Edit Profile (opens in new tab) Lépingle, Dominique Co-Author Distance Author ID: lepingle.dominique Published as: Lepingle, D.; Lépingle, Dominique; Lépingle, D.; Lepingle, Dominique more...less Documents Indexed: 37 Publications since 1972, including 1 Book and 2 Additional arXiv Preprints 1 Further Contribution Reviewing Activity: 386 Reviews Co-Authors: 19 Co-Authors with 20 Joint Publications 559 Co-Co-Authors all top 5 Co-Authors 17 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 503 times in 466 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 63 1997 Numerical methods for stochastic processes. Zbl 0822.60003 Bouleau, Nicolas; Lépingle, Dominique 47 1994 Euler scheme for reflected stochastic differential equations. Zbl 0824.60062 Lépingle, D. 35 1995 Presentation unifiee de certaines inégalités de la théorie des martingales. Zbl 0427.60042 Lenglart, E.; Lepingle, D.; Pratelli, M. 35 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 18 2001 Fonction maximale et variation quadratique des martingales en presence d’un poids. Zbl 0431.60046 Bonami, A.; Lepingle, D. 15 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 9 1999 Martingales browniennes hilbertiennes. Zbl 0258.60057 Lepingle, Dominique; Ouvrard, Jean-Yves 9 1973 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 L’exponentielle stochastique des groupes de Lie. (Stochastic exponents of Lie groups). Zbl 0609.60009 Hakim-Dowek, M.; Lépingle, D. 5 1986 Equations différentielles stochastiques multivoques unidimensionnelles. (One-dimensional multivalued stochastic differential equations). Zbl 0616.60059 Lépingle, D.; Marois, C. 4 1987 Séminaire Laurent Schwartz 1969-1970. Applications radonifiantes. Exposés 1–27. Zbl 0195.13003 4 1970 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 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 Sur la représentation des sauts des martingales. Zbl 0366.60070 Lepingle, D. 3 1977 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 Construction d’une martingale réelle continue, de filtration naturelle donnée. Zbl 0432.60056 Auerhan, J.; Lepingle, D.; Yor, M. 2 1980 Orthogonality and uniform integrability of discrete martingales. (Orthogonalité et intégrabilité uniforme de martingales discrètes.) Zbl 0765.60036 Lépingle, D. 1 1992 Extremalite et remplissage de tribus pour certaines martingales purement discontinues. Zbl 0461.60064 Lepingle, D.; Meyer, P. A.; Yor, M. 1 1981 Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049 Lepingle, D. 1 1981 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 18 2001 A nonlinear stochastic differential equation involving the Hilbert transform. Zbl 0935.60095 Bonami, Aline; Bouchut, François; Cépa, Emmanuel; Lépingle, Dominique 9 1999 Diffusing particles with electrostatic repulsion. Zbl 0883.60089 Cépa, Emmanuel; Lépingle, Dominique 63 1997 Euler scheme for reflected stochastic differential equations. Zbl 0824.60062 Lépingle, D. 35 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. (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. 5 1986 Extremalite et remplissage de tribus pour certaines martingales purement discontinues. Zbl 0461.60064 Lepingle, D.; Meyer, P. A.; Yor, M. 1 1981 Une remarque sur les lois de certains temps d’atteinte. Zbl 0462.60049 Lepingle, D. 1 1981 Presentation unifiee de certaines inégalités de la théorie des martingales. Zbl 0427.60042 Lenglart, E.; Lepingle, D.; Pratelli, M. 35 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. 15 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. 21 1978 Une inégalité de martingales. Zbl 0375.60060 Lepingle, D. 11 1978 Sur la représentation des sauts des martingales. Zbl 0366.60070 Lepingle, D. 3 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 4 1970 all cited Publications top 5 cited Publications all top 5 Cited by 610 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 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 Almeida, Víctor M. 4 Barlow, Martin T. 4 Chafaï, Djalil 4 Fontbona, Joaquin 4 Friz, Peter 4 Jourdain, Benjamin 4 Kubilius, Kȩstutis 4 Lejay, Antoine 4 Marinelli, Carlo 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 Bossy, Mireille 3 Cépa, Emmanuel 3 Choulli, Tahir 3 Demni, Nizar 3 Ding, Yong 3 Do, Yen Q. 3 Gobet, Emmanuel 3 Hofmann, Norbert 3 Hu, Yaozhong 3 Jacod, Jean 3 Kebaier, Ahmed 3 Koshida, Shinji 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 Panloup, Fabien 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 Abdelghani, Mohamed N. 2 Andres, Sebastian 2 Bañuelos, Rodrigo 2 Barndorff-Nielsen, Ole Eiler 2 Baudoin, Fabrice 2 Becherer, Dirk 2 Benabdallah, Mohsine 2 Bo, Lijun 2 Bouleau, Nicolas 2 Carmona, René A. 2 Carr, Peter Paul 2 Černý, Aleš 2 Chevyrev, Ilya 2 Corcuera, José Manuel 2 De León-Contreras, Marta 2 del Monaco, Andrea 2 Demeter, Ciprian 2 Di Nunno, Giulia 2 Dzhaparidze, Kacha 2 El-Tahan, W. 2 Eyink, Gregory L. 2 Eyraud-Loisel, Anne ...and 510 more Authors all top 5 Cited in 159 Serials 40 Stochastic Processes and their Applications 22 The Annals of Applied Probability 17 Statistics & Probability Letters 14 The Annals of Probability 14 Journal of Functional Analysis 13 Stochastic Analysis and Applications 13 Probability Theory and Related Fields 11 Journal of Mathematical Analysis and Applications 11 Stochastics 10 Journal of Theoretical Probability 10 Bernoulli 9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 7 Finance and Stochastics 6 Journal of Statistical Physics 6 Lithuanian Mathematical Journal 6 Transactions of the American Mathematical Society 6 Electronic Journal of Probability 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Journal of Applied Probability 5 Mathematische Annalen 5 International Journal of Theoretical and Applied Finance 5 Science China. Mathematics 4 Stochastics 4 Mathematische Zeitschrift 4 The Journal of Geometric Analysis 4 Acta Mathematica Scientia. Series B. (English Edition) 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 Mathematics and Computers in Simulation 3 Revista Matemática Iberoamericana 3 Monte Carlo Methods and Applications 3 Electronic Communications in Probability 3 The Journal of Fourier Analysis and Applications 3 Stochastics and Dynamics 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 Statistical Planning and Inference 2 Proceedings of the American Mathematical Society 2 Tôhoku Mathematical Journal. Second Series 2 Ergodic Theory and Dynamical Systems 2 Statistics 2 Mathematical and Computer Modelling 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 Probability Surveys 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 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 Differential Equations 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 1 Memoirs of the American Mathematical Society 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods ...and 59 more Serials all top 5 Cited in 42 Fields 347 Probability theory and stochastic processes (60-XX) 74 Harmonic analysis on Euclidean spaces (42-XX) 64 Numerical analysis (65-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Statistics (62-XX) 36 Functional analysis (46-XX) 35 Partial differential equations (35-XX) 23 Statistical mechanics, structure of matter (82-XX) 22 Operator theory (47-XX) 17 Dynamical systems and ergodic theory (37-XX) 13 Systems theory; control (93-XX) 12 Measure and integration (28-XX) 12 Ordinary differential equations (34-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 8 Global analysis, analysis on manifolds (58-XX) 7 Functions of a complex variable (30-XX) 7 Fluid mechanics (76-XX) 7 Biology and other natural sciences (92-XX) 5 Real functions (26-XX) 5 Approximations and expansions (41-XX) 5 Quantum theory (81-XX) 4 Integral transforms, operational calculus (44-XX) 4 Operations research, mathematical programming (90-XX) 3 Topological groups, Lie groups (22-XX) 3 Potential theory (31-XX) 3 Special functions (33-XX) 3 Integral equations (45-XX) 2 Combinatorics (05-XX) 2 Difference and functional equations (39-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 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