Edit Profile (opens in new tab) Vallois, Pierre Co-Author Distance Author ID: vallois.pierre Published as: Vallois, Pierre; Vallois, P. Documents Indexed: 111 Publications since 1983, including 2 Books and 2 Additional arXiv Preprints Reviewing Activity: 24 Reviews Co-Authors: 65 Co-Authors with 95 Joint Publications 894 Co-Co-Authors all top 5 Co-Authors 16 single-authored 31 Roynette, Bernard 20 Yor, Marc 15 Russo, Francesco 10 Tapiero, Charles S. 8 Benachour, Said 6 Bastogne, Thierry 6 Salminen, Paavo H. 4 Gradinaru, Mihai 3 Bérard Bergery, Blandine 3 Lagnoux, Agnès 3 Mercier, Sabine 3 Volpi, Agnès 2 Barberi-Heyob, Muriel 2 De Meyer, Bernard 2 Etienne, Marie Pierre 2 Herrmann, Samuel 2 Keinj, R. 2 Koudou, Angelo Efoévi 2 Mézin, André 2 Nichil, Geoffrey 2 Nourdin, Ivan 2 Pinel, S. 2 Wantz-Mézières, Sophie 1 Bansaye, Vincent 1 Béchet, Denis 1 Bihain, B. E. 1 Boudabsa, Lotfi 1 Brulliard, M. 1 Calka, Pierre 1 Cénac, Peggy 1 Chabriac, Claudie 1 Chassaing, Philippe 1 Chauvin, Brigitte 1 Codreanu, F. 1 Collignon, O. 1 Daudin, Jean-Jacques 1 Delmas, Jean-François 1 Donati-Martin, Catherine 1 Dozzi, Marco E. 1 Dupin, Isabelle 1 Errami, Mohammed 1 Eyraud, Edmée 1 Garino, Valentin 1 Giet, Jean-Sébastien 1 Hamza, Marwa 1 Hénard, Olivier 1 Jacquenet, S. 1 Kanny, G. 1 Marchand, Jean-Louis 1 Maurat, Élise 1 Mézières-Wantz, Sophie 1 Moneret-Vautrin, D. 1 Monnez, Jean-Marie 1 Petot, Yann 1 Ramdani, Nacim 1 Randon-Furling, Julien 1 Renaudin, J.-M. 1 Roelly, Sylvie 1 Sac-Epee, Jean-Marc 1 Simon, Thomas 1 Talay, Denis 1 Tanré, Etienne 1 Voisin, Alexandre 1 Wolf, Jochen 1 Yuan, Linglong all top 5 Serials 13 Stochastic Processes and their Applications 6 Studia Scientiarum Mathematicarum Hungarica 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Probability Theory and Related Fields 4 Journal of Theoretical Biology 3 Physica A 3 Comptes Rendus de l’Académie des Sciences. Série I 3 Stochastics and Stochastics Reports 3 Electronic Journal of Probability 3 Theory of Stochastic Processes 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Journal of Functional Analysis 2 Insurance Mathematics & Economics 2 Revista Matemática Iberoamericana 2 Journal of Theoretical Probability 2 Electronic Communications in Probability 2 Bernoulli 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Methodology and Computing in Applied Probability 2 Japanese Journal of Mathematics. 3rd Series 1 Advances in Applied Probability 1 Mathematical Biosciences 1 Periodica Mathematica Hungarica 1 Chaos, Solitons and Fractals 1 The Annals of Probability 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 1 Bulletin des Sciences Mathématiques. Deuxième Série 1 Fuzzy Sets and Systems 1 Proceedings of the London Mathematical Society. Third Series 1 RAIRO. Recherche Opérationnelle 1 Statistics & Probability Letters 1 Probability and Mathematical Statistics 1 Computational and Applied Mathematics 1 Bulletin des Sciences Mathématiques 1 European Journal of Control 1 Mathematics and Mechanics of Solids 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Markov Processes and Related Fields 1 Mathematical Methods of Operations Research 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Journal of Applied Statistics 1 Applied Stochastic Models in Business and Industry 1 Stochastics and Dynamics 1 Bocconi & Springer Series 1 Probability, Uncertainty and Quantitative Risk all top 5 Fields 100 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 8 Biology and other natural sciences (92-XX) 6 Partial differential equations (35-XX) 4 Real functions (26-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Fluid mechanics (76-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Integral equations (45-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 88 Publications have been cited 1,011 times in 608 Documents Cited by ▼ Year ▼ Forward, backward and symmetric stochastic integration. Zbl 0792.60046 Russo, Francesco; Vallois, Pierre 134 1993 Stochastic calculus with respect to continuous finite quadratic variation processes. Zbl 0981.60053 Russo, Francesco; Vallois, Pierre 60 2000 \(m\)-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045 Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre 59 2005 Elements of stochastic calculus via regularization. Zbl 1126.60045 Russo, Francesco; Vallois, Pierre 57 2007 The generalized covariation process and Itô formula. Zbl 0840.60052 Russo, Francesco; Vallois, Pierre 56 1995 Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos. Zbl 0932.60063 Benachour, S.; Roynette, B.; Talay, D.; Vallois, P. 44 1998 Ito formula for \(C^ 1\)-functions of semimartingales. Zbl 0838.60045 Russo, F.; Vallois, P. 39 1996 Generalized covariations, local time and Stratonovich Itô’s formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). Zbl 1059.60067 Gradinaru, Mihai; Russo, Francesco; Vallois, Pierre 35 2003 Some penalisations of the Wiener measure. Zbl 1160.60315 Roynette, B.; Vallois, P.; Yor, M. 28 2006 Nonlinear self-stabilizing processes. II: Convergence to invariant probability. Zbl 0932.60064 Benachour, S.; Roynette, B.; Vallois, P. 28 1998 On the excursion theory for linear diffusions. Zbl 1160.60024 Salminen, Paavo; Vallois, Pierre; Yor, Marc 24 2007 Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II. Zbl 1121.60004 Roynette, Bernard; Vallois, Pierre; Yor, Marc 23 2006 Itô’s formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus. Zbl 0999.60048 Errami, Mohammed; Russo, Francesco; Vallois, Pierre 20 2002 Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\). Zbl 0869.35052 Benachour, S.; Roynette, B.; Vallois, P. 18 1997 Limiting laws assiciated with Brownian motion perturbed by normalized exponential weights, I. Zbl 1121.60027 Roynette, Bernard; Vallois, Pierre; Yor, Marc 17 2006 Processes associated to the porous medium equation. (Processus associés à l’équation des milieux poreux.) Zbl 0892.60071 Benachour, S.; Chassaing, P.; Roynette, B.; Vallois, P. 17 1996 On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\). Zbl 1212.60070 Donati-Martin, Catherine; Roynette, Bernard; Vallois, Pierre; Yor, Marc 14 2008 Independence properties of the Matsumoto-Yor type. Zbl 1250.62010 Koudou, A. E.; Vallois, P. 13 2012 Le problème de Skorokhod sur R: Une approche avec le temps local. Zbl 0512.60071 Vallois, Pierre 12 1983 On maximum increase and decrease of Brownian motion. Zbl 1173.60338 Salminen, Paavo; Vallois, Pierre 11 2007 Intégrales progressive, rétrograde et symétrique de processus non adaptés. (Forward, backward and symmetric integrals of non adapted processes). Zbl 0723.60058 Russo, Francesco; Vallois, Pierre 11 1991 The range of a simple random walk on \(\mathbb{Z}\). Zbl 0867.60040 Vallois, P. 10 1996 Abel transform and integrals of Bessel local times. Zbl 0937.60080 Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc 10 1999 Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III. Zbl 1150.60308 Roynette, Bernard; Vallois, Pierre; Yor, Marc 10 2005 Some inequalities with local times in zero of a Brownian motion. (Quelques inégalités avec le temps local en zero du mouvement Brownien.) Zbl 0754.60089 Vallois, P. 10 1992 Which distributions have the Matsumoto-Yor property? Zbl 1244.60016 Koudou, Angelo Efoevi; Vallois, Pierre 8 2011 Solutions fondamentales de \(u_ t-{1\over 2}u_{xx}\). Zbl 0868.35048 Benachour, S.; Roynette, B.; Vallois, P. 8 1996 A generalized class of Lyons-Zheng processes. Zbl 0988.60053 Russo, Francesco; Vallois, Pierre; Wolf, Jochen 8 2001 Decomposing the Brownian path via the range process. Zbl 0820.60063 Vallois, P. 7 1995 Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes. Zbl 1303.60065 Cénac, P.; Chauvin, B.; Herrmann, S.; Vallois, P. 7 2013 La loi Gaussienne inverse généralisée comme premier ou dernier temps de passage de diffusions. (The inverse generalized Gaussian distribution as first or last passage time of diffusions.). Zbl 0727.60090 Vallois, Pierre 7 1991 A diffusion process stopped at the first time its amplitude reaches a fixed level. (Diffusion arrêtée au premier instant où l’amplitude atteint un niveau donné.) Zbl 0808.60069 Vallois, Pierre 6 1993 Explicit solutions of some fourth order partial differential equations via iterated Brownian motion. Zbl 0945.60083 Benachour, S.; Roynette, B.; Vallois, P. 6 1999 Penalizing a \(BES(d)\) process \((0<d<2)\) with a function of its local time. V. Zbl 1164.60307 Roynette, Bernard; Vallois, Pierre; Yor, Marc 6 2008 Branching process associated with 2D-Navier-Stokes equation. Zbl 1013.35063 Benachour, Saïd; Roynette, Bernard; Vallois, Pierre 6 2001 On independent times and positions for Brownian motions. Zbl 1055.60078 de Meyer, Bernard; Roynette, Bernard; Vallois, Pierre; Yor, Marc 6 2002 The logistic S. D. E. Zbl 1363.60074 Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie 6 2015 Tumor growth modeling based on cell and tumor lifespans. Zbl 1337.92110 Keinj, R.; Bastogne, T.; Vallois, P. 6 2012 Asymptotic behavior of the local score of independent and identically distributed random sequences. Zbl 1075.60516 Daudin, Jean-Jacques; Etienne, Marie Pierre; Vallois, Pierre 6 2003 On first range times of linear diffusions. Zbl 1085.60057 Salminen, Paavo; Vallois, Pierre 6 2005 From persistent random walk to the telegraph noise. Zbl 1196.60082 Herrmann, S.; Vallois, P. 6 2010 On the law of the maximum and the local time of a uniformly integrable continuous martingale. (Sur la loi du maximum et du temps local d’une martingale continue uniformément intégrable.) Zbl 0807.60041 Vallois, P. 5 1994 Range reliability in random walks. Zbl 0894.60081 Vallois, Pierre; Tapiero, Charles S. 5 1997 Product of two multiple stochastic integrals with respect to a normal martingale. Zbl 0946.60033 Russo, Francesco; Vallois, Pierre 5 1998 Non-causal stochastic integration for lad lag processes. Zbl 0829.60046 Russo, Francesco; Vallois, Pierre 5 1993 On Kummer’s distribution of type two and a generalized beta distribution. Zbl 1380.62047 Hamza, Marwa; Vallois, Pierre 5 2016 Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times). Zbl 0723.60097 Vallois, P. 5 1991 On the joint law of the maximum and the inverse of local times of Brownian motion: Application to a theorem of Knight. (Sur la loi conjointe du maximum et de l’inverse du temps local du mouvement brownien: Application à un théorème de Knight.) Zbl 0738.60075 Vallois, P. 5 1991 Run length statistics and the Hurst exponent in random and birth-death random walks. Zbl 1080.60506 Tapiero, Charles S.; Vallois, Pierre 5 1996 On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations. Zbl 1192.60089 Salminen, Paavo H.; Vallois, Pierre 5 2009 Range of Brownian motion with drift. Zbl 1101.60063 Tanré, Etienne; Vallois, Pierre 4 2006 Brownian penalisations related to excursion lengths. VII. Zbl 1181.60046 Roynette, B.; Vallois, P.; Yor, M. 4 2009 Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV. Zbl 1164.60355 Roynette, Bernard; Vallois, Pierre; Yor, Marc 4 2007 Moments of an amplitude process in a random walk and approximations: Computations and applications. Zbl 0827.60058 Vallois, P.; Tapiero, C. S. 4 1995 Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes. Zbl 1183.60018 Roynette, Bernard; Vallois, Pierre; Volpi, Agnès 4 2008 Phenomenological modeling of tumor diameter growth based on a mixed effects model. Zbl 1403.92021 Bastogne, Thierry; Samson, A.; Vallois, P.; Wantz-Mézières, S.; Pinel, S.; Bechet, D.; Barberi-Heyob, M. 4 2010 Implied fractional hazard rates and default risk distributions. Zbl 1435.62374 Tapiero, Charles S.; Vallois, Pierre 4 2017 Approximation of the distribution of the supremum of a centered random walk. Application to the local score. Zbl 1045.60021 Etienne, M. P.; Vallois, P. 4 2004 Fractional extreme distributions. Zbl 1472.60021 Boudabsa, Lotfi; Simon, Thomas; Vallois, Pierre 4 2020 Fractional randomness. Zbl 1400.60020 Tapiero, Charles S.; Vallois, Pierre 4 2016 Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). Zbl 1329.60292 Mercier, Sabine; Lagnoux, Agnès; Vallois, Pierre 4 2015 Multinomial model-based formulations of TCP and NTCP for radiotherapy treatment planning. Zbl 1397.92337 Keinj, R.; Bastogne, Thierry; Vallois, P. 4 2011 Sur le passage de certaines marches aléatoires planes au-dessus d’une hyperbole équilatère. (On the crossing of certain planar random walks over an equilateral hyperbola). Zbl 0701.60069 Vallois, P. 4 1989 Penalisations of multidimensional Brownian motion. VI. Zbl 1189.60069 Roynette, Bernard; Vallois, Pierre; Yor, Marc 4 2009 Approximation via regularization of the local time of semimartingales and Brownian motion. Zbl 1151.60329 Bérard Bergery, Blandine; Vallois, Pierre 3 2008 Penalizations and some extensions of Pitman’s theorem relative to Brownian motion and its one-sided maximum. (Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement Brownien et à son maximum unilatère.) Zbl 1124.60034 Roynette, Bernard; Vallois, Pierre; Yor, Marc 3 2006 Limiting laws associated with Brownian motion perturbated by normalized exponential weights. Zbl 1031.60021 Roynette, Bernard; Vallois, Pierre; Yor, Marc 3 2003 Instability of certain nonlinear stochastic differential equations. (Instabilité de certaines équations différentielles stochastiques non linéaires.) Zbl 0821.60063 Roynette, B.; Vallois, P. 3 1995 On the joint distribution of the supremum and terminal value of a uniformly integrable martingale. Zbl 0828.60030 Vallois, Pierre 3 1993 A family of generalized gamma convoluted variables. Zbl 1197.60012 Roynette, B.; Vallois, P.; Yor, M. 3 2009 Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\). Zbl 1155.60329 Roynette, Bernard; Vallois, Pierre; Yor, Marc 2 2006 Level crossing times for certain processes without positive jumps. Zbl 0883.60073 Dozzi, Marco; Vallois, Pierre 2 1997 The range process in random walks: theoretical results and applications. Zbl 1057.60501 Vallois, Pierre; Tapiero, Charles S. 2 1997 A solution to Skorokhod’s embedding for linear Brownian motion and its local time. Zbl 1026.60047 Roynette, B.; Vallois, P.; Yor, M. 2 2002 Stochastic calculus via regularizations. Zbl 07555486 Russo, Francesco; Vallois, Pierre 2 2022 Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score. Zbl 1323.60109 Chabriac, Claudie; Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre 2 2014 Probability density function of the local score position. Zbl 1422.60062 Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre 2 2019 Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding. Zbl 1224.60076 Roynette, B.; Vallois, P.; Yor, M. 2 2008 Amplitude of the Brownian motion and juxtaposition of positive and negative excursions. (Amplitude du mouvement brownien et juxtaposition des excursions positives et négatives.) Zbl 0763.60038 Vallois, Pierre 2 1992 A claims persistence process and insurance. Zbl 1162.91441 Vallois, Pierre; Tapiero, Charles S. 1 2009 Some Brownian local time approximations. (Quelques approximations du temps local brownien.) Zbl 1121.60081 Bergery, Blandine Bérard; Vallois, Pierre 1 2007 The laws of Brownian local time integrals. Zbl 1123.60065 Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc 1 1999 Statistical analysis of unidirectional multicracking of coatings by a two-dimensional Poisson point process. Zbl 1243.74172 Mézin, André; Vallois, Pierre 1 2000 Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. Zbl 1514.60064 Garino, Valentin; Nourdin, Ivan; Vallois, Pierre 1 2022 Fractional randomness and the Brownian bridge. Zbl 1514.60050 Tapiero, Charles S.; Vallois, Pierre 1 2018 Randomness and fractional stable distributions. Zbl 1514.60030 Tapiero, Charles S.; Vallois, Pierre 1 2018 Convoluted Brownian motion: a semimartingale approach. Zbl 1374.60065 Roelly, Sylvie; Vallois, Pierre 1 2016 Provisioning against borrowers default risk. Zbl 1348.91177 Nichil, Geoffrey; Vallois, Pierre 1 2016 Stochastic calculus via regularizations. Zbl 07555486 Russo, Francesco; Vallois, Pierre 2 2022 Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. Zbl 1514.60064 Garino, Valentin; Nourdin, Ivan; Vallois, Pierre 1 2022 Fractional extreme distributions. Zbl 1472.60021 Boudabsa, Lotfi; Simon, Thomas; Vallois, Pierre 4 2020 Probability density function of the local score position. Zbl 1422.60062 Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre 2 2019 Fractional randomness and the Brownian bridge. Zbl 1514.60050 Tapiero, Charles S.; Vallois, Pierre 1 2018 Randomness and fractional stable distributions. Zbl 1514.60030 Tapiero, Charles S.; Vallois, Pierre 1 2018 Implied fractional hazard rates and default risk distributions. Zbl 1435.62374 Tapiero, Charles S.; Vallois, Pierre 4 2017 On Kummer’s distribution of type two and a generalized beta distribution. Zbl 1380.62047 Hamza, Marwa; Vallois, Pierre 5 2016 Fractional randomness. Zbl 1400.60020 Tapiero, Charles S.; Vallois, Pierre 4 2016 Convoluted Brownian motion: a semimartingale approach. Zbl 1374.60065 Roelly, Sylvie; Vallois, Pierre 1 2016 Provisioning against borrowers default risk. Zbl 1348.91177 Nichil, Geoffrey; Vallois, Pierre 1 2016 The logistic S. D. E. Zbl 1363.60074 Giet, Jean-Sébastien; Vallois, Pierre; Wantz-Mézières, Sophie 6 2015 Probability that the maximum of the reflected Brownian motion over a finite interval \([0,t]\) is achieved by its last zero before \(t\). Zbl 1329.60292 Mercier, Sabine; Lagnoux, Agnès; Vallois, Pierre 4 2015 Elements related to the largest complete excursion of a reflected BM stopped at a fixed time. Application to local score. Zbl 1323.60109 Chabriac, Claudie; Lagnoux, Agnès; Mercier, Sabine; Vallois, Pierre 2 2014 Persistent random walks, variable length Markov chains and piecewise deterministic Markov processes. Zbl 1303.60065 Cénac, P.; Chauvin, B.; Herrmann, S.; Vallois, P. 7 2013 Independence properties of the Matsumoto-Yor type. Zbl 1250.62010 Koudou, A. E.; Vallois, P. 13 2012 Tumor growth modeling based on cell and tumor lifespans. Zbl 1337.92110 Keinj, R.; Bastogne, T.; Vallois, P. 6 2012 Which distributions have the Matsumoto-Yor property? Zbl 1244.60016 Koudou, Angelo Efoevi; Vallois, Pierre 8 2011 Multinomial model-based formulations of TCP and NTCP for radiotherapy treatment planning. Zbl 1397.92337 Keinj, R.; Bastogne, Thierry; Vallois, P. 4 2011 From persistent random walk to the telegraph noise. Zbl 1196.60082 Herrmann, S.; Vallois, P. 6 2010 Phenomenological modeling of tumor diameter growth based on a mixed effects model. Zbl 1403.92021 Bastogne, Thierry; Samson, A.; Vallois, P.; Wantz-Mézières, S.; Pinel, S.; Bechet, D.; Barberi-Heyob, M. 4 2010 On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations. Zbl 1192.60089 Salminen, Paavo H.; Vallois, Pierre 5 2009 Brownian penalisations related to excursion lengths. VII. Zbl 1181.60046 Roynette, B.; Vallois, P.; Yor, M. 4 2009 Penalisations of multidimensional Brownian motion. VI. Zbl 1189.60069 Roynette, Bernard; Vallois, Pierre; Yor, Marc 4 2009 A family of generalized gamma convoluted variables. Zbl 1197.60012 Roynette, B.; Vallois, P.; Yor, M. 3 2009 A claims persistence process and insurance. Zbl 1162.91441 Vallois, Pierre; Tapiero, Charles S. 1 2009 On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\). Zbl 1212.60070 Donati-Martin, Catherine; Roynette, Bernard; Vallois, Pierre; Yor, Marc 14 2008 Penalizing a \(BES(d)\) process \((0<d<2)\) with a function of its local time. V. Zbl 1164.60307 Roynette, Bernard; Vallois, Pierre; Yor, Marc 6 2008 Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes. Zbl 1183.60018 Roynette, Bernard; Vallois, Pierre; Volpi, Agnès 4 2008 Approximation via regularization of the local time of semimartingales and Brownian motion. Zbl 1151.60329 Bérard Bergery, Blandine; Vallois, Pierre 3 2008 Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding. Zbl 1224.60076 Roynette, B.; Vallois, P.; Yor, M. 2 2008 Elements of stochastic calculus via regularization. Zbl 1126.60045 Russo, Francesco; Vallois, Pierre 57 2007 On the excursion theory for linear diffusions. Zbl 1160.60024 Salminen, Paavo; Vallois, Pierre; Yor, Marc 24 2007 On maximum increase and decrease of Brownian motion. Zbl 1173.60338 Salminen, Paavo; Vallois, Pierre 11 2007 Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV. Zbl 1164.60355 Roynette, Bernard; Vallois, Pierre; Yor, Marc 4 2007 Some Brownian local time approximations. (Quelques approximations du temps local brownien.) Zbl 1121.60081 Bergery, Blandine Bérard; Vallois, Pierre 1 2007 Some penalisations of the Wiener measure. Zbl 1160.60315 Roynette, B.; Vallois, P.; Yor, M. 28 2006 Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II. Zbl 1121.60004 Roynette, Bernard; Vallois, Pierre; Yor, Marc 23 2006 Limiting laws assiciated with Brownian motion perturbed by normalized exponential weights, I. Zbl 1121.60027 Roynette, Bernard; Vallois, Pierre; Yor, Marc 17 2006 Range of Brownian motion with drift. Zbl 1101.60063 Tanré, Etienne; Vallois, Pierre 4 2006 Penalizations and some extensions of Pitman’s theorem relative to Brownian motion and its one-sided maximum. (Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement Brownien et à son maximum unilatère.) Zbl 1124.60034 Roynette, Bernard; Vallois, Pierre; Yor, Marc 3 2006 Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\). Zbl 1155.60329 Roynette, Bernard; Vallois, Pierre; Yor, Marc 2 2006 \(m\)-order integrals and generalized Itô’s formula; the case of a fractional Brownian motion with any Hurst index. Zbl 1083.60045 Gradinaru, Mihai; Nourdin, Ivan; Russo, Francesco; Vallois, Pierre 59 2005 Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III. Zbl 1150.60308 Roynette, Bernard; Vallois, Pierre; Yor, Marc 10 2005 On first range times of linear diffusions. Zbl 1085.60057 Salminen, Paavo; Vallois, Pierre 6 2005 Approximation of the distribution of the supremum of a centered random walk. Application to the local score. Zbl 1045.60021 Etienne, M. P.; Vallois, P. 4 2004 Generalized covariations, local time and Stratonovich Itô’s formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). Zbl 1059.60067 Gradinaru, Mihai; Russo, Francesco; Vallois, Pierre 35 2003 Asymptotic behavior of the local score of independent and identically distributed random sequences. Zbl 1075.60516 Daudin, Jean-Jacques; Etienne, Marie Pierre; Vallois, Pierre 6 2003 Limiting laws associated with Brownian motion perturbated by normalized exponential weights. Zbl 1031.60021 Roynette, Bernard; Vallois, Pierre; Yor, Marc 3 2003 Itô’s formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus. Zbl 0999.60048 Errami, Mohammed; Russo, Francesco; Vallois, Pierre 20 2002 On independent times and positions for Brownian motions. Zbl 1055.60078 de Meyer, Bernard; Roynette, Bernard; Vallois, Pierre; Yor, Marc 6 2002 A solution to Skorokhod’s embedding for linear Brownian motion and its local time. Zbl 1026.60047 Roynette, B.; Vallois, P.; Yor, M. 2 2002 A generalized class of Lyons-Zheng processes. Zbl 0988.60053 Russo, Francesco; Vallois, Pierre; Wolf, Jochen 8 2001 Branching process associated with 2D-Navier-Stokes equation. Zbl 1013.35063 Benachour, Saïd; Roynette, Bernard; Vallois, Pierre 6 2001 Stochastic calculus with respect to continuous finite quadratic variation processes. Zbl 0981.60053 Russo, Francesco; Vallois, Pierre 60 2000 Statistical analysis of unidirectional multicracking of coatings by a two-dimensional Poisson point process. Zbl 1243.74172 Mézin, André; Vallois, Pierre 1 2000 Abel transform and integrals of Bessel local times. Zbl 0937.60080 Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc 10 1999 Explicit solutions of some fourth order partial differential equations via iterated Brownian motion. Zbl 0945.60083 Benachour, S.; Roynette, B.; Vallois, P. 6 1999 The laws of Brownian local time integrals. Zbl 1123.60065 Gradinaru, Mihai; Roynette, Bernard; Vallois, Pierre; Yor, Marc 1 1999 Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos. Zbl 0932.60063 Benachour, S.; Roynette, B.; Talay, D.; Vallois, P. 44 1998 Nonlinear self-stabilizing processes. II: Convergence to invariant probability. Zbl 0932.60064 Benachour, S.; Roynette, B.; Vallois, P. 28 1998 Product of two multiple stochastic integrals with respect to a normal martingale. Zbl 0946.60033 Russo, Francesco; Vallois, Pierre 5 1998 Asymptotic estimates of solutions of \(u_ t - \frac12\Delta u =-|\nabla u|\) in \(\mathbb{R}_ + \times \mathbb{R}^ d,\quad d\geq 2\). Zbl 0869.35052 Benachour, S.; Roynette, B.; Vallois, P. 18 1997 Range reliability in random walks. Zbl 0894.60081 Vallois, Pierre; Tapiero, Charles S. 5 1997 Level crossing times for certain processes without positive jumps. Zbl 0883.60073 Dozzi, Marco; Vallois, Pierre 2 1997 The range process in random walks: theoretical results and applications. Zbl 1057.60501 Vallois, Pierre; Tapiero, Charles S. 2 1997 Ito formula for \(C^ 1\)-functions of semimartingales. Zbl 0838.60045 Russo, F.; Vallois, P. 39 1996 Processes associated to the porous medium equation. (Processus associés à l’équation des milieux poreux.) Zbl 0892.60071 Benachour, S.; Chassaing, P.; Roynette, B.; Vallois, P. 17 1996 The range of a simple random walk on \(\mathbb{Z}\). Zbl 0867.60040 Vallois, P. 10 1996 Solutions fondamentales de \(u_ t-{1\over 2}u_{xx}\). Zbl 0868.35048 Benachour, S.; Roynette, B.; Vallois, P. 8 1996 Run length statistics and the Hurst exponent in random and birth-death random walks. Zbl 1080.60506 Tapiero, Charles S.; Vallois, Pierre 5 1996 The generalized covariation process and Itô formula. Zbl 0840.60052 Russo, Francesco; Vallois, Pierre 56 1995 Decomposing the Brownian path via the range process. Zbl 0820.60063 Vallois, P. 7 1995 Moments of an amplitude process in a random walk and approximations: Computations and applications. Zbl 0827.60058 Vallois, P.; Tapiero, C. S. 4 1995 Instability of certain nonlinear stochastic differential equations. (Instabilité de certaines équations différentielles stochastiques non linéaires.) Zbl 0821.60063 Roynette, B.; Vallois, P. 3 1995 On the law of the maximum and the local time of a uniformly integrable continuous martingale. (Sur la loi du maximum et du temps local d’une martingale continue uniformément intégrable.) Zbl 0807.60041 Vallois, P. 5 1994 Forward, backward and symmetric stochastic integration. Zbl 0792.60046 Russo, Francesco; Vallois, Pierre 134 1993 A diffusion process stopped at the first time its amplitude reaches a fixed level. (Diffusion arrêtée au premier instant où l’amplitude atteint un niveau donné.) Zbl 0808.60069 Vallois, Pierre 6 1993 Non-causal stochastic integration for lad lag processes. Zbl 0829.60046 Russo, Francesco; Vallois, Pierre 5 1993 On the joint distribution of the supremum and terminal value of a uniformly integrable martingale. Zbl 0828.60030 Vallois, Pierre 3 1993 Some inequalities with local times in zero of a Brownian motion. (Quelques inégalités avec le temps local en zero du mouvement Brownien.) Zbl 0754.60089 Vallois, P. 10 1992 Amplitude of the Brownian motion and juxtaposition of positive and negative excursions. (Amplitude du mouvement brownien et juxtaposition des excursions positives et négatives.) Zbl 0763.60038 Vallois, Pierre 2 1992 Intégrales progressive, rétrograde et symétrique de processus non adaptés. (Forward, backward and symmetric integrals of non adapted processes). Zbl 0723.60058 Russo, Francesco; Vallois, Pierre 11 1991 La loi Gaussienne inverse généralisée comme premier ou dernier temps de passage de diffusions. (The inverse generalized Gaussian distribution as first or last passage time of diffusions.). Zbl 0727.60090 Vallois, Pierre 7 1991 Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times). Zbl 0723.60097 Vallois, P. 5 1991 On the joint law of the maximum and the inverse of local times of Brownian motion: Application to a theorem of Knight. (Sur la loi conjointe du maximum et de l’inverse du temps local du mouvement brownien: Application à un théorème de Knight.) Zbl 0738.60075 Vallois, P. 5 1991 Sur le passage de certaines marches aléatoires planes au-dessus d’une hyperbole équilatère. (On the crossing of certain planar random walks over an equilateral hyperbola). Zbl 0701.60069 Vallois, P. 4 1989 Le problème de Skorokhod sur R: Une approche avec le temps local. Zbl 0512.60071 Vallois, Pierre 12 1983 all cited Publications top 5 cited Publications all top 5 Cited by 698 Authors 44 Vallois, Pierre 39 Russo, Francesco 21 Nualart, David 20 Yor, Marc 19 Yan, Litan 13 Nourdin, Ivan 13 Roynette, Bernard 11 Øksendal, Bernt Karsten 10 Tudor, Ciprian A. 10 Tugaut, Julian 10 Yano, Kouji 8 Laurençot, Philippe 8 León, Jorge A. 8 Najnudel, Joseph 8 Obloj, Jan K. 8 Tindel, Samy 7 Di Girolami, Cristina 7 Gubinelli, Massimiliano 7 Hobson, David Graham 7 Hu, Yaozhong 7 Malrieu, Florent 7 Salminen, Paavo H. 7 Tapiero, Charles S. 6 Röckner, Michael 6 Sun, Xichao 6 Wiśniewolski, Maciej 6 Yano, Yuko 6 Zähle, Martina 5 Benachour, Said 5 Cénac, Peggy 5 Cox, Alexander Matthew Gordon 5 Di Nunno, Giulia 5 Iagar, Razvan Gabriel 5 Koudou, Angelo Efoévi 5 Olivera, Christian 5 Orsingher, Enzo 5 Rovira, Carles 5 Simon, Thomas 5 Unterberger, Jérémie M. 5 Yu, Xianye 4 Barbu, Viorel 4 Bastogne, Thierry 4 Cosso, Andrea 4 Coutin, Laure 4 de Loynes, Basile 4 Gradinaru, Mihai 4 Harnett, Daniel 4 Hinz, Michael 4 Jakubowski, Jacek 4 Jourdain, Benjamin 4 Karatzas, Ioannis 4 Mercier, Sabine 4 Offret, Yoann 4 Perkowski, Nicolas 4 Ruf, Johannes 4 Torres, Soledad 4 Wesołowski, Jacek 4 Xu, Yong 4 Yen, Ju-Yi J. 4 Zhang, Hongzhong 3 Bandini, Elena 3 Bérard Bergery, Blandine 3 Biagini, Francesca 3 Bolley, François 3 Çağlar, Mine 3 Champagnat, Nicolas 3 Chen, Chao 3 Cont, Rama 3 De Angelis, Tiziano 3 De Gregorio, Alessandro 3 Flandoli, Franco 3 Fontbona, Joaquin 3 Fournier, Nicolas 3 Gushchin, Aleksandr Aleksandrovich 3 Hadjiliadis, Olympia 3 Jolis, Maria 3 Khodabin, Morteza 3 Kim, Yoontae 3 Konzou, Essomanda 3 Liu, Junfeng 3 Liu, Yanghui 3 Meyer-Brandis, Thilo 3 Mishura, Yuliya Stepanivna 3 Nikeghbali, Ashkan 3 Ohashi, Alberto Masayoshi F. 3 Oudjane, Nadia 3 Pei, Bin 3 Piliszek, Agnieszka 3 Pitman, Jim William 3 Profeta, Christophe 3 Proske, Frank Norbert 3 Shaposhnikov, Stanislav V. 3 Song, Yulin 3 Swanson, Jason 3 Tan, Xiaolu 3 Torebek, Berikbol Tillabayuly 3 Vardar-Acar, Ceren 3 Veraar, Mark C. 3 Viens, Frederi G. 3 Villemonais, Denis ...and 598 more Authors all top 5 Cited in 163 Serials 71 Stochastic Processes and their Applications 39 The Annals of Probability 24 Bernoulli 23 Journal of Theoretical Probability 19 Statistics & Probability Letters 18 Stochastics 17 The Annals of Applied Probability 17 Annales de l’Institut Henri Poincaré. 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Series B 1 Acta Applicandae Mathematicae 1 Journal of the American Mathematical Society 1 Forum Mathematicum 1 Journal of Integral Equations and Applications 1 Journal of Applied Mathematics and Stochastic Analysis 1 Annals of Operations Research ...and 63 more Serials all top 5 Cited in 37 Fields 546 Probability theory and stochastic processes (60-XX) 107 Partial differential equations (35-XX) 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Statistics (62-XX) 35 Numerical analysis (65-XX) 26 Ordinary differential equations (34-XX) 25 Statistical mechanics, structure of matter (82-XX) 24 Biology and other natural sciences (92-XX) 22 Real functions (26-XX) 19 Systems theory; control (93-XX) 18 Dynamical systems and ergodic theory (37-XX) 13 Fluid mechanics (76-XX) 11 Global analysis, analysis on manifolds (58-XX) 10 Operator theory (47-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Combinatorics (05-XX) 5 Measure and integration (28-XX) 5 Functional analysis (46-XX) 5 Quantum theory (81-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Integral equations (45-XX) 4 Operations research, mathematical programming (90-XX) 3 Special functions (33-XX) 3 Approximations and expansions (41-XX) 3 Computer science (68-XX) 2 Number theory (11-XX) 2 Associative rings and algebras (16-XX) 2 Potential theory (31-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Mechanics of deformable solids (74-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year