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Results: 7
A new fluctuation identity for Levy processes and some applications
Authors:
Alili, L Chaumont, L
Citation:
L. Alili et L. Chaumont, A new fluctuation identity for Levy processes and some applications, BERNOULLI, 7(3), 2001, pp. 557-569
An extension of Vervaat's transformation and its consequences
Authors:
Chaumont, L
Citation:
L. Chaumont, An extension of Vervaat's transformation and its consequences, J THEOR PR, 13(1), 2000, pp. 259-277
Some calculations for doubly perturbed Brownian motion
Authors:
Chaumont, L Doney, RA
Citation:
L. Chaumont et Ra. Doney, Some calculations for doubly perturbed Brownian motion, STOCH PR AP, 85(1), 2000, pp. 61-74
Upper and lower limits of doubly perturbed Brownian motion
Authors:
Chaumont, L Doney, RA Hu, Y
Citation:
L. Chaumont et al., Upper and lower limits of doubly perturbed Brownian motion, ANN IHP-PR, 36(2), 2000, pp. 219-249
Some new fluctuation identities for Levy processes
Authors:
Alili, L Chaumont, L
Citation:
L. Alili et L. Chaumont, Some new fluctuation identities for Levy processes, CR AC S I, 328(7), 1999, pp. 613-616
Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
Authors:
Chaumont, L Doney, RA
Citation:
L. Chaumont et Ra. Doney, Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion, PROB TH REL, 113(4), 1999, pp. 519-534
A path transformation and its applications to fluctuation theory
Authors:
Chaumont, L
Citation:
L. Chaumont, A path transformation and its applications to fluctuation theory, J LOND MATH, 59, 1999, pp. 729-741
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