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Author ID: revuz.daniel Recent zbMATH articles by "Revuz, Daniel"
Published as: Revuz, D.; Revuz, Daniel
External Links: MGP · Wikidata · GND · IdRef · theses.fr
Documents Indexed: 54 Publications since 1965, including 8 Books
1 Further Contribution
Co-Authors: 7 Co-Authors with 33 Joint Publications
194 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 2,835 times in 2,726 Documents Cited by Year
Continuous martingales and Brownian motion. 3rd ed. Zbl 0917.60006
Revuz, Daniel; Yor, Marc
1999
Continuous martingales and Brownian motion. Zbl 0731.60002
Revuz, Daniel; Yor, Marc
559
1991
Continuous martingales and Brownian motion. 2nd ed. Zbl 0804.60001
Revuz, Daniel; Yor, Marc
209
1994
Continuous martingales and Brownian motion. 3rd ed., 3rd. corrected printing. Zbl 1087.60040
Revuz, Daniel; Yor, Marc
196
2005
Markov chains. Zbl 0332.60045
Revuz, D.
127
1975
Markov chains. 2nd rev. ed. Zbl 0539.60073
Revuz, D.
99
1984
Mesures associees aux fonctionnelles additives de Markov. I. Zbl 0266.60053
Revuz, D.
69
1970
Mesure invariante sur les classes recurrentes des processus de Markov. Zbl 0178.20302
Azema, J.; Kaplan-Duflo, M.; Revuz, D.
57
1967
Quelques applications probabilistes de la quasi-compacite. Zbl 0318.60064
Brunel, A.; Revuz, D.
18
1975
Mesure invariante des processus de Markov recurrents. Zbl 0316.60049
Azema, J.; Duflo, M.; Revuz, D.
15
1969
Recurrence fine des processus de Markov. Zbl 0182.51103
Azema, J.; Kaplan-Duflo, M.; Revuz, D.
12
1966
Propriétés relatives des processus de Markov récurrents. Zbl 0181.21002
Azema, J.; Duflo, M.; Revuz, D.
11
1969
Propriétés asymptotiques de probabilités de transition des processus de Markov recurrents. Zbl 0183.47003
Duflo, M.; Revuz, D.
11
1969
Mesures associées aux fonctionnelles additives de Markov. II. Zbl 0203.49803
Revuz, D.
9
1970
Sur la théorie du renouvellement pour les groupes non abeliens. Zbl 0324.60056
Brunel, A.; Revuz, D.
7
1975
Marches recurrentes au sens de Harris sur les groupes localement compacts. I. Zbl 0324.60055
Brunel, A.; Revuz, D.
6
1974
Sur la théorie du potentiel pour les processus de Markov récurrents. Zbl 0208.13801
Revuz, D.
5
1971
Marches de Harris sur les groupes localement compacts. II. Zbl 0365.60054
Brunel, Antoine; Revuz, Daniel
4
1976
Note sur la mesure invariante des processus de Markov recurrents. Zbl 0182.51201
Azema, J.; Duflo, M.; Revuz, D.
3
1967
Marches de Harris sur les groupes localement compacts IV. Zbl 0384.60047
Brunel, A.; Revuz, D.
3
1977
Remarks on the filling scheme for recurrent Markov chains. Zbl 0395.60059
Revuz, D.
3
1978
Sur les opérateurs potentiels au sens de Yosida. Zbl 0243.60044
Revuz, D.
2
1973
Théoremes limites pour les resolvantes recurrentes. Zbl 0268.60067
Revuz, D.
2
1971
Marches de Harris sur les groupes localement compacts. V. Zbl 0435.60012
Brunel, A.; Revuz, D.
2
1979
Sur une correspondance entre mesures et fonctionnelles additives de Markov. Zbl 0165.19802
Azema, J.; Duflo, M.; Revuz, D.
1
1968
Recurrence fine et recurrence en un point des processus de Markov. Zbl 0168.16502
Azema, J.; Kaplan-Duflo, Marie; Revuz, D.
1
1965
Classes recurrentes d’un processus de Markov. Zbl 0168.16503
Azema, J.; Kaplan-Duflo, Marie; Revuz, D.
1
1965
Mesure invariante et théoremes ergodiques sur les classes recurrentes des processus de Markov. Zbl 0171.16101
Azema, J.; Kaplan-Duflo, M.; Revuz, D.
1
1966
Sur les fonctionnelles additives des processus de Markov recurrents. Zbl 0182.51102
Azema, J.; Duflo, M.; Revuz, D.
1
1967
Théoremes limites pour les processus de Markov recurrents. Zbl 0182.51202
Azema, J.; Duflo, M.; Revuz, D.
1
1967
Lois zéro-deux pour les processus de Markov. Zbl 0431.60038
Revuz, Daniel
1
1979
Sur la définition des classes cycliques des chaînes de Harris. Zbl 0435.60069
Revuz, Daniel
1
1979
Lois du tout ou rien et comportement asymptotique pour les probabilités de transition des processus de Markov. Zbl 0516.60034
Revuz, D.
1
1983
A survey of limit theorems for Markov chains and processes on general state spaces. Zbl 0521.60079
Revuz, D.
1
1979
Marches de Harris sur les groupes localement compacts. III. Zbl 0376.60071
Brunel, A.; Revuz, D.
1
1977
Théorème du renouvellement pour une classe de groupes de Lie et d’espaces homogènes. Zbl 0218.60009
Revuz, Daniel
1
1971
Continuous martingales and Brownian motion. 3rd ed., 3rd. corrected printing. Zbl 1087.60040
Revuz, Daniel; Yor, Marc
196
2005
Continuous martingales and Brownian motion. 3rd ed. Zbl 0917.60006
Revuz, Daniel; Yor, Marc
1999
Continuous martingales and Brownian motion. 2nd ed. Zbl 0804.60001
Revuz, Daniel; Yor, Marc
209
1994
Continuous martingales and Brownian motion. Zbl 0731.60002
Revuz, Daniel; Yor, Marc
559
1991
Markov chains. 2nd rev. ed. Zbl 0539.60073
Revuz, D.
99
1984
Lois du tout ou rien et comportement asymptotique pour les probabilités de transition des processus de Markov. Zbl 0516.60034
Revuz, D.
1
1983
Marches de Harris sur les groupes localement compacts. V. Zbl 0435.60012
Brunel, A.; Revuz, D.
2
1979
Lois zéro-deux pour les processus de Markov. Zbl 0431.60038
Revuz, Daniel
1
1979
Sur la définition des classes cycliques des chaînes de Harris. Zbl 0435.60069
Revuz, Daniel
1
1979
A survey of limit theorems for Markov chains and processes on general state spaces. Zbl 0521.60079
Revuz, D.
1
1979
Remarks on the filling scheme for recurrent Markov chains. Zbl 0395.60059
Revuz, D.
3
1978
Marches de Harris sur les groupes localement compacts IV. Zbl 0384.60047
Brunel, A.; Revuz, D.
3
1977
Marches de Harris sur les groupes localement compacts. III. Zbl 0376.60071
Brunel, A.; Revuz, D.
1
1977
Marches de Harris sur les groupes localement compacts. II. Zbl 0365.60054
Brunel, Antoine; Revuz, Daniel
4
1976
Markov chains. Zbl 0332.60045
Revuz, D.
127
1975
Quelques applications probabilistes de la quasi-compacite. Zbl 0318.60064
Brunel, A.; Revuz, D.
18
1975
Sur la théorie du renouvellement pour les groupes non abeliens. Zbl 0324.60056
Brunel, A.; Revuz, D.
7
1975
Marches recurrentes au sens de Harris sur les groupes localement compacts. I. Zbl 0324.60055
Brunel, A.; Revuz, D.
6
1974
Sur les opérateurs potentiels au sens de Yosida. Zbl 0243.60044
Revuz, D.
2
1973
Sur la théorie du potentiel pour les processus de Markov récurrents. Zbl 0208.13801
Revuz, D.
5
1971
Théoremes limites pour les resolvantes recurrentes. Zbl 0268.60067
Revuz, D.
2
1971
Théorème du renouvellement pour une classe de groupes de Lie et d’espaces homogènes. Zbl 0218.60009
Revuz, Daniel
1
1971
Mesures associees aux fonctionnelles additives de Markov. I. Zbl 0266.60053
Revuz, D.
69
1970
Mesures associées aux fonctionnelles additives de Markov. II. Zbl 0203.49803
Revuz, D.
9
1970
Mesure invariante des processus de Markov recurrents. Zbl 0316.60049
Azema, J.; Duflo, M.; Revuz, D.
15
1969
Propriétés relatives des processus de Markov récurrents. Zbl 0181.21002
Azema, J.; Duflo, M.; Revuz, D.
11
1969
Propriétés asymptotiques de probabilités de transition des processus de Markov recurrents. Zbl 0183.47003
Duflo, M.; Revuz, D.
11
1969
Sur une correspondance entre mesures et fonctionnelles additives de Markov. Zbl 0165.19802
Azema, J.; Duflo, M.; Revuz, D.
1
1968
Mesure invariante sur les classes recurrentes des processus de Markov. Zbl 0178.20302
Azema, J.; Kaplan-Duflo, M.; Revuz, D.
57
1967
Note sur la mesure invariante des processus de Markov recurrents. Zbl 0182.51201
Azema, J.; Duflo, M.; Revuz, D.
3
1967
Sur les fonctionnelles additives des processus de Markov recurrents. Zbl 0182.51102
Azema, J.; Duflo, M.; Revuz, D.
1
1967
Théoremes limites pour les processus de Markov recurrents. Zbl 0182.51202
Azema, J.; Duflo, M.; Revuz, D.
1
1967
Recurrence fine des processus de Markov. Zbl 0182.51103
Azema, J.; Kaplan-Duflo, M.; Revuz, D.
12
1966
Mesure invariante et théoremes ergodiques sur les classes recurrentes des processus de Markov. Zbl 0171.16101
Azema, J.; Kaplan-Duflo, M.; Revuz, D.
1
1966
Recurrence fine et recurrence en un point des processus de Markov. Zbl 0168.16502
Azema, J.; Kaplan-Duflo, Marie; Revuz, D.
1
1965
Classes recurrentes d’un processus de Markov. Zbl 0168.16503
Azema, J.; Kaplan-Duflo, Marie; Revuz, D.
1
1965
all top 5

Cited by 2,803 Authors

48 Yor, Marc
20 Le Gall, Jean-François
19 Gapeev, Pavel V.
19 Shi, Zhan
18 Peskir, Goran
17 Khoshnevisan, Davar
17 Russo, Francesco
17 Sheffield, Scott
17 Vallois, Pierre
16 Dalang, Robert C.
16 Hairer, Martin
16 Pardoux, Etienne
16 Revuz, Daniel
15 Hamadene, Saïd
15 Hobson, David Graham
15 Werner, Wendelin
15 Zambotti, Lorenzo
13 Flandoli, Franco
13 Roynette, Bernard
12 Ankirchner, Stefan
12 Mijatović, Aleksandar
12 Miller, Jason P.
12 Urusov, Mikhail A.
12 Wiśniewolski, Maciej
11 Chen, Zhen-Qing
11 Ekström, Erik
11 Jourdain, Benjamin
11 Karatzas, Ioannis
11 Ouknine, Youssef
11 Peccati, Giovanni
11 Platen, Eckhard
11 Schachermayer, Walter
11 Zhan, Dapeng
11 Zhang, Xicheng
10 Barczy, Mátyás
10 Burdzy, Krzysztof
10 Getoor, Ronald Kay
10 Gobet, Emmanuel
10 Hu, Yueyun
10 Jakubowski, Jacek
10 Janson, Svante
10 Katori, Makoto
10 Klimsiak, Tomasz
10 Nikeghbali, Ashkan
10 Osękowski, Adam
10 Pitman, Jim William
10 Ren, Jiagang
10 Wu, Rong
9 Fleischmann, Klaus
9 Gubinelli, Massimiliano
9 Löcherbach, Eva
9 Pal, Soumik
9 Pap, Gyula
9 Röckner, Michael
9 Wang, Guojing
8 Albeverio, Sergio A.
8 Baudoin, Fabrice
8 Çetin, Umut
8 Criens, David
8 Csáki, Endre
8 Delbaen, Freddy
8 Jeanblanc, Monique
8 Kaspi, Haya
8 Loukianova, Dasha
8 Nualart, David
8 Roberts, Gareth O.
8 Scheutzow, Michael K. R.
8 Shkolnikov, Mykhaylo
8 Uribe Bravo, Gerónimo
8 Wang, Yongjin
8 Warren, Jon
8 Winkel, Matthias
7 Atsuji, Atsushi
7 Bañuelos, Rodrigo
7 Bayraktar, Erhan
7 Bobrowski, Adam
7 Caravenna, Francesco
7 Curien, Nicolas
7 Demni, Nizar
7 Filipović, Damir
7 Friz, Peter Karl
7 Giacomin, Giambattista
7 Glynn, Peter W.
7 Imkeller, Peter
7 Lin, Zhengyan
7 Mountford, Thomas S.
7 Pagès, Gilles
7 Patie, Pierre
7 Peng, Shige
7 Prokaj, Vilmos
7 Rosenbaum, Mathieu
7 Rozkosz, Andrzej
7 Ruf, Johannes
7 Schilling, René Leander
7 Shiozawa, Yuichi
7 Shiryaev, Al’bert Nikolaevich
7 Song, Renming
7 Yan, Litan
6 Bass, Richard F.
6 Beiglböck, Mathias
...and 2,703 more Authors
all top 5

Cited in 337 Serials

258 Stochastic Processes and their Applications
175 The Annals of Probability
135 Probability Theory and Related Fields
112 The Annals of Applied Probability
85 Journal of Theoretical Probability
83 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
63 Statistics & Probability Letters
55 Bernoulli
54 Journal of Statistical Physics
50 Finance and Stochastics
49 Electronic Journal of Probability
48 Stochastic Analysis and Applications
47 Journal of Functional Analysis
46 Journal of Applied Probability
45 Journal of Mathematical Analysis and Applications
42 Transactions of the American Mathematical Society
39 Potential Analysis
39 Stochastics
34 Communications in Mathematical Physics
32 Advances in Applied Probability
27 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
27 Mathematical Finance
25 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
23 Insurance Mathematics & Economics
23 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
22 Journal of Econometrics
21 SIAM Journal on Financial Mathematics
20 Electronic Communications in Probability
19 Proceedings of the American Mathematical Society
18 SIAM Journal on Control and Optimization
16 The Annals of Statistics
16 Stochastics and Dynamics
15 Journal of Differential Equations
15 Bulletin des Sciences Mathématiques
15 Stochastic and Partial Differential Equations. Analysis and Computations
14 Methodology and Computing in Applied Probability
13 Applied Mathematics and Optimization
13 Acta Applicandae Mathematicae
13 International Journal of Theoretical and Applied Finance
13 Comptes Rendus. Mathématique. Académie des Sciences, Paris
11 Journal of Mathematical Physics
11 Statistical Inference for Stochastic Processes
11 Econometric Theory
10 Journal of Mathematical Biology
10 Inventiones Mathematicae
10 Mathematische Zeitschrift
10 Annals of Finance
9 Stochastics and Stochastics Reports
9 Acta Mathematica Sinica. English Series
9 Quantitative Finance
9 Mathematics and Financial Economics
8 Communications on Pure and Applied Mathematics
8 Journal of Statistical Planning and Inference
8 Queueing Systems
8 Journal of Mathematical Sciences (New York)
8 Discrete and Continuous Dynamical Systems
8 Annales Henri Poincaré
8 Stochastic Models
8 Science China. Mathematics
7 Theory of Probability and its Applications
7 Duke Mathematical Journal
7 Journal of Economic Theory
7 Acta Mathematicae Applicatae Sinica. English Series
7 Journal of Economic Dynamics & Control
7 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
6 Annals of the Institute of Statistical Mathematics
6 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
6 Bulletin de la Société Mathématique de France
6 Illinois Journal of Mathematics
6 Journal of Computational and Applied Mathematics
6 Journal of Complexity
6 Journal of Applied Mathematics and Stochastic Analysis
6 Journal de Mathématiques Pures et Appliquées. Neuvième Série
6 Journal of the European Mathematical Society (JEMS)
6 Journal of Evolution Equations
6 Probability Surveys
6 Probability, Uncertainty and Quantitative Risk
5 Israel Journal of Mathematics
5 Mathematical Notes
5 Acta Mathematica
5 Advances in Mathematics
5 Annales de l’Institut Fourier
5 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
5 Automatica
5 Czechoslovak Mathematical Journal
5 Journal of the Mathematical Society of Japan
5 Tôhoku Mathematical Journal. Second Series
5 Chinese Annals of Mathematics. Series B
5 Journal of the American Mathematical Society
5 Random Structures & Algorithms
5 Communications in Statistics. Theory and Methods
5 Theory of Probability and Mathematical Statistics
5 Applied Mathematical Finance
5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
5 Discrete and Continuous Dynamical Systems. Series B
5 Asia-Pacific Financial Markets
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
5 Electronic Journal of Statistics
4 Archive for Rational Mechanics and Analysis
4 Lithuanian Mathematical Journal
...and 237 more Serials
all top 5

Cited in 52 Fields

2,364 Probability theory and stochastic processes (60-XX)
474 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
282 Partial differential equations (35-XX)
279 Statistics (62-XX)
177 Statistical mechanics, structure of matter (82-XX)
150 Systems theory; control (93-XX)
121 Numerical analysis (65-XX)
98 Operator theory (47-XX)
89 Biology and other natural sciences (92-XX)
78 Calculus of variations and optimal control; optimization (49-XX)
72 Global analysis, analysis on manifolds (58-XX)
71 Ordinary differential equations (34-XX)
65 Potential theory (31-XX)
64 Dynamical systems and ergodic theory (37-XX)
59 Operations research, mathematical programming (90-XX)
42 Measure and integration (28-XX)
39 Quantum theory (81-XX)
37 Functional analysis (46-XX)
35 Combinatorics (05-XX)
33 Fluid mechanics (76-XX)
26 Computer science (68-XX)
24 Integral equations (45-XX)
22 Special functions (33-XX)
22 Differential geometry (53-XX)
21 Functions of a complex variable (30-XX)
19 Topological groups, Lie groups (22-XX)
17 Linear and multilinear algebra; matrix theory (15-XX)
17 Real functions (26-XX)
17 Abstract harmonic analysis (43-XX)
16 Harmonic analysis on Euclidean spaces (42-XX)
11 Integral transforms, operational calculus (44-XX)
11 Information and communication theory, circuits (94-XX)
10 Number theory (11-XX)
8 Approximations and expansions (41-XX)
8 Geophysics (86-XX)
7 Several complex variables and analytic spaces (32-XX)
6 Nonassociative rings and algebras (17-XX)
5 Convex and discrete geometry (52-XX)
5 Relativity and gravitational theory (83-XX)
4 History and biography (01-XX)
4 Group theory and generalizations (20-XX)
3 Mathematical logic and foundations (03-XX)
3 General topology (54-XX)
3 Manifolds and cell complexes (57-XX)
3 Mechanics of deformable solids (74-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Difference and functional equations (39-XX)
2 Sequences, series, summability (40-XX)
2 Mechanics of particles and systems (70-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 General and overarching topics; collections (00-XX)
1 Algebraic geometry (14-XX)

Citations by Year

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