Edit Profile (opens in new tab) Lépingle, Dominique Compute Distance To: Compute Author ID: lepingle.dominique Published as: Lepingle, D.; Lépingle, Dominique; Lépingle, D.; Lepingle, Dominique more...less Documents Indexed: 35 Publications since 1972, including 1 Book 1 Further Contribution Reviewing Activity: 386 Reviews Co-Authors: 19 Co-Authors with 20 Joint Publications 534 Co-Co-Authors all top 5 Co-Authors 15 single-authored 5 Cépa, Emmanuel 2 Auerhan, J. 2 Bonami, Aline 2 Yor, Marc 1 Assouad, Patrice 1 Badrikian, Albert 1 Bouchut, François 1 Bouleau, Nicolas 1 Chevet, Simone 1 Demni, Nizar 1 Hakim-Dowek, M. 1 Kree, Paul 1 Lenglart, Erik 1 Marois, Christine 1 Martin, Jacqueline 1 Maurey, Bernard 1 Mémin, Jean 1 Meyer, Paul-André 1 Nguyen, Thi Thao 1 Nualart, David 1 Ould Eida, A. 1 Ouvrard, Jean-Yves 1 Pratelli, Maurizio 1 Ribemont, Bernard 1 Sanz-Solé, Marta 1 Saphar, Pierre David 1 Schwartz, Laurent 1 Sunyach, Christian all top 5 Serials 3 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Monte Carlo Methods and Applications 1 Revue Roumaine de Mathématiques Pures et Appliquées 1 Studia Mathematica 1 Journal of Functional Analysis 1 Mathematics and Computers in Simulation 1 Rendiconti del Seminario Matematico della Università di Padova 1 Probability and Mathematical Statistics 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 Stochastic Processes and their Applications 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 31 Probability theory and stochastic processes (60-XX) 4 Numerical analysis (65-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 30 Publications have been cited 420 times in 386 Documents Cited by ▼ Year ▼ La variation d’ordre p des semi-martingales. Zbl 0325.60047Lepingle, D. 81 1976 Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069Lepingle, Dominique; Memin, Jean 66 1978 Diffusing particles with electrostatic repulsion. Zbl 0883.60089Cépa, Emmanuel; Lépingle, Dominique 50 1997 Numerical methods for stochastic processes. Zbl 0822.60003Bouleau, Nicolas; Lépingle, Dominique 44 1994 Euler scheme for reflected stochastic differential equations. Zbl 0824.60062Lépingle, D. 30 1995 Presentation unifiee de certaines inégalités de la théorie des martingales. Zbl 0427.60042Lenglart, E.; Lepingle, D.; Pratelli, M. 27 1980 Sur le comportement asymptotique des martingales locales. Zbl 0375.60062Lepingle, D. 19 1978 Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093Cépa, Emmanuel; Lépingle, Dominique 13 2001 Fonction maximale et variation quadratique des martingales en presence d’un poids. Zbl 0431.60046Bonami, A.; Lepingle, D. 10 1979 A nonlinear stochastic differential equation involving the Hilbert transform. Zbl 0935.60095Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique 9 1999 Un schéma multipas d’approximation de l’équation de Langevin. (A multistep approximation method for the Langevin equation). Zbl 0731.60051Lépingle, Dominique; Ribémont, Bernard 8 1991 Martingales browniennes hilbertiennes. Zbl 0258.60057Lepingle, Dominique; Ouvrard, Jean-Yves 8 1973 Une inégalité de martingales. Zbl 0375.60060Lepingle, D. 8 1978 A Euler scheme for stochastic differential equations with boundary conditions. (Un schéma d’Euler pour équations différentielles stochastiques réfléchies.) Zbl 0771.60046Lépingle, Dominique 8 1993 L’exponentielle stochastique des groupes de Lie. (Stochastic exponents of Lie groups). Zbl 0609.60009Hakim-Dowek, M.; Lépingle, D. 5 1986 Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043Lépingle, Dominique; Nualart, David; Sanz, Marta 4 1989 Equations différentielles stochastiques multivoques unidimensionnelles. (One-dimensional multivalued stochastic differential equations). Zbl 0616.60059Lépingle, D.; Marois, C. 4 1987 Séminaire Laurent Schwartz 1969-1970. Applications radonifiantes. Exposés 1–27. Zbl 0195.13003 4 1970 Approximating and simulating multivalued stochastic differential equations. Zbl 1066.65015Lepingle, Dominique; Nguyen, Thi Thao 3 2004 No multiple collisions for mutually repelling Brownian particles. Zbl 1126.60083Cépa, Emmanuel; Lépingle, Dominique 3 2007 Sur la variation d’ordre p des martingales locales. Zbl 0326.60055Lepingle, Dominique 2 1975 Sur la représentation des sauts des martingales. Zbl 0366.60070Lepingle, D. 2 1977 Quelques inégalités concernant les martingales. Zbl 0413.60046Lepingle, D. 2 1976 Construction d’une martingale réelle continue, de filtration naturelle donnée. Zbl 0432.60056Auerhan, J.; Lepingle, D.; Yor, M. 2 1980 Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. Zbl 1225.60060Lépingle, Dominique 2 2010 A two-dimensional oblique extension of Bessel processes. Zbl 1379.60060Lépingle, D. 2 2017 Extremalite et remplissage de tribus pour certaines martingales purement discontinues. Zbl 0461.60064Lepingle, D.; Meyer, P. A.; Yor, M. 1 1981 Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049Lepingle, D. 1 1981 Brownian motion, reflection groups and Tanaka formula. Zbl 1263.60074Demni, Nizar; Lépingle, Dominique 1 2012 Orthogonality and uniform integrability of discrete martingales. (Orthogonalité et intégrabilité uniforme de martingales discrètes.) Zbl 0765.60036Lépingle, D. 1 1992 A two-dimensional oblique extension of Bessel processes. Zbl 1379.60060Lépingle, D. 2 2017 Brownian motion, reflection groups and Tanaka formula. Zbl 1263.60074Demni, Nizar; Lépingle, Dominique 1 2012 Boundary behavior of a constrained Brownian motion between reflecting-repellent walls. Zbl 1225.60060Lépingle, Dominique 2 2010 No multiple collisions for mutually repelling Brownian particles. Zbl 1126.60083Cépa, Emmanuel; Lépingle, Dominique 3 2007 Approximating and simulating multivalued stochastic differential equations. Zbl 1066.65015Lepingle, Dominique; Nguyen, Thi Thao 3 2004 Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093Cépa, Emmanuel; Lépingle, Dominique 13 2001 A nonlinear stochastic differential equation involving the Hilbert transform. Zbl 0935.60095Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique 9 1999 Diffusing particles with electrostatic repulsion. Zbl 0883.60089Cépa, Emmanuel; Lépingle, Dominique 50 1997 Euler scheme for reflected stochastic differential equations. Zbl 0824.60062Lépingle, D. 30 1995 Numerical methods for stochastic processes. Zbl 0822.60003Bouleau, Nicolas; Lépingle, Dominique 44 1994 A Euler scheme for stochastic differential equations with boundary conditions. (Un schéma d’Euler pour équations différentielles stochastiques réfléchies.) Zbl 0771.60046Lépingle, Dominique 8 1993 Orthogonality and uniform integrability of discrete martingales. (Orthogonalité et intégrabilité uniforme de martingales discrètes.) Zbl 0765.60036Lépingle, D. 1 1992 Un schéma multipas d’approximation de l’équation de Langevin. (A multistep approximation method for the Langevin equation). Zbl 0731.60051Lépingle, Dominique; Ribémont, Bernard 8 1991 Dérivation stochastique de diffusions réfléchies. (Stochastic derivatives of diffusions with reflections). Zbl 0688.60043Lépingle, Dominique; Nualart, David; Sanz, Marta 4 1989 Equations différentielles stochastiques multivoques unidimensionnelles. (One-dimensional multivalued stochastic differential equations). Zbl 0616.60059Lépingle, D.; Marois, C. 4 1987 L’exponentielle stochastique des groupes de Lie. (Stochastic exponents of Lie groups). Zbl 0609.60009Hakim-Dowek, M.; Lépingle, D. 5 1986 Extremalite et remplissage de tribus pour certaines martingales purement discontinues. Zbl 0461.60064Lepingle, D.; Meyer, P. A.; Yor, M. 1 1981 Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049Lepingle, D. 1 1981 Presentation unifiee de certaines inégalités de la théorie des martingales. Zbl 0427.60042Lenglart, E.; Lepingle, D.; Pratelli, M. 27 1980 Construction d’une martingale réelle continue, de filtration naturelle donnée. Zbl 0432.60056Auerhan, J.; Lepingle, D.; Yor, M. 2 1980 Fonction maximale et variation quadratique des martingales en presence d’un poids. Zbl 0431.60046Bonami, A.; Lepingle, D. 10 1979 Sur l’intégrabilite uniforme des martingales exponentielles. Zbl 0375.60069Lepingle, Dominique; Memin, Jean 66 1978 Sur le comportement asymptotique des martingales locales. Zbl 0375.60062Lepingle, D. 19 1978 Une inégalité de martingales. Zbl 0375.60060Lepingle, D. 8 1978 Sur la représentation des sauts des martingales. Zbl 0366.60070Lepingle, D. 2 1977 La variation d’ordre p des semi-martingales. Zbl 0325.60047Lepingle, D. 81 1976 Quelques inégalités concernant les martingales. Zbl 0413.60046Lepingle, D. 2 1976 Sur la variation d’ordre p des martingales locales. Zbl 0326.60055Lepingle, Dominique 2 1975 Martingales browniennes hilbertiennes. Zbl 0258.60057Lepingle, Dominique; Ouvrard, Jean-Yves 8 1973 Séminaire Laurent Schwartz 1969-1970. Applications radonifiantes. Exposés 1–27. Zbl 0195.13003 4 1970 all cited Publications top 5 cited Publications all top 5 Cited by 507 Authors 8 Hong, Guixiang 8 Yor, Marc 7 Pagès, Gilles 6 Lépingle, Dominique 6 Liu, Honghai 5 Ma, Tao 5 Müller-Gronbach, Thomas 5 Pontier, Monique 5 Ruf, Johannes 4 Barlow, Martin T. 4 Fontbona, Joaquin 4 Katori, Makoto 4 Rheinländer, Thorsten 4 Ritter, Klaus 4 Schweizer, Martin 4 Talay, Denis 4 Wen, Yongming 4 Xu, Quanhua 4 Yan, Litan 4 Zorin-Kranich, Pavel 3 Betancor Perez, Jorge Juan 3 Bossy, Mireille 3 Cépa, Emmanuel 3 Chafaï, Djalil 3 Choulli, Tahir 3 Demni, Nizar 3 Ding, Yong 3 Do, Yen Q. 3 Friz, Peter Karl 3 Gobet, Emmanuel 3 Hofmann, Norbert 3 Hu, Yaozhong 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 Nualart, David 3 Osękowski, Adam 3 Panloup, Fabien 3 Pardo, Juan Carlos 3 Pérez-Abreu Carrión, Víctor M. 3 Pérez Garmendia, Jose Luis 3 Røysland, Kjetil 3 Schleissinger, Sebastian 3 Shkolnikov, Mykhaylo 3 Stricker, Christophe 3 Szpirglas, Jacques 3 Todorov, Viktor 3 Yang, Xuewei 3 Yao, Jianfeng 3 Yuan, Wangjun 2 Alaya, Mohamed Ben 2 Andres, Sebastian 2 Bañuelos, Rodrigo 2 Baudoin, Fabrice 2 Benabdallah, Mohsine 2 Bo, Lijun 2 Bouleau, Nicolas 2 Carmona, René A. 2 Carr, Peter Paul 2 Chen, Yanping 2 Chevyrev, Ilya 2 del Monaco, Andrea 2 Demeter, Ciprian 2 Di Nunno, Giulia 2 Dzhaparidze, Kacha 2 El-Tahan, W. 2 Eyraud-Loisel, Anne 2 Grigelionis, Bronius I. 2 Grorud, Axel 2 Hauray, Maxime 2 Hotta, Ikkei 2 Hou, Xianming 2 Hubalek, Friedrich 2 Ichiba, Tomoyuki 2 Jeanblanc, Monique 2 Jones, Roger L. 2 Karatzas, Ioannis 2 Karlsen, Erik Hove 2 Kebaier, Ahmed 2 Koshida, Shinji 2 Kovač, Vjekoslav 2 Krause, Ben 2 Larsson, Martin 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 Mirek, Mariusz ...and 407 more Authors all top 5 Cited in 135 Serials 35 Stochastic Processes and their Applications 22 The Annals of Applied Probability 16 Statistics & Probability Letters 13 The Annals of Probability 13 Journal of Functional Analysis 13 Stochastic Analysis and Applications 10 Probability Theory and Related Fields 9 Journal of Mathematical Analysis and Applications 9 Journal of Theoretical Probability 9 Bernoulli 8 Stochastics 7 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 6 Journal of Statistical Physics 6 Lithuanian Mathematical Journal 6 Transactions of the American Mathematical Society 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 Finance and Stochastics 5 Journal of Applied Probability 5 Electronic Journal of Probability 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 International Journal of Theoretical and Applied Finance 4 Stochastics 4 Science China. Mathematics 3 Advances in Applied Probability 3 Theory of Probability and its Applications 3 Applied Mathematics and Computation 3 Archiv der Mathematik 3 Journal of Econometrics 3 Journal of Multivariate Analysis 3 Mathematische Annalen 3 Monte Carlo Methods and Applications 3 Acta Mathematica Scientia. Series B. (English Edition) 2 Communications in Mathematical Physics 2 Journal of Mathematical Physics 2 The Annals of Statistics 2 Inventiones Mathematicae 2 Journal of Statistical Planning and Inference 2 Mathematics and Computers in Simulation 2 Mathematische Zeitschrift 2 Proceedings of the American Mathematical Society 2 Tôhoku 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 Electronic Communications in Probability 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 Stochastic Models 2 Stochastics and Dynamics 2 Communications on Pure and Applied Analysis 2 Banach Journal of Mathematical Analysis 1 Computers & Mathematics with Applications 1 Israel Journal of Mathematics 1 Journal of Computational Physics 1 Journal of Fluid Mechanics 1 Journal of Mathematical Biology 1 Physica A 1 Scandinavian Journal of Statistics 1 Theoretical and Mathematical Physics 1 Mathematics of Computation 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 BIT 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 Differential Equations 1 Journal of Soviet Mathematics 1 Mathematische Nachrichten 1 Mathematics of Operations Research 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 Mathematical and Computer Modelling 1 Forum Mathematicum 1 Neural Computation 1 Japan Journal of Industrial and Applied Mathematics 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research ...and 35 more Serials all top 5 Cited in 40 Fields 299 Probability theory and stochastic processes (60-XX) 58 Numerical analysis (65-XX) 53 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Harmonic analysis on Euclidean spaces (42-XX) 43 Statistics (62-XX) 25 Partial differential equations (35-XX) 25 Functional analysis (46-XX) 20 Statistical mechanics, structure of matter (82-XX) 12 Operator theory (47-XX) 12 Systems theory; control (93-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 10 Ordinary differential equations (34-XX) 10 Dynamical systems and ergodic theory (37-XX) 8 Measure and integration (28-XX) 6 Global analysis, analysis on manifolds (58-XX) 6 Fluid mechanics (76-XX) 5 Real functions (26-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Quantum theory (81-XX) 5 Biology and other natural sciences (92-XX) 4 Functions of a complex variable (30-XX) 4 Approximations and expansions (41-XX) 4 Operations research, mathematical programming (90-XX) 3 Potential theory (31-XX) 3 Integral transforms, operational calculus (44-XX) 2 Combinatorics (05-XX) 2 Special functions (33-XX) 2 Abstract harmonic analysis (43-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 Nonassociative rings and algebras (17-XX) 1 Topological groups, Lie groups (22-XX) 1 Difference and functional equations (39-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