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## Simon, Thomas

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 Author ID: simon.thomas Published as: Simon, Thomas; Simon, Tomas; Simon, T. Homepage: http://math.univ-lille1.fr/~simon/ External Links: MGP
 Documents Indexed: 55 Publications since 1998, including 1 Book Reviewing Activity: 77 Reviews
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#### Co-Authors

 27 single-authored 4 Profeta, Christophe 3 Aurzada, Frank 3 Bosch, Pierre 3 Jedidi, Wissem 3 Letemplier, Julien 3 Nourdin, Ivan 3 Wang, Min 1 Andersen, Lars Nørvang 1 Arnaudon, Marc 1 Asmussen, Søren 1 Bondesson, Lennart 1 Boudabsa, Lotfi 1 Efros, Alexei A. 1 Glynn, Peter W. 1 Hasebe, Takahiro 1 Kadankova, Tetyana 1 Kholgade, Natasha 1 Lachal, Aimé 1 Lifshits, Mikhail A. 1 Maejima, Makoto 1 Patie, Pierre 1 Pihlsgård, Mats 1 Sheikh, Yaser 1 Vallois, Pierre
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#### Serials

 3 Statistics & Probability Letters 3 Probability Theory and Related Fields 3 Electronic Journal of Probability 3 Bernoulli 3 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 The Annals of Probability 2 Proceedings of the American Mathematical Society 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Potential Analysis 2 Electronic Communications in Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Rocky Mountain Journal of Mathematics 1 Arkiv för Matematik 1 Annales de l’Institut Fourier 1 Journal of Approximation Theory 1 Journal of Mathematics of Kyoto University 1 Mathematische Nachrichten 1 Studia Scientiarum Mathematicarum Hungarica 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 ACM Transactions on Graphics 1 Constructive Approximation 1 Journal of Theoretical Probability 1 Stochastic Processes and their Applications 1 Expositiones Mathematicae 1 Indagationes Mathematicae. New Series 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Integral Transforms and Special Functions 1 Theory of Stochastic Processes 1 Stochastics 1 Lecture Notes in Mathematics
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#### Fields

 50 Probability theory and stochastic processes (60-XX) 10 Special functions (33-XX) 4 Real functions (26-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Statistics (62-XX) 2 Integral transforms, operational calculus (44-XX) 2 Functional analysis (46-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX)

#### Citations contained in zbMATH Open

46 Publications have been cited 317 times in 244 Documents Cited by Year
Comparing Fréchet and positive stable laws. Zbl 1288.60018
Simon, Thomas
2014
Persistence probabilities and exponents. Zbl 1338.60077
2015
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion. Zbl 1091.60008
Nourdin, Ivan; Simon, Thomas
2006
Small deviations for fractional stable processes. Zbl 1070.60042
Lifshits, Mikhail; Simon, Thomas
2005
On the absolute continuity of Lévy processes with drift. Zbl 1099.60045
Nourdin, Ivan; Simon, Thomas
2006
Intertwining certain fractional derivatives. Zbl 1259.60040
Patie, Pierre; Simon, Thomas
2012
Hitting densities for spectrally positive stable processes. Zbl 1231.60042
Simon, Thomas
2011
Support theorem for jump processes. Zbl 1045.60063
Simon, Thomas
2000
Multiplicative strong unimodality for positive stable laws. Zbl 1222.60020
Simon, Thomas
2011
On the small deviations of a Lévy process. (Sur les petites déviations d’un processus de Lévy.) Zbl 0969.60053
Simon, Thomas
2001
Mittag-Leffler functions and stable Lévy processes without negative jumps. (Fonctions de Mittag-Leffler et processus de Lévy stables sans sauts négatifs.) Zbl 1194.33022
Simon, Thomas
2010
Correcting Newton-Côtes integrals by Lévy areas. Zbl 1132.60047
Nourdin, Ivan; Simon, Thomas
2007
Further examples of GGC and HCM densities. Zbl 1303.60016
Jedidi, Wissem; Simon, Thomas
2013
On the harmonic measure of stable processes. Zbl 1367.60057
Profeta, Christophe; Simon, Thomas
2016
The lower tail problem for homogeneous functionals of stable processes with no negative jumps. Zbl 1145.60027
Simon, Thomas
2007
Persistence of integrated stable processes. Zbl 1375.60090
Profeta, Christophe; Simon, Thomas
2015
A proof of Bondesson’s conjecture on stable densities. Zbl 1364.60027
Bosch, Pierre; Simon, Thomas
2016
On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes. Zbl 1238.60067
Simon, Thomas
2011
Windings of the stable Kolmogorov process. Zbl 1329.60124
Profeta, Christophe; Simon, Thomas
2015
Density solutions to a class of integro-differential equations. Zbl 1376.45007
Jedidi, Wissem; Simon, Thomas; Wang, Min
2018
Small deviations in $$p$$-variation for multidimensional Lévy processes. Zbl 1060.60047
Simon, Thomas
2003
On the self-decomposability of the Fréchet distribution. Zbl 1287.60023
Bosch, Pierre; Simon, Thomas
2013
The area of a spectrally positive stable process stopped at zero. Zbl 1410.60047
Letemplier, Julien; Simon, Thomas
2018
On the infinite divisibility of inverse beta distributions. Zbl 1362.60012
Bosch, Pierre; Simon, Thomas
2015
On the law of homogeneous stable functionals. Zbl 1411.60070
Letemplier, Julien; Simon, Thomas
2019
On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data. Zbl 1155.35114
Simon, Thomas
2008
Positive stable densities and the bell-shape. Zbl 1320.60047
Simon, Thomas
2015
Mittag-Leffler functions and complete monotonicity. Zbl 1311.33014
Simon, Thomas
2015
Some properties of the free stable distributions. Zbl 07199306
Hasebe, Takahiro; Simon, Thomas; Wang, Min
2020
Subordination in the wide sense for Lévy processes. Zbl 0944.60049
Simon, Thomas
1999
Small ball probabilities for stable convolutions. Zbl 1184.60010
2007
Small ball estimates in $$p$$-variation for stable processes. Zbl 1074.60055
Simon, T.
2004
A multiplicative short proof for the unimodality of stable densities. Zbl 1244.60017
Simon, Thomas
2011
Total positivity of a Cauchy kernel. Zbl 1292.15035
Simon, Thomas
2014
Small deviations of non-Gaussian processes. Zbl 1142.60317
Simon, Tomas
2007
Concentration of the Brownian bridge on the hyperbolic plane. Zbl 1018.60080
Simon, Thomas
2002
Support theorem for processes with jumps. (Théorème de support pour processus à sauts.) Zbl 0943.60089
Simon, Thomas
1999
Unimodality of hitting times for stable processes. Zbl 1390.60175
Letemplier, Julien; Simon, Thomas
2014
On the unimodality of power transformations of positive stable densities. Zbl 1236.60019
Simon, Thomas
2012
Beta-gamma product and sign-regularity. (Produit beta-gamma et régularité du signe.) Zbl 1349.15024
Simon, Thomas
2014
Support of a Marcus equation in dimension $$1$$. Zbl 0966.60051
Simon, Thomas
2000
Chung’s law for homogeneous Brownian functionals. Zbl 1210.60029
Lachal, Aimé; Simon, Thomas
2010
Small deviations and support of a Lévy process. (Petites déviations et support d’un processus de Lévy.) Zbl 0937.60044
Simon, Thomas
1999
Support of an Itô equation with jumps in dimension 1. (Support d’une équation d’Itô avec sauts en dimension 1.) Zbl 1042.60035
Simon, Thomas
2003
Total positivity in stable semigroups. Zbl 1385.60009
Simon, Thomas
2016
Diffusion hitting times and the bell-shape. Zbl 1333.60172
Jedidi, Wissem; Simon, Thomas
2015
Some properties of the free stable distributions. Zbl 07199306
Hasebe, Takahiro; Simon, Thomas; Wang, Min
2020
On the law of homogeneous stable functionals. Zbl 1411.60070
Letemplier, Julien; Simon, Thomas
2019
Density solutions to a class of integro-differential equations. Zbl 1376.45007
Jedidi, Wissem; Simon, Thomas; Wang, Min
2018
The area of a spectrally positive stable process stopped at zero. Zbl 1410.60047
Letemplier, Julien; Simon, Thomas
2018
On the harmonic measure of stable processes. Zbl 1367.60057
Profeta, Christophe; Simon, Thomas
2016
A proof of Bondesson’s conjecture on stable densities. Zbl 1364.60027
Bosch, Pierre; Simon, Thomas
2016
Total positivity in stable semigroups. Zbl 1385.60009
Simon, Thomas
2016
Persistence probabilities and exponents. Zbl 1338.60077
2015
Persistence of integrated stable processes. Zbl 1375.60090
Profeta, Christophe; Simon, Thomas
2015
Windings of the stable Kolmogorov process. Zbl 1329.60124
Profeta, Christophe; Simon, Thomas
2015
On the infinite divisibility of inverse beta distributions. Zbl 1362.60012
Bosch, Pierre; Simon, Thomas
2015
Positive stable densities and the bell-shape. Zbl 1320.60047
Simon, Thomas
2015
Mittag-Leffler functions and complete monotonicity. Zbl 1311.33014
Simon, Thomas
2015
Diffusion hitting times and the bell-shape. Zbl 1333.60172
Jedidi, Wissem; Simon, Thomas
2015
Comparing Fréchet and positive stable laws. Zbl 1288.60018
Simon, Thomas
2014
Total positivity of a Cauchy kernel. Zbl 1292.15035
Simon, Thomas
2014
Unimodality of hitting times for stable processes. Zbl 1390.60175
Letemplier, Julien; Simon, Thomas
2014
Beta-gamma product and sign-regularity. (Produit beta-gamma et régularité du signe.) Zbl 1349.15024
Simon, Thomas
2014
Further examples of GGC and HCM densities. Zbl 1303.60016
Jedidi, Wissem; Simon, Thomas
2013
On the self-decomposability of the Fréchet distribution. Zbl 1287.60023
Bosch, Pierre; Simon, Thomas
2013
Intertwining certain fractional derivatives. Zbl 1259.60040
Patie, Pierre; Simon, Thomas
2012
On the unimodality of power transformations of positive stable densities. Zbl 1236.60019
Simon, Thomas
2012
Hitting densities for spectrally positive stable processes. Zbl 1231.60042
Simon, Thomas
2011
Multiplicative strong unimodality for positive stable laws. Zbl 1222.60020
Simon, Thomas
2011
On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes. Zbl 1238.60067
Simon, Thomas
2011
A multiplicative short proof for the unimodality of stable densities. Zbl 1244.60017
Simon, Thomas
2011
Mittag-Leffler functions and stable Lévy processes without negative jumps. (Fonctions de Mittag-Leffler et processus de Lévy stables sans sauts négatifs.) Zbl 1194.33022
Simon, Thomas
2010
Chung’s law for homogeneous Brownian functionals. Zbl 1210.60029
Lachal, Aimé; Simon, Thomas
2010
On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data. Zbl 1155.35114
Simon, Thomas
2008
Correcting Newton-Côtes integrals by Lévy areas. Zbl 1132.60047
Nourdin, Ivan; Simon, Thomas
2007
The lower tail problem for homogeneous functionals of stable processes with no negative jumps. Zbl 1145.60027
Simon, Thomas
2007
Small ball probabilities for stable convolutions. Zbl 1184.60010
2007
Small deviations of non-Gaussian processes. Zbl 1142.60317
Simon, Tomas
2007
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion. Zbl 1091.60008
Nourdin, Ivan; Simon, Thomas
2006
On the absolute continuity of Lévy processes with drift. Zbl 1099.60045
Nourdin, Ivan; Simon, Thomas
2006
Small deviations for fractional stable processes. Zbl 1070.60042
Lifshits, Mikhail; Simon, Thomas
2005
Small ball estimates in $$p$$-variation for stable processes. Zbl 1074.60055
Simon, T.
2004
Small deviations in $$p$$-variation for multidimensional Lévy processes. Zbl 1060.60047
Simon, Thomas
2003
Support of an Itô equation with jumps in dimension 1. (Support d’une équation d’Itô avec sauts en dimension 1.) Zbl 1042.60035
Simon, Thomas
2003
Concentration of the Brownian bridge on the hyperbolic plane. Zbl 1018.60080
Simon, Thomas
2002
On the small deviations of a Lévy process. (Sur les petites déviations d’un processus de Lévy.) Zbl 0969.60053
Simon, Thomas
2001
Support theorem for jump processes. Zbl 1045.60063
Simon, Thomas
2000
Support of a Marcus equation in dimension $$1$$. Zbl 0966.60051
Simon, Thomas
2000
Subordination in the wide sense for Lévy processes. Zbl 0944.60049
Simon, Thomas
1999
Support theorem for processes with jumps. (Théorème de support pour processus à sauts.) Zbl 0943.60089
Simon, Thomas
1999
Small deviations and support of a Lévy process. (Petites déviations et support d’un processus de Lévy.) Zbl 0937.60044
Simon, Thomas
1999
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#### Cited by 294 Authors

 32 Simon, Thomas 15 Aurzada, Frank 11 Nourdin, Ivan 7 Patie, Pierre 6 Fan, Xiliang 6 Kyprianou, Andreas E. 6 Nane, Erkan 6 Profeta, Christophe 5 Leonenko, Nikolai N. 5 Lifshits, Mikhail A. 5 Mijena, Jebessa B. 5 Molchan, George M. 5 Neuenkirch, Andreas 4 Bäumer, Boris 4 Döring, Leif 4 Foondun, Mohammud 4 Jedidi, Wissem 4 Kovács, Mihály 4 Kulik, Alexey M. 4 Linde, Werner 4 Meerschaert, Mark Marvin 4 Sankaranarayanan, Harish 4 Saussereau, Bruno 4 Tindel, Samy 3 Bosch, Pierre 3 Buck, Micha 3 Dembo, Amir 3 Dereich, Steffen 3 Grzywny, Tomasz 3 Hasebe, Takahiro 3 Letemplier, Julien 3 Rivero, Víctor Manuel 3 Savov, Mladen Svetoslavov 3 Zhao, Yixuan 2 Anh, Vo V. 2 Asogwa, Sunday A. 2 Bodnarchuk, S. V. 2 Bondesson, Lennart 2 Chi, Zhiyi 2 Darses, Sébastien 2 Fatalov, Vadim Rolandovich 2 Fournier, Nicolas G. 2 Friz, Peter Karl 2 Guillotin-Plantard, Nadine 2 Hairer, Martin 2 Majumdar, Satya N. 2 Mukherjee, Sumit 2 Nayar, Piotr 2 Orsingher, Enzo 2 Ostrovskii, Dmitrii M. 2 Pakes, Anthony G. 2 Pavlyukevich, Ilya 2 Pène, Françoise 2 Ruiz-Medina, María Dolores 2 Schehr, Grégory 2 Schilling, René Leander 2 Shevchenko, Georgiy M. 2 Tkocz, Tomasz 2 Topp, Erwin 2 Torebek, Berikbol Tillabayuly 2 Wang, Jian 2 Wang, Min 2 Weissmann, Philip 2 Winkel, Matthias 2 Yan, Litan 2 Yangari, Miguel 2 Yin, Xiuwei 2 Zaporozhets, Dmitry 2 Zhou, Zhi 1 Abbassi, Mohamed Tahar Kadaoui 1 Aida, Shigeki 1 Allouba, Hassan 1 Alzer, Horst 1 Arizmendi, Octavio 1 Arjas, Elja 1 Arnaudon, Marc 1 Ascione, Giacomo 1 Bally, Vlad 1 Bardina, Xavier 1 Baricz, Árpád 1 Baudoin, Fabrice 1 Behme, Anita Diana 1 Beliaev, Dmitri B. 1 Belinsky, Eduard 1 Berger, David 1 Besalú, Mireia 1 Bet, Gianmarco 1 Beznea, Lucian 1 Bogachev, Vladimir Igorevich 1 Boudabsa, Lotfi 1 Boufoussi, Brahim 1 Bouleau, Nicolas 1 Bouzeffour, Fethi 1 Breton, Jean-Christophe 1 Bustin, Ronit 1 Can, Van Hao 1 Chevyrev, Ilya 1 Chorfi, Nejmeddine 1 Cîmpean, Iulian 1 Clement, Emmanuelle ...and 194 more Authors
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#### Cited in 84 Serials

 25 Stochastic Processes and their Applications 14 The Annals of Probability 12 Bernoulli 11 Journal of Theoretical Probability 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 Journal of Statistical Physics 8 Transactions of the American Mathematical Society 8 Statistics & Probability Letters 8 Probability Theory and Related Fields 6 Fractional Calculus & Applied Analysis 6 Stochastics 5 Journal of Mathematical Analysis and Applications 5 Proceedings of the American Mathematical Society 5 Potential Analysis 5 Electronic Journal of Probability 4 Inverse Problems 4 Journal of Differential Equations 3 Advances in Applied Probability 3 Journal of Applied Probability 3 Journal of Approximation Theory 3 Stochastic Analysis and Applications 3 Stochastics and Dynamics 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 International Journal of Stochastic Analysis 2 Journal of Mathematical Physics 2 Problems of Information Transmission 2 Ukrainian Mathematical Journal 2 Theory of Probability and its Applications 2 Journal of Computational and Applied Mathematics 2 NoDEA. Nonlinear Differential Equations and Applications 2 Bulletin des Sciences Mathématiques 2 Integral Transforms and Special Functions 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Evolution Equations 2 Discrete and Continuous Dynamical Systems. Series B 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Computational Physics 1 Rocky Mountain Journal of Mathematics 1 Studia Mathematica 1 Arkiv för Matematik 1 Reviews in Mathematical Physics 1 Chaos, Solitons and Fractals 1 Annales de l’Institut Fourier 1 The Annals of Statistics 1 BIT 1 Czechoslovak Mathematical Journal 1 Dissertationes Mathematicae 1 Journal of Functional Analysis 1 Journal of Multivariate Analysis 1 Mathematische Nachrichten 1 Mathematische Zeitschrift 1 Osaka Journal of Mathematics 1 Proceedings of the Japan Academy. Series A 1 Quaestiones Mathematicae 1 Probability and Mathematical Statistics 1 Journal of Complexity 1 Constructive Approximation 1 Applied Mathematics Letters 1 The Annals of Applied Probability 1 Expositiones Mathematicae 1 Indagationes Mathematicae. New Series 1 Vestnik St. Petersburg University. Mathematics 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Journal of Mathematical Sciences (New York) 1 Journal of Inverse and Ill-Posed Problems 1 Lifetime Data Analysis 1 Electronic Communications in Probability 1 Discrete and Continuous Dynamical Systems 1 Mathematical Problems in Engineering 1 Journal of Dynamical and Control Systems 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Nonlinear Analysis. Real World Applications 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Advances in Difference Equations 1 Journal of Statistical Mechanics: Theory and Experiment 1 Frontiers of Mathematics in China 1 Electronic Journal of Statistics 1 Ufimskiĭ Matematicheskiĭ Zhurnal 1 Analysis and Mathematical Physics 1 Communications in Mathematics and Statistics 1 Journal of Statistical Distributions and Applications
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#### Cited in 33 Fields

 206 Probability theory and stochastic processes (60-XX) 36 Partial differential equations (35-XX) 23 Real functions (26-XX) 16 Special functions (33-XX) 15 Operator theory (47-XX) 14 Numerical analysis (65-XX) 13 Statistics (62-XX) 10 Ordinary differential equations (34-XX) 8 Integral transforms, operational calculus (44-XX) 8 Functional analysis (46-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Integral equations (45-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Information and communication theory, circuits (94-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Convex and discrete geometry (52-XX) 3 Systems theory; control (93-XX) 2 Combinatorics (05-XX) 2 Measure and integration (28-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX)