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Lépingle, Dominique

Author ID: lepingle.dominique Recent zbMATH articles by "Lépingle, Dominique"
Published as: Lepingle, D.; Lépingle, Dominique; Lépingle, D.; Lepingle, Dominique

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 529 times in 490 Documents Cited by Year
La variation d’ordre p des semi-martingales. Zbl 0325.60047
Lepingle, D.
110
1976
Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069
Lepingle, Dominique; Memin, Jean
71
1978
Diffusing particles with electrostatic repulsion. Zbl 0883.60089
Cépa, Emmanuel; Lépingle, Dominique
66
1997
Numerical methods for stochastic processes. Zbl 0822.60003
Bouleau, Nicolas; Lépingle, Dominique
50
1994
Presentation unifiee de certaines inégalités de la théorie des martingales. Zbl 0427.60042
Lenglart, E.; Lepingle, D.; Pratelli, M.
41
1980
Euler scheme for reflected stochastic differential equations. Zbl 0824.60062
Lépingle, D.
36
1995
Sur le comportement asymptotique des martingales locales. Zbl 0375.60062
Lepingle, D.
25
1978
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
19
2001
Fonction maximale et variation quadratique des martingales en presence d’un poids. Zbl 0431.60046
Bonami, A.; Lepingle, D.
16
1979
Une inégalité de martingales. Zbl 0375.60060
Lepingle, D.
11
1978
A Euler scheme for stochastic differential equations with boundary conditions. (Un schéma d’Euler pour équations différentielles stochastiques réfléchies.) Zbl 0771.60046
Lépingle, Dominique
10
1993
A nonlinear stochastic differential equation involving the Hilbert transform. Zbl 0935.60095
Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique
10
1999
Martingales browniennes hilbertiennes. Zbl 0258.60057
Lepingle, Dominique; Ouvrard, Jean-Yves
9
1973
L’exponentielle stochastique des groupes de Lie. (Stochastic exponents of Lie groups). Zbl 0609.60009
Hakim-Dowek, M.; Lépingle, D.
8
1986
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
5
1989
Sur la représentation des sauts des martingales. Zbl 0366.60070
Lepingle, D.
5
1977
Séminaire Laurent Schwartz 1969-1970. Applications radonifiantes. Exposés 1–27. Zbl 0195.13003
5
1970
Equations différentielles stochastiques multivoques unidimensionnelles. (One-dimensional multivalued stochastic differential equations). Zbl 0616.60059
Lépingle, D.; Marois, C.
4
1987
A two-dimensional oblique extension of Bessel processes. Zbl 1379.60060
Lépingle, D.
4
2017
Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. Zbl 1225.60060
Lépingle, Dominique
3
2010
Approximating and simulating multivalued stochastic differential equations. Zbl 1066.65015
Lepingle, Dominique; Nguyen, Thi Thao
3
2004
Quelques inégalités concernant les martingales. Zbl 0413.60046
Lepingle, D.
3
1976
No multiple collisions for mutually repelling Brownian particles. Zbl 1126.60083
Cépa, Emmanuel; Lépingle, Dominique
3
2007
Sur la variation d’ordre p des martingales locales. Zbl 0326.60055
Lepingle, Dominique
2
1975
Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049
Lepingle, D.
2
1981
Construction d’une martingale réelle continue, de filtration naturelle donnée. Zbl 0432.60056
Auerhan, J.; Lepingle, D.; Yor, M.
2
1980
Extremalite et remplissage de tribus pour certaines martingales purement discontinues. Zbl 0461.60064
Lepingle, D.; Meyer, P. A.; Yor, M.
1
1981
Orthogonality and uniform integrability of discrete martingales. (Orthogonalité et intégrabilité uniforme de martingales discrètes.) Zbl 0765.60036
Lépingle, D.
1
1992
Brownian motion, reflection groups and Tanaka formula. Zbl 1263.60074
Demni, Nizar; Lépingle, Dominique
1
2012
A two-dimensional oblique extension of Bessel processes. Zbl 1379.60060
Lépingle, D.
4
2017
Brownian motion, reflection groups and Tanaka formula. Zbl 1263.60074
Demni, Nizar; Lépingle, Dominique
1
2012
Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. Zbl 1225.60060
Lépingle, Dominique
3
2010
No multiple collisions for mutually repelling Brownian particles. Zbl 1126.60083
Cépa, Emmanuel; Lépingle, Dominique
3
2007
Approximating and simulating multivalued stochastic differential equations. Zbl 1066.65015
Lepingle, Dominique; Nguyen, Thi Thao
3
2004
Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093
Cépa, Emmanuel; Lépingle, Dominique
19
2001
A nonlinear stochastic differential equation involving the Hilbert transform. Zbl 0935.60095
Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique
10
1999
Diffusing particles with electrostatic repulsion. Zbl 0883.60089
Cépa, Emmanuel; Lépingle, Dominique
66
1997
Euler scheme for reflected stochastic differential equations. Zbl 0824.60062
Lépingle, D.
36
1995
Numerical methods for stochastic processes. Zbl 0822.60003
Bouleau, Nicolas; Lépingle, Dominique
50
1994
A Euler scheme for stochastic differential equations with boundary conditions. (Un schéma d’Euler pour équations différentielles stochastiques réfléchies.) Zbl 0771.60046
Lépingle, Dominique
10
1993
Orthogonality and uniform integrability of discrete martingales. (Orthogonalité et intégrabilité uniforme de martingales discrètes.) 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
5
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.
8
1986
Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049
Lepingle, D.
2
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.
41
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.
16
1979
Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069
Lepingle, Dominique; Memin, Jean
71
1978
Sur le comportement asymptotique des martingales locales. Zbl 0375.60062
Lepingle, D.
25
1978
Une inégalité de martingales. Zbl 0375.60060
Lepingle, D.
11
1978
Sur la représentation des sauts des martingales. Zbl 0366.60070
Lepingle, D.
5
1977
La variation d’ordre p des semi-martingales. Zbl 0325.60047
Lepingle, D.
110
1976
Quelques inégalités concernant les martingales. Zbl 0413.60046
Lepingle, D.
3
1976
Sur la variation d’ordre p des martingales locales. Zbl 0326.60055
Lepingle, Dominique
2
1975
Martingales browniennes hilbertiennes. Zbl 0258.60057
Lepingle, Dominique; Ouvrard, Jean-Yves
9
1973
Séminaire Laurent Schwartz 1969-1970. Applications radonifiantes. Exposés 1–27. Zbl 0195.13003
5
1970
all top 5

Cited by 645 Authors

10 Hong, Guixiang
8 Betancor Perez, Jorge Juan
8 Pagès, Gilles
8 Yor, Marc
7 Liu, Honghai
7 Wen, Yongming
6 Chen, Yanping
6 Lépingle, Dominique
6 Mirek, Mariusz
6 Ruf, Johannes
5 Katori, Makoto
5 Lejay, Antoine
5 Ma, Tao
5 Müller-Gronbach, Thomas
5 Pontier, Monique
5 Song, Jian
5 Wu, Huoxiong
5 Xu, Quanhua
5 Yang, Dongyong
5 Zorin-Kranich, Pavel
4 Abdelghani, Mohamed N.
4 Almeida, Víctor M.
4 Barlow, Martin T.
4 Baudoin, Fabrice
4 Chafaï, Djalil
4 Fontbona, Joaquin
4 Friz, Peter
4 Gobet, Emmanuel
4 Jourdain, Benjamin
4 Kubilius, Kȩstutis
4 Marinelli, Carlo
4 Melnikov, Aleksander Viktorovich
4 Panloup, Fabien
4 Pardo, Juan Carlos
4 Rheinländer, Thorsten
4 Ritter, Klaus
4 Rodríguez-Mesa, Lourdes
4 Schweizer, Martin
4 Szarek, Tomasz Zachary
4 Taguchi, Dai
4 Talay, Denis
4 Thiele, Christoph Martin
4 Yan, Litan
4 Yuan, Wangjun
3 Alaya, Mohamed Ben
3 Bañuelos, Rodrigo
3 Bossy, Mireille
3 Cépa, Emmanuel
3 Choulli, Tahir
3 Demni, Nizar
3 Ding, Yong
3 Do, Yen Q.
3 Hofmann, Norbert
3 Hu, Yaozhong
3 Jacod, Jean
3 Kebaier, Ahmed
3 Koshida, Shinji
3 Labbé, Cyril
3 Lacey, Michael T.
3 Liu, Feng
3 Liu, Guangying
3 Luschgy, Harald
3 Mas, Albert
3 Mazziotto, Gerald
3 Ngo, Hoang-Long
3 Nualart, David
3 Osękowski, Adam
3 Pérez-Abreu Carrión, Víctor M.
3 Pérez Garmendia, Jose Luis
3 Possamaï, Dylan
3 Röckner, Michael
3 Røysland, Kjetil
3 Schleissinger, Sebastian
3 Shkolnikov, Mykhaylo
3 Słomian, Wojciech
3 Słomiński, Leszek
3 Stricker, Christophe
3 Szpirglas, Jacques
3 Todorov, Viktor
3 Xie, Guangheng
3 Yang, Dachun
3 Yang, Xuewei
3 Yao, Jianfeng
2 Andres, Sebastian
2 Barndorff-Nielsen, Ole Eiler
2 Becherer, Dirk
2 Benabdallah, Mohsine
2 Bo, Lijun
2 Bouleau, Nicolas
2 Carmona, René A.
2 Carr, Peter Paul
2 Černý, Aleš
2 Chen, Li
2 Chevyrev, Ilya
2 Corcuera, José Manuel
2 De León-Contreras, Marta
2 del Monaco, Andrea
2 Demeter, Ciprian
2 Di Nunno, Giulia
2 Donati-Martin, Catherine
...and 545 more Authors
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Cited in 165 Serials

43 Stochastic Processes and their Applications
23 The Annals of Applied Probability
18 Statistics & Probability Letters
14 The Annals of Probability
14 Journal of Functional Analysis
13 Stochastic Analysis and Applications
13 Probability Theory and Related Fields
12 Journal of Mathematical Analysis and Applications
11 Stochastics
10 Journal of Theoretical Probability
10 Bernoulli
9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
9 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Transactions of the American Mathematical Society
7 Electronic Journal of Probability
7 Finance and Stochastics
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Journal of Statistical Physics
6 Lithuanian Mathematical Journal
6 Mathematische Annalen
5 Journal of Applied Probability
5 International Journal of Theoretical and Applied Finance
5 Science China. Mathematics
4 Stochastics
4 Mathematics and Computers in Simulation
4 Mathematische Zeitschrift
4 The Journal of Geometric Analysis
4 Acta Mathematica Scientia. Series B. (English Edition)
4 Stochastics and Dynamics
3 Advances in Applied Probability
3 Theory of Probability and its Applications
3 Applied Mathematics and Computation
3 Archiv der Mathematik
3 Inventiones Mathematicae
3 Journal of Econometrics
3 Journal of Multivariate Analysis
3 Journal of Statistical Planning and Inference
3 Revista Matemática Iberoamericana
3 Mathematical and Computer Modelling
3 Monte Carlo Methods and Applications
3 Electronic Communications in Probability
3 The Journal of Fourier Analysis and Applications
3 Probability Surveys
2 Communications in Mathematical Physics
2 Journal of Fluid Mechanics
2 Journal of Mathematical Physics
2 The Annals of Statistics
2 BIT
2 Journal of Differential Equations
2 Proceedings of the American Mathematical Society
2 Tôhoku Mathematical Journal. Second Series
2 Ergodic Theory and Dynamical Systems
2 Bulletin of the Korean Mathematical Society
2 Statistics
2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Computational Statistics and Data Analysis
2 Potential Analysis
2 Applied Mathematical Finance
2 Lifetime Data Analysis
2 Mathematical Finance
2 Statistical Inference for Stochastic Processes
2 Journal of the European Mathematical Society (JEMS)
2 Acta Mathematica Sinica. English Series
2 Annales Henri Poincaré
2 Stochastic Models
2 Communications on Pure and Applied Analysis
2 Analysis and Applications (Singapore)
2 Journal of Physics A: Mathematical and Theoretical
2 Banach Journal of Mathematical Analysis
2 Random Matrices: Theory and Applications
1 Computers & Mathematics with Applications
1 Israel Journal of Mathematics
1 Journal of Computational Physics
1 Journal of Mathematical Biology
1 Physica A
1 Rocky Mountain Journal of Mathematics
1 Scandinavian Journal of Statistics
1 Theoretical and Mathematical Physics
1 Mathematics of Computation
1 Journal of Geometry and Physics
1 Advances in Mathematics
1 Annales de l’Institut Fourier
1 Annals of the Institute of Statistical Mathematics
1 Annali di Matematica Pura ed Applicata. Serie Quarta
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 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 the London Mathematical Society. Second Series
1 Journal of Optimization Theory and Applications
1 Journal of Soviet Mathematics
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Mathematika
...and 65 more Serials
all top 5

Cited in 42 Fields

365 Probability theory and stochastic processes (60-XX)
75 Harmonic analysis on Euclidean spaces (42-XX)
66 Numerical analysis (65-XX)
56 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
50 Statistics (62-XX)
38 Partial differential equations (35-XX)
37 Functional analysis (46-XX)
29 Statistical mechanics, structure of matter (82-XX)
22 Operator theory (47-XX)
17 Dynamical systems and ergodic theory (37-XX)
15 Ordinary differential equations (34-XX)
13 Measure and integration (28-XX)
13 Systems theory; control (93-XX)
12 Linear and multilinear algebra; matrix theory (15-XX)
11 Global analysis, analysis on manifolds (58-XX)
9 Biology and other natural sciences (92-XX)
8 Calculus of variations and optimal control; optimization (49-XX)
7 Functions of a complex variable (30-XX)
7 Fluid mechanics (76-XX)
5 Real functions (26-XX)
5 Approximations and expansions (41-XX)
5 Quantum theory (81-XX)
4 Topological groups, Lie groups (22-XX)
4 Integral transforms, operational calculus (44-XX)
4 Integral equations (45-XX)
4 Operations research, mathematical programming (90-XX)
3 Potential theory (31-XX)
3 Special functions (33-XX)
3 Abstract harmonic analysis (43-XX)
3 Differential geometry (53-XX)
2 Combinatorics (05-XX)
2 Difference and functional equations (39-XX)
2 Convex and discrete geometry (52-XX)
2 Mechanics of particles and systems (70-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Number theory (11-XX)
1 Nonassociative rings and algebras (17-XX)
1 Geometry (51-XX)
1 Computer science (68-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year