pratelli
+
PDF
Chat
Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
2001
Emmanuel Cépa
Dominique Lépingle
+
A Non-linear Stochastic Differential Equation Involving the Hilbert Transform
1999
Aline Bonami
François Bouchut
Emmanuel Cépa
Dominique Lépingle
+
A non linear stochastic differential equation involving Hilbert Transform
1999
Aline Bonami
François Bouchut
Emmanuel Cépa
Dominique Lépingle
+
PDF
Chat
Diffusing particles with electrostatic repulsion
1997
Emmanuel Cépa
Dominique Lépingle
+
PDF
Chat
Orthogonalité et intégrabilité uniforme de martingales discrètes
1992
Dominique Lépingle
+
PDF
Chat
L'exponentielle stochastique des groupes de lie
1986
M. Hakim-Dowek
Dominique Lépingle
+
PDF
Chat
Presentation unifiee de certaines inegalites de la theorie des martingales
1980
E. Lenglart
Dominique Lépingle
Maurizio Pratelli
+
PDF
Chat
Fonction maximale et variation quadratique des martingales en presence d'un poids
1979
Aline Bonami
Dominique Lépingle
+
PDF
Chat
Sur l'int�grabilit� uniforme des martingales exponentielles
1978
Dominique Lépingle
Jean M�min
+
PDF
Chat
Sur certains commutateurs de la theorie des martingales
1978
Dominique Lépingle
+
PDF
Chat
Sur le comportement asymptotique des martingales locales
1978
Dominique Lépingle
+
Applications $p$-sommantes ; inégalité de Pietsch ; factorisation
1969
Dominique Lépingle
Common Coauthors
Coauthor
Papers Together
Emmanuel Cépa
6
Aline Bonami
3
Nizar Demni
3
François Bouchut
2
E. Lenglart
2
Maurizio Pratelli
2
Jean M�min
1
Thi Thao Nguyen
1
Nguyen Thi Thao
1
M. Hakim-Dowek
1
Commonly Cited References
Action
Title
Year
Authors
# of times referenced
+
PDF
Chat
Diffusing particles with electrostatic repulsion
1997
Emmanuel Cépa
Dominique Lépingle
8
+
PDF
Chat
The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
1992
Terence Chan
6
+
PDF
Chat
Problàme de Skorohod multivoque
1998
Emmanuel Cépa
5
+
Notes sur les integrales stochastiques. I Integrales hilbertiennes
1977
P. A. Meyer
5
+
PDF
Chat
Interacting Brownian particles and the Wigner law
1993
L. C. G. Rogers
Zheng Shi
4
+
Un Cours sur les Intégrales Stochastiques
2002
P. A. Meyer
4
+
A Non-linear Stochastic Differential Equation Involving the Hilbert Transform
1999
Aline Bonami
François Bouchut
Emmanuel Cépa
Dominique Lépingle
4
+
PDF
Chat
Extrapolation and interpolation of quasi-linear operators on martingales
1970
D. L. Burkholder
Richard F. Gundy
3
+
On the intergrability of the martingale square function
1970
Burgess Davis
3
+
Topics in propagation of chaos
1991
Alain‐Sol Sznitman
3
+
PDF
Chat
Distribution Function Inequalities for Martingales
1973
D. L. Burkholder
3
+
PDF
Chat
Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
2001
Emmanuel Cépa
Dominique Lépingle
3
+
Sur certains espaces de martingales localement de carre integrable
1976
Maurizio Pralelli
3
+
Processus de Dunkl et relation de Lamperti
2006
Oleksandr Chybiryakov
3
+
PDF
Chat
Reflected Brownian motion with skew symmetric data in a polyhedral domain
1987
Ruth Williams
3
+
PDF
Chat
Reflected Brownian Motion on an Orthant
1981
J. Michael Harrison
Martin I. Reiman
3
+
Brownian motion in a wedge with oblique reflection
1985
S. R. S. Varadhan
Ruth Williams
3
+
Reflection Groups and Coxeter Groups
1990
James E. Humphreys
2
+
Existence and Uniqueness of Semimartingale Reflecting Brownian Motions in Convex Polyhedrons
1996
J. G. Dai
Ruth Williams
2
+
Stochastic differential equations with reflecting boundary conditions
1984
Pierre‐Louis Lions
Alain‐Sol Sznitman
2
+
Diffusions with rank-based characteristics and values in the nonnegative quadrant
2013
Tomoyuki Ichiba
Ioannis Karatzas
Vilmos Prokaj
2
+
PDF
Chat
On collisions of Brownian particles
2010
Tomoyuki Ichiba
Ioannis Karatzas
2
+
PDF
Chat
Uniqueness for diffusions with piecewise constant coefficients
1987
Richard F. Bass
Étienne Pardoux
2
+
Projection scheme for stochastic differential equations with convex constraints
2000
Roger Pettersson
2
+
PDF
Chat
Reflected Brownian motion in a wedge: sum-of-exponential stationary densities
2009
A. B. Dieker
John Moriarty
2
+
PDF
Chat
Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
1999
David J. Grabiner
2
+
Stochastic differential equations with reflecting boundary condition in convex regions
1979
Hiroshi Tanaka
2
+
PDF
Chat
Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup>
1987
J. Michael Harrison
Ruth Williams
2
+
None
2003
Frédéric Bernardin
2
+
Les inegalites de sous-martingales, comme consequences de la relation de domination
1980
Marc Yor
2
+
PDF
Chat
Reflected brownian motion in a wedge: Semimartingale property
1985
Ruth Williams
2
+
One-sided maximal functions and Hp
1975
D. L. Burkholder
2
+
PDF
Chat
Hybrid Atlas models
2011
Tomoyuki Ichiba
Vassilios Papathanakos
Adrian Banner
Ioannis Karatzas
Robert Fernholz
2
+
A Brownian-Motion Model for the Eigenvalues of a Random Matrix
1962
Freeman J. Dyson
2
+
Product-form invariant measures for Brownian motion with drift satisfying a skew-symmetry type condition
2012
Neil O’Connell
Janosch Ortmann
2
+
PDF
Chat
Brownian motions of ellipsoids
1986
James R. Norris
L. C. G. Rogers
David Williams
2
+
Diffusion equation for multivalued stochastic differential equations
1982
Paul Krée
2
+
PDF
Chat
One-dimensional Brownian particle systems with rank-dependent drifts
2008
Soumik Pal
Jim Pitman
2
+
Diffusions of perturbed principal component analysis
1989
Marie-France Bru
1
+
Weak and strong approximations of reflected diffusions via penalization methods
2012
Leszek Słomiński
1
+
PDF
Chat
Girsanov type formula for a lie group valued brownian motion
1983
Rajeeva L. Karandikar
1
+
PDF
Chat
Diffusion processes in one dimension
1954
William Feller
1
+
Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVI - 1996
1997
Michel Émery
Arkadi Nemirovski
Dan-Virgil Voiculescu
P. Bernard
École d'été de probabilités de Saint-Flour
1
+
PDF
Chat
Recurrence Classification and Invariant Measure for Reflected Brownian Motion in a Wedge
1985
Ruth Williams
1
+
Nonlinear martingale problems involving singular integrals
2003
Joaquín Fontbona
1
+
Geometrie differentielle stochastique (bis)
1982
P. A. Meyer
1
+
PDF
Chat
A martingale analogue of Kolmogorov's law of the iterated logarithm
1970
William Stout
1
+
PDF
Chat
Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
1976
Jean Jacod
Jean M�min
1
+
PDF
Chat
Strong solutions of stochastic equations with rank-based coefficients
2012
Tomoyuki Ichiba
Ioannis Karatzas
Mykhaylo Shkolnikov
1
+
PDF
Chat
On the Convergence of Diffusion Processes Conditioned to Remain in a Bounded Region for Large Time to Limiting Positive Recurrent Diffusion Processes
1985
Ross G. Pinsky
1