49 citations
- Daniel Naie4 · h 6
- Dikanaina Harrivel4 · h 2
- L. Chaumont2 profiles4 · h 18
- Éric Delabaere3 · h 10
- Jean-Marc Rasoamanana2 profiles3 · h 2
- Luc Menichi2 profiles3 · h 10
- P. Graczyk3 · h 24
- V. Rubtsov3 · h 21
- Daniel Schaub2 profiles2 · h 4
- Jean-Claude Thomas2 · h 21
- J. Monnier2 · h 7
- Juan Carlos Pardo Millan2 profiles2 · h 4
- Université d'AngersFR20 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Institut de Mathématiques de ToulouseFR2 papers
- Psychiatric Medicine AssociatesUS2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Chinese Academy of SciencesCN1 paper
- Czech Academy of Sciences, Institute of MathematicsCZ1 paper
- Imperial College LondonGB1 paper
- Institut de Recherche Mathématique AvancéeFR1 paper
- Institute for Theoretical and Experimental PhysicsRU1 paper
- Institute of Marine ResearchPT1 paper
- Institute of MathematicsPL1 paper
6 papers · 1 filter
On exit time of stable processes
Piotr Graczyk, Tomasz Jakubowski
We study the exit time for 1-dimensional strictly stable processes and express its Laplace transform at as the Laplace transform of a positive random varia…
Invariance principles for local times at the supremum of random walks and Lévy processes
Loïc Chaumont, Ron Arthur Doney
We prove that when a sequence of Lévy processes or a normed sequence of random walks converges a.s. on the Skorokhod space toward a Lévy process , the sequen…
Reflection principle and Ocone martingales
Loïc Chaumont, L. Vostrikova
Let be any continuous real-valued stochastic process. We prove that if there exists a sequence of real numbers which converges to 0 and such…
Some explicit identities associated with positive self-similar Markov processes
Loic Chaumont, Andreas Kyprianou, Juan Carlos Pardo Millan
We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is of the type , where is the density of the stable Lé…
On the genealogy on conditioned stable Lévy forest
Loic Chaumont, Juan Carlos Pardo Millan
We give a realization of the stable Lévy forest of a given size conditioned by its mass from the path of the unconditioned forest. Then, we prove an invariance principle for this c…
Poisson kernels of half-spaces in real hyperbolic spaces
T. Byczkowski, P. Graczyk, A. Stos
We provide an integral formula for the Poisson kernel of half-spaces for Brownian motion in real hyperbolic space $\H^n$. This enables us to find asymptotic properties of the kerne…