Publications par année

Prépublications

Année 2012

  1. J. Buzzi and Lorenzo Zambotti. Mean mutual information and symmetry breaking for finite random fields. Ann. Inst. H. Poincaré (B) Probabilités et Statistiques, 48(2):343-367, 2012.

  2. J. Buzzi and Lorenzo Zambotti. Approximate maximizers of intricacy functionals. To appear in Probability Theory and Related Fields., 2012.

  3. S.-K. Bounebache and Lorenzo Zambotti. A skew stochastic heat equation. To appear in Journal of Theoretical Probability., 2012.

  4. Thomas Duquesne. The exact packing measure of Lévy trees. Stochastic Process. Appl., 122(3):968-1002, 2012.

  5. Thomas Duquesne and Guanying Wang. Exceptionally small balls in stable trees. To appear in Bulletin SMF, 2012.

  6. Nathalie Eisenbaum. Another failure in the analogy between gaussian and semicircle laws. In To appear in Séminaire de Probabilités XL, Lecture Notes in Math. Springer, Berlin, 2012.

  7. Nathalie Eisenbaum. Stochastic order for alpha-permanental point processes. Stochastic Process. Appl., 122(3):952-967, 2012.

  8. Elie Aidékon. Convergence in law of the minimum of a branching random walk. To appear in Annals of Probability (2012).

  9. Nathanaël Enriquez, Christophe Sabot, Laurent Tournier, and Olivier Zindy. Quenched limits for the fluctuations of transient random walks in random environment on ℤ. Annals of Applied Probability, 2012.

  10. Sonia Fourati. Explicit solutions of the exit problem for a class of Lévy processes. an application to the pricing of double barrier options. Stochastic Process. Appl., 122(3):1034-1067, 2012.

  11. Leif Döring and Mladen Savov. Chung lil for levy processes at small times. To appear in Bernoulli, 2012.

  12. Leif Döring and Matt Roberts. Catalytic branching processes via spine techniques and renewal theory. To appear in Séminaire de Probabilités, 2012.

  13. Leif Döring and Leonid Mytnik. Infinite rate mutually catalytic branching on the lattice and generalized voter processes. ALEA Lat. Am. J. Probab. Math. Stat., 9:1-51, 2012.

  14. Emmanuel Jacob. A Langevin process reflected at a partially elastic boundary: I. Stochastic Process. Appl., 122(1):191-216, 2012.

  15. Bruno Jaffuel. The critical barrier for the survival of branching random walk with absorption. To appear in Ann. Inst. Henri Poincaré Probab. Stat., 2012.

  16. David Brydges, Antoine Dahlqvist, and Gordon Slade. The strong interaction limit of continuous-time weakly self-avoiding walk, dans festschrift. Probability in Complex Physical Systems, on the honour of Erwin Bolthausen and Jurgen Gartner, 2012.

  17. Pascal Maillard. The number of absorbed individuals in branching brownian motion with a barrier. To appear in Ann. Inst. Henri Poincaré Probab. Stat., 2012.

  18. Salim Noreddine

    . Fluctuations of the trace of complex-valued iid random matrices. To appear in Séminaire de Probabilités Lecture Notes in Math., Springer, Berlin, 2012.

  19. Aurélien Deya, Salim Noreddine

    and Ivan Nourdin. Fourth moment theorem and q-Brownian chaos To appear Comm. Math. Physics., 2012.

  20. Alexanderl Walsh. Stochastic integration with respect to additive functionals of zero quadratic variation. To appear in Bernoulli

    , 2012.

Année 2011

  1. Paavo Salminen and Marc Yor. On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes. Period. Math. Hungar., 62(1):75-101, 2011.

  2. Ju-Yi Yen and Marc Yor. Truncation functions and Laplace transform. Statist. Probab. Lett., 81(3):417-419, 2011.

  3. David Baker and Marc Yor. On martingales with given marginals and the scaling property. In Séminaire de Probabilités XLIII, volume 2006 of Lecture Notes in Math., pages 437-439. Springer, Berlin, 2011.

  4. David Baker, Catherine Donati-Martin, and Marc Yor. A sequence of Albin type continuous martingales with Brownian marginals and scaling. In Séminaire de Probabilités XLIII, volume 2006 of Lecture Notes in Math., pages 441-449. Springer, Berlin, 2011.

  5. Francis Hirsch, Christophe Profeta, Bernard Roynette, and Marc Yor. Constructing self-similar martingales via two Skorokhod embeddings. In Séminaire de Probabilités XLIII, volume 2006 of Lecture Notes in Math., pages 451-503. Springer, Berlin, 2011.

  6. S. Vakeroudis, M. Yor, and D. Holcman. The mean first rotation time of a planar polymer. J. Stat. Phys., 143(6):1074-1095, 2011.

  7. Ju-Yi Yen and M. Yor. Call option prices based on Bessel processes. Methodol. Comput. Appl. Probab., 13(2):329-347, 2011.

  8. S. Vakeroudis, M. Yor, and D. Holcman. The mean first rotation time of a planar polymer. J. Stat. Phys., 143(6):1074-1095, 2011.

  9. Dilip B. Madan and Marc Yor. The S&P 500 index as a Sato process travelling at the speed of the VIX. Appl. Math. Finance, 18(3):227-244, 2011.

  10. Francis Hirsch, Bernard Roynette, and Marc Yor. From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order. J. Math. Soc. Japan, 63(3):887-917, 2011.

  11. Peter Carr, Helyette Geman, Dilip B. Madan, and Marc Yor. Options on realized variance and convex orders. Quant. Finance, 11(11):1685-1694, 2011.

  12. Jean Bertoin and Mladen Savov. Some applications of duality for Lévy processes in a half-line. Bull. Lond. Math. Soc., 43(1):97-110, 2011.

  13. Jean Bertoin. Burning cars in a parking lot. Comm. Math. Phys., 306(1):261-290, 2011.

  14. Jean Bertoin. On the maximal offspring in a critical branching process with infinite variance. J. Appl. Probab., 48(2):576-582, 2011.

  15. Mátyás Barczy and Jean Bertoin. Functional limit theorems for Lévy processes satisfying Cramér’s condition. Electron. J. Probab., 16:no. 73, 2020-2038, 2011.

  16. Raoul Normand and Lorenzo Zambotti. Uniqueness of post-gelation solutions of a class of coagulation equations. Ann. Inst. H. Poincaré Anal. Non Linéaire, 28(2):189-215, 2011.

  17. Raphaël Lefevere, Mauro Mariani, and Lorenzo Zambotti. Large deviations of the current in stochastic collisional dynamics. J. Math. Phys., 52(3):033302, 22, 2011.

  18. Raphaël Lefevere, Mauro Mariani, and Lorenzo Zambotti. Large deviations for renewal processes. Stochastic Process. Appl., 121(10):2243-2271, 2011.

  19. Nina Gantert, Yueyun Hu, and Zhan Shi. Asymptotics for the survival probability in a killed branching random walk. Ann. Inst. Henri Poincaré Probab. Stat., 47(1):111-129, 2011.

  20. Florent Benaych-Georges and Thierry Lévy. A continuous semigroup of notions of independence between the classical and the free one. Ann. Probab., 39(3):904-938, 2011.

  21. Thierry Lévy. Topological quantum field theories and Markovian random fields. Bull. Sci. Math., 135(6-7):629-649, 2011.

  22. Nathalie Eisenbaum, Mohammud Foondun, and Davar Khoshnevisan. Dynkin’s isomorphism theorem and the stochastic heat equation. Potential Anal., 34(3):243-260, 2011.

  23. M. Capitaine, C. Donati-Martin, D. Féral, and M. Février. Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices. Electron. J. Probab., 16:no. 64, 1750-1792, 2011.

  24. Benjamin Jourdain and Raphaël Roux. Convergence of a stochastic particle approximation for fractional scalar conservation laws. Stochastic Process. Appl., 121(5):957-988, 2011.

  25. Elie Aïdékon and Bruno Jaffuel. Survival of branching random walks with absorption. Stochastic Process. Appl., 121(9):1901-1937, 2011.

  26. Damien Simon. Bethe ansatz for the weakly asymmetric simple exclusion process and phase transition in the current distribution. J. Stat. Phys., 142(5):931-951, 2011.

  27. N. Crampe, E. Ragoucy, and D. Simon. Matrix coordinate Bethe ansatz: applications to XXZ and ASEP models. J. Phys. A, 44(40):405003, 17, 2011.

  28. Jochen Blath, Leif Döring, and Alison Etheridge. On the moments and the interface of the symbiotic branching model. Ann. Probab., 39(1):252-290, 2011.

  29. Frank Aurzada and Leif Döring. Intermittency and ageing for the symbiotic branching model. Ann. Inst. Henri Poincaré Probab. Stat., 47(2):376-394, 2011.

  30. Leif Döring and Mladen Savov. (Non)differentiability and asymptotics for potential densities of subordinators. Electron. J. Probab., 16:No. 17, 470-503, 2011.

  31. Loïc Chaumont and Gerónimo Uribe Bravo. Markovian bridges: weak continuity and pathwise constructions. Ann. Probab., 39(2):609-647, 2011.

  32. Marc Hoffmann and Nathalie Krell. Statistical analysis of self-similar conservative fragmentation chains. Bernoulli, 17(1):395-423, 2011.

  33. Nicolas Curien and Adrien Joseph. Partial match queries in two-dimensional quadtrees: a probabilistic approach. Adv. in Appl. Probab., 43(1):178-194, 2011.

  34. Adrien Joseph. A phase transition for the heights of a fragmentation tree. Random Structures Algorithms, 39(2):247-274, 2011.

  35. Clément Foucart. Distinguished exchangeable coalescents and generalized Fleming-Viot processes with immigration. Adv. in Appl. Probab., 43(2):348-374, 2011.

  36. Said Karim Bounebache. A random string with reflection in a convex domain. Stoch. Anal. Appl., 29(3):523-549, 2011.

  37. Eric Luçon. Quenched limits and fluctuations of the empirical measure for plane rotators in random media. Electron. J. Probab., 16:no. 26, 792-829, 2011.

  38. Salim Noreddine

    and Ivan Nourdin. On the Gaussian approximation of vector-valued multiple integrals. J. Multivariate Anal., 102:no. 6, 1008–1017, 2011.

  39. Alexander Walsh. Local time-space calculus for symmetric Lévy processes. Stochastic Process. Appl., 121(9):1982-2013, 2011.

Année 2010

  1. Ivan Nourdin, Anthony Réveillac, and Jason Swanson. The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6. Electron. J. Probab., 15:no. 70, 2117-2162, 2010.

  2. Sébastien Darses, Ivan Nourdin, and David Nualart. Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Bernoulli, 16(4):1262-1293, 2010.

  3. Ivan Nourdin and Giovanni Peccati. Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs. ALEA Lat. Am. J. Probab. Math. Stat., 7:341-375, 2010.

  4. Ivan Nourdin, Giovanni Peccati, and Gesine Reinert. Stein’s method and stochastic analysis of Rademacher functionals. Electron. J. Probab., 15:no. 55, 1703-1742, 2010.

  5. Bernard Bercu, Ivan Nourdin, and Murad S. Taqqu. Almost sure central limit theorems on the Wiener space. Stochastic Process. Appl., 120(9):1607-1628, 2010.

  6. Ivan Nourdin, David Nualart, and Ciprian A. Tudor. Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Ann. Inst. Henri Poincaré Probab. Stat., 46(4):1055-1079, 2010.

  7. Ivan Nourdin, Giovanni Peccati, and Gesine Reinert. Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. Ann. Probab., 38(5):1947-1985, 2010.

  8. Ivan Nourdin, Giovanni Peccati, and Anthony Réveillac. Multivariate normal approximation using Stein’s method and Malliavin calculus. Ann. Inst. Henri Poincaré Probab. Stat., 46(1):45-58, 2010.

  9. Ivan Nourdin and Giovanni Peccati. Cumulants on the Wiener space. J. Funct. Anal., 258(11):3775-3791, 2010.

  10. Ivan Nourdin and David Nualart. Central limit theorems for multiple Skorokhod integrals. J. Theoret. Probab., 23(1):39-64, 2010.

  11. X. Bardina, I.  Nourdin, C. Rovira, and S. Tindel. Weak approximation of a fractional SDE. Stochastic Process. Appl., 120(1):39-65, 2010.

  12. Offer Kella and Marc Yor. A new formula for some linear stochastic equations with applications. Ann. Appl. Probab., 20(2):367-381, 2010.

  13. Bernard Roynette and Marc Yor. Local limit theorems for Brownian additive functionals and penalisation of Brownian paths. IX. ESAIM Probab. Stat., 14:65-92, 2010.

  14. F. Hirsch and M. Yor. Looking for martingales associated to a self-decomposable law. Electron. J. Probab., 15:no. 29, 932-961, 2010.

  15. Francis Hirsch, Bernard Roynette, and Marc Yor. Applying Itô’s motto: “look at the infinite dimensional picture” by constructing sheets to obtain processes increasing in the convex order. Period. Math. Hungar., 61(1-2):195-211, 2010.

  16. Francis Hirsch, Bernard Roynette, and Marc Yor. Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets. Expo. Math., 28(4):299-324, 2010.

  17. Kouji Yano, Yuko Yano, and Marc Yor. Penalisation of a stable Lévy process involving its one-sided supremum. Ann. Inst. Henri Poincaré Probab. Stat., 46(4):1042-1054, 2010.

  18. Jean Bertoin. A limit theorem for trees of alleles in branching processes with rare neutral mutations. Stochastic Process. Appl., 120(5):678-697, 2010.

  19. Jean Bertoin, Vladas Sidoravicius, and Maria Eulalia Vares. A system of grabbing particles related to Galton-Watson trees. Random Structures Algorithms, 36(4):477-487, 2010.

  20. Jean Bertoin. Asymptotic regimes for the partition into colonies of a branching process with emigration. Ann. Appl. Probab., 20(6):1967-1988, 2010.

  21. Jean Bertoin. A two-time-scale phenomenon in a fragmentation-coagulation process. Electron. Commun. Probab., 15:253-262, 2010.

  22. Raphaël Lefevere and Lorenzo Zambotti. Hot scatterers and tracers for the transfer of heat in collisional dynamics. J. Stat. Phys., 139(4):686-713, 2010.

  23. Raphaël Lefevere, Mauro Mariani, and Lorenzo Zambotti. Macroscopic fluctuations theory of aerogel dynamics. J. Statistical Mechanics, 2010(12), 2010.

  24. Thomas Duquesne. Packing and Hausdorff measures of stable trees. In Lévy matters I, volume 2001 of Lecture Notes in Math., pages 93-136. Springer, Berlin, 2010.

  25. Nina Gantert, Yuval Peres, and Zhan Shi. The infinite valley for a recurrent random walk in random environment. Ann. Inst. Henri Poincaré Probab. Stat., 46(2):525-536, 2010.

  26. Elie Aïdékon and Zhan Shi. Weak convergence for the minimal position in a branching random walk: a simple proof. Period. Math. Hungar., 61(1-2):43-54, 2010.

  27. Thierry Lévy. Two-dimensional Markovian holonomy fields. Astérisque, (329):172, 2010.

  28. Thierry Lévy and Mylène Maïda. Central limit theorem for the heat kernel measure on the unitary group. J. Funct. Anal., 259(12):3163-3204, 2010.

  29. Su-Chan Park, Damien Simon, and Joachim Krug. The speed of evolution in large asexual populations. J. Stat. Phys., 138(1-3):381-410, 2010.

  30. Vladislav Popkov, Gunter M. Schütz, and Damien Simon. ASEP on a ring conditioned on enhanced flux. J. Stat. Mech. Theory Exp., (10):P10007, 22, 2010.

  31. N.. Crampé, Damien Simon and E.. Ragoucy. Eigenvectors of open XXZ and ASEP models for a class of non-diagonal boundary conditions. J. Stat. Mech. Theory , P11038, 2010.

  32. Sonia Fourati. Fluctuations of Lévy processes and scattering theory. Trans. Amer. Math. Soc., 362(1):441-475, 2010.

  33. Leif Döring and Mladen Savov. An application of renewal theorems to exponential moments of local times. Electron. Commun. Probab., 15:263-269, 2010.

  34. Emmanuel Jacob. Excursions of the integral of the Brownian motion. Ann. Inst. Henri Poincaré Probab. Stat., 46(3):869-887, 2010.

  35. Giovanni Peccati and Cengbo Zheng. Multi-dimensional Gaussian fluctuations on the Poisson space. Electron. J. Probab., 15:no. 48, 1487-1527, 2010.

  36. Robert Görke, Pascal Maillard, Christian Staudt, and Dorothea Wagner. Modularity-driven clustering of dynamic graphs. In Experimental Algorithms, volume 6049, pages 436-448. Springer, Berlin/Heidelberg, 2010.

  37. F. Cordero. On the scaling property in fluctuation theory for stable Lévy processes. Teor. Veroyatn. Primen., 55(4):803-812, 2010.

Année 2009

  1. Ivan Nourdin and Giovanni Peccati. Stein’s method and exact Berry-Esseen asymptotics for functionals of Gaussian fields. Ann. Probab., 37(6):2231-2261, 2009.

  2. Ivan Nourdin and Anthony Réveillac. Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4. Ann. Probab., 37(6):2200-2230, 2009.

  3. Mihai Gradinaru and Ivan Nourdin. Milstein’s type schemes for fractional SDEs. Ann. Inst. Henri Poincaré Probab. Stat., 45(4):1085-1098, 2009.

  4. Ivan Nourdin and Frederi G. Viens. Density formula and concentration inequalities with Malliavin calculus. Electron. J. Probab., 14:no. 78, 2287-2309, 2009.

  5. Ivan Nourdin and Giovanni Peccati. Noncentral convergence of multiple integrals. Ann. Probab., 37(4):1412-1426, 2009.

  6. Ivan Nourdin and Giovanni Peccati. Stein’s method on Wiener chaos. Probab. Theory Related Fields, 145(1-2):75-118, 2009.

  7. Ivan Nourdin, Giovanni Peccati, and Gesine Reinert. Second order Poincaré inequalities and CLTs on Wiener space. J. Funct. Anal., 257(2):593-609, 2009.

  8. Jean-Christophe Breton, Ivan Nourdin, and Giovanni Peccati. Exact confidence intervals for the Hurst parameter of a fractional Brownian motion. Electron. J. Stat., 3:416-425, 2009.

  9. A. Neuenkirch, I.  Nourdin, A. Rößler, and S. Tindel. Trees and asymptotic expansions for fractional stochastic differential equations. Ann. Inst. Henri Poincaré Probab. Stat., 45(1):157-174, 2009.

  10. Ivan Nourdin. A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4. J. Funct. Anal., 256(7):2304-2320, 2009.

  11. Sébastien Darses, Ivan Nourdin, and Giovanni Peccati. Differentiating σ-fields for Gaussian and shifted Gaussian processes. Stochastics, 81(1):79-97, 2009.

  12. Bernard Roynette, Pierre Vallois, and Marc Yor. Penalisations of multidimensional Brownian motion. VI. ESAIM Probab. Stat., 13:152-180, 2009.

  13. B. Roynette, P. Vallois, and M. Yor. Brownian penalisations related to excursion lengths. VII. Ann. Inst. Henri Poincaré Probab. Stat., 45(2):421-452, 2009.

  14. D. Baker and M. Yor. A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion. Electron. J. Probab., 14:1532-1540, 2009.

  15. F. Hirsch and M. Yor. Fractional intertwinings between two Markov semigroups. Potential Anal., 31(2):133-146, 2009.

  16. Kouji Yano, Yuko Yano, and Marc Yor. Penalising symmetric stable Lévy paths. J. Math. Soc. Japan, 61(3):757-798, 2009.

  17. Ashkan Nikeghbali and Marc Yor. The Barnes G function and its relations with sums and products of generalized gamma convolution variables. Electron. Commun. Probab., 14:396-411, 2009.

  18. Francis Hirsch and Marc Yor. A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet. J. Math. Kyoto Univ., 49(2):389-417, 2009.

  19. Francis Hirsch and Marc Yor. A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet. J. Math. Kyoto Univ., 49(4):785-815, 2009.

  20. Kouji Yano, Yuko Yano, and Marc Yor. On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes. In Séminaire de Probabilités XLII, volume 1979 of Lecture Notes in Math., pages 187-227. Springer, Berlin, 2009.

  21. D. Madan, B. Roynette, and M. Yor. Put option prices as joint distribution functions in strike and maturity: the Black-Scholes case. Int. J. Theor. Appl. Finance, 12(8):1075-1090, 2009.

  22. B. Roynette, P. Vallois, and M. Yor. A family of generalized gamma convoluted variables. Probab. Math. Statist., 29(2):181-204, 2009.

  23. Jean Bertoin and Vladas Sidoravicius. The structure of typical clusters in large sparse random configurations. J. Stat. Phys., 135(1):87-105, 2009.

  24. Jean Bertoin. The structure of the allelic partition of the total population for Galton-Watson processes with neutral mutations. Ann. Probab., 37(4):1502-1523, 2009.

  25. Jean Bertoin. Two solvable systems of coagulation equations with limited aggregations. Ann. Inst. H. Poincaré Anal. Non Linéaire, 26(6):2073-2089, 2009.

  26. Luigi Ambrosio, Giuseppe Savaré, and Lorenzo Zambotti. Existence and stability for Fokker-Planck equations with log-concave reference measure. Probab. Theory Related Fields, 145(3-4):517-564, 2009.

  27. Thomas Duquesne. Continuum random trees and branching processes with immigration. Stochastic Process. Appl., 119(1):99-129, 2009.

  28. Thomas Duquesne. An elementary proof of Hawkes’s conjecture on Galton-Watson trees. Electron. Commun. Probab., 14:151-164, 2009.

  29. Thomas Duquesne and Jean-François Le Gall. On the re-rooting invariance property of Lévy trees. Electron. Commun. Probab., 14:317-326, 2009.

  30. Thomas Duquesne. The packing measure of the range of super-Brownian motion. Ann. Probab., 37(6):2431-2458, 2009.

  31. Yueyun Hu and Zhan Shi. Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees. Ann. Probab., 37(2):742-789, 2009.

  32. Nathalie Eisenbaum and Haya Kaspi. On permanental processes. Stochastic Process. Appl., 119(5):1401-1415, 2009.

  33. Nathalie Eisenbaum and Alexander Walsh. An optimal Itô formula for Lévy processes. Electron. Commun. Probab., 14:202-209, 2009.

  34. Mireille Capitaine, Catherine Donati-Martin, and Delphine Féral. The largest eigenvalues of finite rank deformation of large Wigner matrices: convergence and nonuniversality of the fluctuations. Ann. Probab., 37(1):1-47, 2009.

  35. Nathanaël Enriquez, Christophe Sabot, and Olivier Zindy. A probabilistic representation of constants in Kesten’s renewal theorem. Probab. Theory Related Fields, 144(3-4):581-613, 2009.

  36. O. Zindy. Scaling limit and aging for directed trap models. Markov Process. Related Fields, 15(1):31-50, 2009.

  37. Nathanaël Enriquez, Christophe Sabot, and Olivier Zindy. Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime. Bull. Soc. Math. France, 137(3):423-452, 2009.

  38. Nathanaël Enriquez, Christophe Sabot, and Olivier Zindy. Limit laws for transient random walks in random environment on Z. Ann. Inst. Fourier (Grenoble), 59(6):2469-2508, 2009.

  39. Damien Simon. Construction of a coordinate Bethe ansatz for the asymmetric simple exclusion process with open boundaries. J. Stat. Mech. Theory Exp., (7):P07017, 28, 2009.

  40. Vincent Bansaye. Surviving particles for subcritical branching processes in random environment. Stochastic Process. Appl., 119(8):2436-2464, 2009.

  41. Vincent Bansaye. Cell contamination and branching processes in a random environment with immigration. Adv. in Appl. Probab., 41(4):1059-1081, 2009.

  42. Gerónimo Uribe Bravo. The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation. Ann. Inst. Henri Poincaré Probab. Stat., 45(4):1130-1149, 2009.

  43. Nathalie Krell. Multifractal spectra and precise rates of decay in homogeneous fragmentations. Stochastic Process. Appl., 118(6):897-916, 2008.

  44. Nathalie Krell. Self-similar branching Markov chains. In Séminaire de probabilités XLII, volume 1979 of Lecture Notes in Math., pages 261-280. Springer, Berlin, 2009.

  45. Raoul Normand. A model for coagulation with mating. J. Stat. Phys., 137(2):343-371, 2009.

  46. P. Bourgade. Conditional Haar measures on classical compact groups. Ann. Probab., 37(4):1566-1586, 2009.

  47. Paul Bourgade, Ashkan Nikeghbali, and Alain Rouault. Circular Jacobi ensembles and deformed Verblunsky coefficients. Int. Math. Res. Not. IMRN, (23):4357-4394, 2009.

  48. P. Bourgade and M. Yor. Random matrices and the Riemann zeta function. In Journées Élie Cartan 2006, 2007 et 2008, volume 19 of Inst. Élie Cartan, pages 25-40. Univ. Nancy, Nancy, 2009.

Année 2008

  1. Sébastien Darses and Ivan Nourdin. Asymptotic expansions at any time for scalar fractional SDEs with Hurst index H>1/2. Bernoulli, 14(3):822-837, 2008.

  2. Ivan Nourdin. A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one. In Séminaire de probabilités XLI, volume 1934 of Lecture Notes in Math., pages 181-197. Springer, Berlin, 2008.

  3. Ivan Nourdin. Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion. Ann. Probab., 36(6):2159-2175, 2008.

  4. A. Neuenkirch, I.  Nourdin, and S. Tindel. Delay equations driven by rough paths. Electron. J. Probab., 13:no. 67, 2031-2068, 2008.

  5. Jean-Christophe Breton and Ivan Nourdin. Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion. Electron. Commun. Probab., 13:482-493, 2008.

  6. Mihai Gradinaru and Ivan Nourdin. Stochastic volatility: approximation and goodness-of-fit test. Probab. Math. Statist., 28(1):1-19, 2008.

  7. Ivan Nourdin and Giovanni Peccati. Weighted power variations of iterated Brownian motion. Electron. J. Probab., 13:no. 43, 1229-1256, 2008.

  8. Laurent Mazliak and Ivan Nourdin. Optimal control for rough differential equations. Stoch. Dyn., 8(1):23-33, 2008.

  9. P. Bourgade, C. P. Hughes, A. Nikeghbali, and M. Yor. The characteristic polynomial of a random unitary matrix: a probabilistic approach. Duke Math. J., 145(1):45-69, 2008.

  10. Satya N. Majumdar, Julien Randon-Furling, Michael J. Kearney, and Marc Yor. On the time to reach maximum for a variety of constrained Brownian motions. J. Phys. A, 41(36):365005, 18, 2008.

  11. Max-K. von Renesse, Marc Yor, and Lorenzo Zambotti. Quasi-invariance properties of a class of subordinators. Stochastic Process. Appl., 118(11):2038-2057, 2008.

  12. B. Roynette and M. Yor. Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII. J. Funct. Anal., 255(9):2606-2640, 2008.

  13. Nathanaël Enriquez, Christophe Sabot, and Marc Yor. Renewal series and square-root boundaries for Bessel processes. Electron. Commun. Probab., 13:649-652, 2008.

  14. B. Roynette, P. Vallois, and M. Yor. Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding. Theory Stoch. Process., 14(2):116-138, 2008.

  15. Lancelot F. James, Bernard Roynette, and Marc Yor. Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples. Probab. Surv., 5:346-415, 2008.

  16. Dilip B. Madan and Marc Yor. Representing the CGMY and Meixner Lévy processes as time changed Brownian motions. J. Comput. Finance, 12(1):27-47, 2008.

  17. Giovanni Peccati and Marc Yor. Burkholder’s submartingales from a stochastic calculus perspective. Illinois J. Math., 52(3):815-824, 2008.

  18. J. Bertoin, R. A. Doney, and R. A. Maller. Passage of Lévy processes across power law boundaries at small times. Ann. Probab., 36(1):160-197, 2008.

  19. Jean Bertoin. Two-parameter Poisson-Dirichlet measures and reversible exchangeable fragmentation-coalescence processes. Combin. Probab. Comput., 17(3):329-337, 2008.

  20. Jean Bertoin. A second order SDE for the Langevin process reflected at a completely inelastic boundary. J. Eur. Math. Soc. (JEMS), 10(3):625-639, 2008.

  21. Jean Bertoin. Asymptotic regimes for the occupancy scheme of multiplicative cascades. Stochastic Process. Appl., 118(9):1586-1605, 2008.

  22. Jean Bertoin, Joaquin Fontbona, and Servet Martínez. On prolific individuals in a supercritical continuous-state branching process. J. Appl. Probab., 45(3):714-726, 2008.

  23. Jean Bertoin, Alexander Lindner, and Ross Maller. On continuity properties of the law of integrals of Lévy processes. In Séminaire de probabilités XLI, volume 1934 of Lecture Notes in Math., pages 137-159. Springer, Berlin, 2008.

  24. Lorenzo Zambotti. Fluctuations for a conservative interface model on a wall. ALEA Lat. Am. J. Probab. Math. Stat., 4:167-184, 2008.

  25. Lorenzo Zambotti. A conservative evolution of the Brownian excursion. Electron. J. Probab., 13:no. 37, 1096-1119, 2008.

  26. Nathalie Eisenbaum and Andreas E. Kyprianou. On the parabolic generator of a general one-dimensional Lévy process. Electron. Commun. Probab., 13:198-209, 2008.

  27. Nathalie Eisenbaum. A Cox process involved in the Bose-Einstein condensation. Ann. Henri Poincaré, 9(6):1123-1140, 2008.

  28. Catherine Donati-Martin. Large deviations for Wishart processes. Probab. Math. Statist., 28(2):325-343, 2008.

  29. Vincent Bansaye. Proliferating parasites in dividing cells: Kimmel’s branching model revisited. Ann. Appl. Probab., 18(3):967-996, 2008.

  30. Olivier Zindy. Upper limits of Sinai’s walk in random scenery. Stochastic Process. Appl., 118(6):981-1003, 2008.

  31. Elie Aidékon. Transient random walks in random environment on a Galton-Watson tree. Probab. Theory Related Fields, 142(3-4):525-559, 2008.

  32. Joseph Najnudel. Penalizations of the Brownian motion with a functional of its local times. Stochastic Process. Appl., 118(8):1407-1433, 2008.

Année 2007

  1. Omer Adelman. ∑1/n=∞: a micro-lesson on probability and symmetry. Amer. Math. Monthly, 114(9):809-810, 2007.

  2. Andreas Neuenkirch and Ivan Nourdin. Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. J. Theoret. Probab., 20(4):871-899, 2007.

  3. Sébastien Darses and Ivan Nourdin. Dynamical properties and characterization of gradient drift diffusion. Electron. Comm. Probab., 12:390-400 (electronic), 2007.

  4. Sébastien Darses and Ivan Nourdin. Stochastic derivatives for fractional diffusions. Ann. Probab., 35(5):1998-2020, 2007.

  5. Ivan Nourdin and Thomas Simon. Correcting Newton-Côtes integrals by Lévy areas. Bernoulli, 13(3):695-711, 2007.

  6. P. Carr, H. Geman, D. Madan, and M. Yor. Self-decomposability and option pricing. Math. Finance, 17(1):31-57, 2007.

  7. T. Funaki, Y. Hariya, F. Hirsch, and M. Yor. On some Fourier aspects of the construction of certain Wiener integrals. Stochastic Process. Appl., 117(1):1-22, 2007.

  8. Paul Bourgade, Takahiko Fujita, and Marc Yor. Euler’s formulae for ζ(2n) and products of Cauchy variables. Electron. Comm. Probab., 12:73-80 (electronic), 2007.

  9. J. Pitman and M. Yor. Itô’s excursion theory and its applications. Jpn. J. Math., 2(1):83-96, 2007.

  10. Paavo Salminen, Pierre Vallois, and Marc Yor. On the excursion theory for linear diffusions. Jpn. J. Math., 2(1):97-127, 2007.

  11. Catherine Donati-Martin and Marc Yor. Further examples of explicit Krein representations of certain subordinators. Publ. Res. Inst. Math. Sci., 43(2):315-328, 2007.

  12. Takahiko Fujita and Marc Yor. On the remarkable distributions of maxima of some fragments of the standard reflecting random walk and Brownian motion. Probab. Math. Statist., 27(1):89-104, 2007.

  13. Takahiko Fujita and Marc Yor. A warning about an independence property related to random Brownian scaling. Probab. Math. Statist., 27(1):105-108, 2007.

  14. Bernard Roynette, Pierre Vallois, and Marc Yor. Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times. IV. Studia Sci. Math. Hungar., 44(4):469-516, 2007.

  15. Marc Yor. Some remarkable properties of gamma processes. In Advances in mathematical finance, Appl. Numer. Harmon. Anal., pages 37-47. Birkhäuser Boston, Boston, MA, 2007.

  16. Joseph Najnudel, Bernard Roynette, and Marc Yor. A remarkable σ-finite measure on C(R+,R) related to many Brownian penalisations. C. R. Math. Acad. Sci. Paris, 345(8):459-466, 2007.

  17. Jean Bertoin. Reflecting a Langevin process at an absorbing boundary. Ann. Probab., 35(6):2021-2037, 2007.

  18. Francesco Caravenna, Giambattista Giacomin, and Lorenzo Zambotti. A renewal theory approach to periodic copolymers with adsorption. Ann. Appl. Probab., 17(4):1362-1398, 2007.

  19. Arnaud Debussche and Lorenzo Zambotti. Conservative stochastic Cahn-Hilliard equation with reflection. Ann. Probab., 35(5):1706-1739, 2007.

  20. F. Caravenna, G. Giacomin, and L. Zambotti. Infinite volume limits of polymer chains with periodic charges. Markov Process. Related Fields, 13(4):697-730, 2007.

  21. Thomas Duquesne and Matthias Winkel. Growth of Lévy trees. Probab. Theory Related Fields, 139(3-4):313-371, 2007.

  22. M. A. Lifshits and Z. Shi. Functional large deviations for Burgers particle systems. Comm. Pure Appl. Math., 60(1):41-66, 2007.

  23. Nina Gantert, Wolfgang König, and Zhan Shi. Annealed deviations of random walk in random scenery. Ann. Inst. H. Poincaré Probab. Statist., 43(1):47-76, 2007.

  24. Amir Dembo, Nina Gantert, Yuval Peres, and Zhan Shi. Valleys and the maximum local time for random walk in random environment. Probab. Theory Related Fields, 137(3-4):443-473, 2007.

  25. Youri Davydov, Davar Khoshnevisan, Zhan Shi, and RiVcardas Zitikis. Convex rearrangements, generalized Lorenz curves, and correlated Gaussian data. J. Statist. Plann. Inference, 137(3):915-934, 2007.

  26. Yueyun Hu and Zhan Shi. A subdiffusive behaviour of recurrent random walk in random environment on a regular tree. Probab. Theory Related Fields, 138(3-4):521-549, 2007.

  27. Zhan Shi and Olivier Zindy. A weakness in strong localization for Sinai’s walk. Ann. Probab., 35(3):1118-1140, 2007.

  28. Yueyun Hu and Zhan Shi. Slow movement of random walk in random environment on a regular tree. Ann. Probab., 35(5):1978-1997, 2007.

  29. Nathalie Eisenbaum and Haya Kaspi. On the continuity of local times of Borel right Markov processes. Ann. Probab., 35(3):915-934, 2007.

  30. Nathalie Eisenbaum. Local time-space calculus for reversible semimartingales. In Séminaire de Probabilités XL, volume 1899 of Lecture Notes in Math., pages 137-146. Springer, Berlin, 2007.

  31. Catherine Donati-Martin, Bernard Roynette, Pierre Vallois, and Marc Yor. 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&#X2212;&#X3B1;), 0<&#X3B1;<1. Studia Sci. Math. Hungar., 45(2):207-221, 2008.

  32. M. Capitaine and C. Donati-Martin. Strong asymptotic freeness for Wigner and Wishart matrices. Indiana Univ. Math. J., 56(2):767-803, 2007.

  33. Vincent Bansaye. On a model for the storage of files on a hardware. II. Evolution of a typical data block. J. Appl. Probab., 44(4):901-927, 2007.

  34. Nizar Demni. The Laguerre process and generalized Hartman-Watson law. Bernoulli, 13(2):556-580, 2007.

  35. Joseph Najnudel. Pénalisations de l&#X2019;araignée brownienne. Ann. Inst. Fourier (Grenoble), 57(4):1063-1093, 2007.

  36. Joseph Najnudel. Integration with respect to self-intersection local time of a one-dimensional Brownian motion. In Séminaire de Probabilités XL, volume 1899 of Lecture Notes in Math., pages 105-116. Springer, Berlin, 2007.

  37. Paul Bourgade, Ashkan Nikeghbali, and Alain Rouault. The characteristic polynomial on compact groups with Haar measure: some equalities in law. C. R. Math. Acad. Sci. Paris, 345(4):229-232, 2007.

  38. Autres productions scientifiques

    1. Francis Hirsch, Christophe Profeta, Bernard Roynette, and Marc Yor. Peacocks and associated martingales, with explicit constructions, volume 3 of Bocconi & Springer Series. Springer, Milan, 2011.

    2. Christophe Profeta, Bernard Roynette, and Marc Yor. Option prices as probabilities. Springer Finance. Springer-Verlag, Berlin, 2010. A new look at generalized Black-Scholes formulae.

    3. Monique Jeanblanc, Marc Yor, and Marc Chesney. Mathematical methods for financial markets. Springer Finance. Springer-Verlag London Ltd., London, 2009.

    4. J. Najnudel, B. Roynette, and M. Yor. A global view of Brownian penalisations, volume 19 of MSJ Memoirs. Mathematical Society of Japan, Tokyo, 2009.

    5. Bernard Roynette and Marc Yor. Penalising Brownian paths, volume 1969 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 2009.

    6. O.Chybiryakov, N.Demni, L.Gallardo, P.Graczyk, M.Rösler, M.Voit and M.Yor. Harmonic and Stochastic Analysis of Dunkl Processes, volume 71 of Collection “Travaux en Cours”. Hermann, Paris, 2008.

    7. Jean Bertoin. Homogeneous multitype fragmentations. In In and out of equilibrium. 2, volume 60 of Progr. Probab., pages 161-183. Birkhäuser, Basel, 2008.

    8. Nathalie Eisenbaum. Itô&#X2019;s formula. In Encyclopedia of Quantitative Finance. Wiley ed. (2010).

    9. Nathalie Eisenbaum. Local Times. In Encyclopedia of Quantitative Finance. Wiley ed. (2010)

    10. Daniel W. Stroock, Marc Yor, Jean-Pierre Kahane, Richard Gundy, Leonard Gross, and Michèle Vergne. Remembering Paul Malliavin. Notices Amer. Math. Soc., 58(4):568-573, 2011.

    11. Marc Yor. Paul Malliavin (1925-2010) et son calcul (1976-&#X2026;). Gaz. Math., (126):114-115, 2010.

    12. M. Yor. Some aspects of K. Itô&#X2019;s works. Stochastic Process. Appl., 120(5):577-579, 2010.

    13. M. Yor, M. E. Vares, and T. Mikosch. A tribute to Professor Kiyosi Itô. Stochastic Process. Appl., 120(1):1, 2010.

    14. Marc Yor. Some aspects of K. Itô&#X2019;s works. Eur. Math. Soc. Newsl., (72):11-12, 2009.

    15. M. Yor. J. L. Doob (27 February 1910-7 June 2004). Ann. Probab., 37(5):1664-1670, 2009.

    16. Marc Yor. Kiyosi Itô (1915-2008). Gaz. Math., (119):115, 2009.

    17. Marc Yor. Joseph Leo Doob (27 février 1910-7 juin 2004). Gaz. Math., (114):33-39, 2007.

    18. Marc Yor. Comment K. Itô a révolutionné l&#X2019;étude des processus stochastiques. Gaz. Math., (111):51-55, 2007.

    19. M. Yor. How K. Itô revolutionized the study of stochastic processes. Jpn. J. Math., 2(1):137-143, 2007.

    20. Roger Mansuy and Marc Yor. Aspects of Brownian motion. Universitext. Springer-Verlag, Berlin, 2008.

    21. Ivan Nourdin and Giovanni Peccati. Stein&#X2019;s method meets Malliavin calculus: a short survey with new estimates. In Recent development in stochastic dynamics and stochastic analysis, volume 8 of Interdiscip. Math. Sci., pages 207-236. World Sci. Publ., Hackensack, NJ, 2010.

    22. Jean Bertoin, Julien Berestycki, Bénédicte Haas, and Grégory Miermont. Quelques aspects fractals des processus de fragmentation aléatoire. In Quelques interactions entre analyse, probabilités et fractals, volume 32 of Panorama et Synthèses, pages 191-243. SMF, Paris, 2010.

    23. Zhan Shi. Random walks and trees. In X Symposium on Probability and Stochastic Processes and the First Joint Meeting France-Mexico of Probability, volume 31 of ESAIM Proc., pages 1-39. EDP Sci., Les Ulis, 2011.