258 citations
- Laboratoire Angevin de Recherche en MathématiquesFR198 papers
- Centre National de la Recherche ScientifiqueFR127 papers
- Institut des Sciences et Technologies Moléculaires d'AngersFR31 papers
- Sorbonne UniversitéFR17 papers
- Wrocław University of Science and TechnologyPL17 papers
- Institut de Mathématiques de ToulouseFR13 papers
- Institute for Theoretical and Experimental PhysicsRU12 papers
- Université Paris-SaclayFR12 papers
- Université Toulouse III - Paul SabatierFR12 papers
- Horia Hulubei National Institute for R and D in Physics and Nuclear EngineeringRO10 papers
- Institut d'électronique de microélectronique et de nanotechnologieFR10 papers
- Université Nantes Angers Le MansFR10 papers
Showing 2008 · math.PRShow all
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math.PR2008★ 27 cited
Fluctuation theory and exit systems for positive self-similar Markov processes
Loïc Chaumont, Andreas Kyprianou, Juan Carlos Pardo +1
For a positive self-similar Markov process, X, we construct a local time for the random set, , of times where the process reaches its past supremum. Using this local time we des…
math.PR2008★ 2 cited
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…