Dominique Lépingle

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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
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