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Lépingle, Dominique

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Author ID: lepingle.dominique Recent zbMATH articles by "Lépingle, Dominique"
Published as: Lepingle, D.; Lepingle, Dominique; Lépingle, D.; Lépingle, Dominique
Documents Indexed: 35 Publications since 1972, including 1 Book
Reviewing Activity: 382 Reviews

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 372 times in 346 Documents Cited by Year
La variation d’ordre p des semi-martingales. Zbl 0325.60047
Lepingle, D.
66
1976
Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069
Lepingle, Dominique; Memin, Jean
62
1978
Numerical methods for stochastic processes. Zbl 0822.60003
Bouleau, Nicolas; Lépingle, Dominique
47
1994
Diffusing particles with electrostatic repulsion. Zbl 0883.60089
Cépa, Emmanuel; Lépingle, Dominique
44
1997
Euler scheme for reflected stochastic differential equations. Zbl 0824.60062
Lépingle, D.
26
1995
Presentation unifiee de certaines inégalités de la théorie des martingales. Zbl 0427.60042
Lenglart, E.; Lepingle, D.; Pratelli, M.
21
1980
Sur le comportement asymptotique des martingales locales. Zbl 0375.60062
Lepingle, D.
21
1978
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
11
2001
A Euler scheme for stochastic differential equations with boundary conditions. Zbl 0771.60046
Lépingle, Dominique
9
1993
Fonction maximale et variation quadratique des martingales en presence d’un poids. Zbl 0431.60046
Bonami, A.; Lepingle, D.
9
1979
A nonlinear stochastic differential equation involving the Hilbert transform. Zbl 0935.60095
Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique
8
1999
Un schéma multipas d’approximation de l’équation de Langevin. (A multistep approximation method for the Langevin equation). Zbl 0731.60051
Lépingle, Dominique; Ribémont, Bernard
8
1991
Une inégalité de martingales. Zbl 0375.60060
Lepingle, D.
8
1978
Martingales browniennes hilbertiennes. Zbl 0258.60057
Lepingle, Dominique; Ouvrard, Jean-Yves
7
1973
Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043
Lépingle, Dominique; Nualart, David; Sanz, Marta
4
1989
Equations différentielles stochastiques multivoques unidimensionnelles. (One-dimensional multivalued stochastic differential equations). Zbl 0616.60059
Lépingle, D.; Marois, C.
4
1987
L’exponentielle stochastique des groupes de Lie. (Stochastic exponents of Lie groups). Zbl 0609.60009
Hakim-Dowek, M.; Lépingle, D.
3
1986
Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. Zbl 1225.60060
Lépingle, Dominique
2
2010
No multiple collisions for mutually repelling Brownian particles. Zbl 1126.60083
Cépa, Emmanuel; Lépingle, Dominique
2
2007
Construction d’une martingale réelle continue, de filtration naturelle donnée. Zbl 0432.60056
Auerhan, J.; Lepingle, D.; Yor, M.
2
1980
Quelques inégalités concernant les martingales. Zbl 0413.60046
Lepingle, D.
2
1976
A two-dimensional oblique extension of Bessel processes. Zbl 1379.60060
Lépingle, D.
1
2017
Approximating and simulating multivalued stochastic differential equations. Zbl 1066.65015
Lepingle, Dominique; Nguyen, Thi Thao
1
2004
Orthogonality and uniform integrability of discrete martingales. Zbl 0765.60036
Lépingle, D.
1
1992
Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049
Lepingle, D.
1
1981
Extremalite et remplissage de tribus pour certaines martingales purement discontinues. Zbl 0461.60064
Lepingle, D.; Meyer, P. A.; Yor, M.
1
1981
Sur la variation d’ordre p des martingales locales. Zbl 0326.60055
Lepingle, Dominique
1
1975
A two-dimensional oblique extension of Bessel processes. Zbl 1379.60060
Lépingle, D.
1
2017
Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. Zbl 1225.60060
Lépingle, Dominique
2
2010
No multiple collisions for mutually repelling Brownian particles. Zbl 1126.60083
Cépa, Emmanuel; Lépingle, Dominique
2
2007
Approximating and simulating multivalued stochastic differential equations. Zbl 1066.65015
Lepingle, Dominique; Nguyen, Thi Thao
1
2004
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
11
2001
A nonlinear stochastic differential equation involving the Hilbert transform. Zbl 0935.60095
Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique
8
1999
Diffusing particles with electrostatic repulsion. Zbl 0883.60089
Cépa, Emmanuel; Lépingle, Dominique
44
1997
Euler scheme for reflected stochastic differential equations. Zbl 0824.60062
Lépingle, D.
26
1995
Numerical methods for stochastic processes. Zbl 0822.60003
Bouleau, Nicolas; Lépingle, Dominique
47
1994
A Euler scheme for stochastic differential equations with boundary conditions. Zbl 0771.60046
Lépingle, Dominique
9
1993
Orthogonality and uniform integrability of discrete martingales. Zbl 0765.60036
Lépingle, D.
1
1992
Un schéma multipas d’approximation de l’équation de Langevin. (A multistep approximation method for the Langevin equation). Zbl 0731.60051
Lépingle, Dominique; Ribémont, Bernard
8
1991
Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043
Lépingle, Dominique; Nualart, David; Sanz, Marta
4
1989
Equations différentielles stochastiques multivoques unidimensionnelles. (One-dimensional multivalued stochastic differential equations). Zbl 0616.60059
Lépingle, D.; Marois, C.
4
1987
L’exponentielle stochastique des groupes de Lie. (Stochastic exponents of Lie groups). Zbl 0609.60009
Hakim-Dowek, M.; Lépingle, D.
3
1986
Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049
Lepingle, D.
1
1981
Extremalite et remplissage de tribus pour certaines martingales purement discontinues. Zbl 0461.60064
Lepingle, D.; Meyer, P. A.; Yor, M.
1
1981
Presentation unifiee de certaines inégalités de la théorie des martingales. Zbl 0427.60042
Lenglart, E.; Lepingle, D.; Pratelli, M.
21
1980
Construction d’une martingale réelle continue, de filtration naturelle donnée. Zbl 0432.60056
Auerhan, J.; Lepingle, D.; Yor, M.
2
1980
Fonction maximale et variation quadratique des martingales en presence d’un poids. Zbl 0431.60046
Bonami, A.; Lepingle, D.
9
1979
Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069
Lepingle, Dominique; Memin, Jean
62
1978
Sur le comportement asymptotique des martingales locales. Zbl 0375.60062
Lepingle, D.
21
1978
Une inégalité de martingales. Zbl 0375.60060
Lepingle, D.
8
1978
La variation d’ordre p des semi-martingales. Zbl 0325.60047
Lepingle, D.
66
1976
Quelques inégalités concernant les martingales. Zbl 0413.60046
Lepingle, D.
2
1976
Sur la variation d’ordre p des martingales locales. Zbl 0326.60055
Lepingle, Dominique
1
1975
Martingales browniennes hilbertiennes. Zbl 0258.60057
Lepingle, Dominique; Ouvrard, Jean-Yves
7
1973
all top 5

Cited by 479 Authors

8 Pagès, Gilles
7 Hong, Guixiang
6 Lépingle, Dominique
6 Yor, Marc
5 Liu, Honghai
5 Ma, Tao
5 Müller-Gronbach, Thomas
5 Pontier, Monique
4 Fontbona, Joaquin
4 Panloup, Fabien
4 Rheinländer, Thorsten
4 Ritter, Klaus
4 Schweizer, Martin
4 Talay, Denis
4 Xu, Quanhua
4 Yan, Litan
4 Zorin-Kranich, Pavel
3 Bossy, Mireille
3 Cépa, Emmanuel
3 Chafaï, Djalil
3 Choulli, Tahir
3 Do, Yen Q.
3 El-Tawil, Magdy A.
3 Gobet, Emmanuel
3 Hofmann, Norbert
3 Jacod, Jean
3 Jourdain, Benjamin
3 Kubilius, Kȩstutis
3 Lacey, Michael T.
3 Lejay, Antoine
3 Liu, Guangying
3 Marinelli, Carlo
3 Mas, Albert
3 Mazziotto, Gerald
3 Ngo, Hoang-Long
3 Osękowski, Adam
3 Pardo, Juan Carlos
3 Pérez-Abreu Carrión, Víctor M.
3 Pérez Garmendia, Jose Luis
3 Röckner, Michael
3 Røysland, Kjetil
3 Ruf, Johannes
3 Shkolnikov, Mykhaylo
3 Słomiński, Leszek
3 Szpirglas, Jacques
3 Thiele, Christoph Martin
3 Todorov, Viktor
2 Alaya, Mohamed Ben
2 Andres, Sebastian
2 Bo, Lijun
2 Bouleau, Nicolas
2 Carmona, René A.
2 Chevyrev, Ilya
2 del Monaco, Andrea
2 Demeter, Ciprian
2 Demni, Nizar
2 Di Nunno, Giulia
2 Ding, Yong
2 Dzhaparidze, Kacha
2 El-Tahan, W.
2 Eyraud-Loisel, Anne
2 Friz, Peter Karl
2 Grigelionis, Bronius I.
2 Grorud, Axel
2 Hauray, Maxime
2 Hu, Yaozhong
2 Hubalek, Friedrich
2 Hussein, Ashraf A. T.
2 Ichiba, Tomoyuki
2 Jeanblanc, Monique
2 Jones, Roger L.
2 Karatzas, Ioannis
2 Karlsen, Erik Hove
2 Katori, Makoto
2 Kebaier, Ahmed
2 Krause, Ben
2 Krylov, Nicolaĭ Vladimirovich
2 Le Breton, Alain
2 Lee, Chihoon
2 Lee, Myung Hee
2 Lenglart, Erik
2 Li, Xiang-Dong
2 Luschgy, Harald
2 Magnasco, Marcelo O.
2 Malinowski, Marek T.
2 Martinez, Miguel
2 Maticiuc, Lucian
2 Mirek, Mariusz
2 Muhle-Karbe, Johannes
2 Nie, Tianyang
2 Nualart, David
2 Ökten, Giray
2 Ondreját, Martin
2 Ouknine, Youssef
2 Pettersson, Roger
2 Pham, Huyên
2 Privault, Nicolas
2 Pruscha, Helmut
2 Ramanan, Kavita
2 Rebolledo Berroeta, Rolando
...and 379 more Authors
all top 5

Cited in 122 Serials

35 Stochastic Processes and their Applications
23 The Annals of Applied Probability
16 Statistics & Probability Letters
13 Stochastic Analysis and Applications
12 The Annals of Probability
12 Journal of Functional Analysis
9 Journal of Mathematical Analysis and Applications
9 Probability Theory and Related Fields
8 Bernoulli
7 Journal of Theoretical Probability
6 Journal of Statistical Physics
6 Lithuanian Mathematical Journal
6 Transactions of the American Mathematical Society
6 Finance and Stochastics
5 Journal of Applied Probability
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 International Journal of Theoretical and Applied Finance
4 Stochastics
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Stochastics
3 Theory of Probability and its Applications
3 Applied Mathematics and Computation
3 Journal of Econometrics
3 Journal of Statistical Planning and Inference
3 Mathematics and Computers in Simulation
3 Mathematical and Computer Modelling
3 Monte Carlo Methods and Applications
3 Science China. Mathematics
2 Advances in Applied Probability
2 Communications in Mathematical Physics
2 Journal of Mathematical Physics
2 The Annals of Statistics
2 Inventiones Mathematicae
2 Journal of Multivariate Analysis
2 Mathematische Annalen
2 Proceedings of the American Mathematical Society
2 Tohoku Mathematical Journal. Second Series
2 Statistics
2 Revista Matemática Iberoamericana
2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
2 Computational Statistics and Data Analysis
2 Potential Analysis
2 Applied Mathematical Finance
2 Lifetime Data Analysis
2 The Journal of Fourier Analysis and Applications
2 Mathematical Finance
2 Statistical Inference for Stochastic Processes
2 Journal of the European Mathematical Society (JEMS)
2 Annales Henri Poincaré
2 Stochastics and Dynamics
2 Banach Journal of Mathematical Analysis
1 Computers & Mathematics with Applications
1 Israel Journal of Mathematics
1 Journal of Computational Physics
1 Journal of Mathematical Biology
1 Physica A
1 Scandinavian Journal of Statistics
1 Theoretical and Mathematical Physics
1 Mathematics of Computation
1 Advances in Mathematics
1 Annales de l’Institut Fourier
1 Annals of the Institute of Statistical Mathematics
1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
1 Applied Mathematics and Optimization
1 Archiv der Mathematik
1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
1 Calcolo
1 Czechoslovak Mathematical Journal
1 Duke Mathematical Journal
1 Illinois Journal of Mathematics
1 Information Sciences
1 Journal of Computational and Applied Mathematics
1 Journal of Soviet Mathematics
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Mathematische Zeitschrift
1 Numerical Functional Analysis and Optimization
1 Proceedings of the Japan Academy. Series A
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 Quarterly of Applied Mathematics
1 Tokyo Journal of Mathematics
1 Ergodic Theory and Dynamical Systems
1 Acta Applicandae Mathematicae
1 Journal of Complexity
1 Journal of Economic Dynamics & Control
1 Journal of the American Mathematical Society
1 Forum Mathematicum
1 Neural Computation
1 Japan Journal of Industrial and Applied Mathematics
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Expositiones Mathematicae
1 Georgian Mathematical Journal
1 Bulletin des Sciences Mathématiques
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Positivity
...and 22 more Serials
all top 5

Cited in 37 Fields

272 Probability theory and stochastic processes (60-XX)
60 Numerical analysis (65-XX)
51 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
43 Statistics (62-XX)
37 Harmonic analysis on Euclidean spaces (42-XX)
23 Partial differential equations (35-XX)
18 Functional analysis (46-XX)
15 Statistical mechanics, structure of matter (82-XX)
12 Systems theory; control (93-XX)
11 Ordinary differential equations (34-XX)
11 Operator theory (47-XX)
9 Linear and multilinear algebra; matrix theory (15-XX)
9 Dynamical systems and ergodic theory (37-XX)
7 Measure and integration (28-XX)
5 Real functions (26-XX)
5 Global analysis, analysis on manifolds (58-XX)
5 Fluid mechanics (76-XX)
5 Biology and other natural sciences (92-XX)
4 Approximations and expansions (41-XX)
4 Calculus of variations and optimal control; optimization (49-XX)
4 Quantum theory (81-XX)
3 Potential theory (31-XX)
3 Operations research, mathematical programming (90-XX)
2 Combinatorics (05-XX)
2 Functions of a complex variable (30-XX)
2 Special functions (33-XX)
2 Convex and discrete geometry (52-XX)
2 Differential geometry (53-XX)
2 Mechanics of particles and systems (70-XX)
1 Number theory (11-XX)
1 Difference and functional equations (39-XX)
1 Integral transforms, operational calculus (44-XX)
1 Integral equations (45-XX)
1 Geometry (51-XX)
1 Computer science (68-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year