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Research papers
Coding multitype branching forests: application to the law of the total progeny.
(With R. Liu) Preprint LAREMA, (2013).
Timing of pathogen adaptation to a multicomponent treatment.
(With R. Bourget and
N. Sapoukhina) Preprint LAREMA, (2012).
An invariance principle for random walk bridges conditioned to stay positive.
(With
F. Caravenna) Preprint LAREMA, (2012).
Exponentiality of first passage times of continuous time Markov chains.
(With R. Bourget and
N. Sapoukhina) Preprint LAREMA, (2012).
The Lamperti representation of real-valued self-similar
Markov processes.
(With H. Pantí and
V. Rivero)
To appear in Bernoulli, (2012).
On the law of the supremum of Lévy processes.
Ann. Probab., Vol. 41, No. 3A, 1191-1217, (2013).
Fluctuation theory and exit systems for positive self-similar Markov processes.
(With A.E Kyprianou,
J.C. Pardo and
V. Rivero)
Ann. Probab., Vol. 40, No. 1, 245-279, (2012).
Markovian Bridges: Weak continuity and pathwise constructions.
(With G. Uribe Bravo) Ann. Probab., Vol. 39, No. 2, 609-647, (2011).
Invariance principles for local times at the supremum of random walks
and Lévy processes.
(With
R.A. Doney) Ann. Probab., Vol. 38, No. 4, 1368-1389, (2010).
Reflection principle and Ocone martingales. (With
L. Vostrikova)
Stochastic Process. Appl., Vol. 119, No. 10, 3816-3833, (2009).
On the genealogy of conditioned stable Lévy forests.
(With J.C. Pardo)
Alea 6, 261-279, (2009).
Some explicit identities associated with positive self-similar Markov processes.
(With A.E Kyprianou and J.C. Pardo) Stochastic Process. Appl., Vol. 119, No. 3,
980-1000, (2009).
Invariance principles for random walks conditioned to stay positive.
(With
F. Caravenna)
Annales de l'Institut Henri Poincaré,
Vol. 44, No. 1, 170-190, (2008).
On some transformations between positive self-similar Markov processes.
(With V. Rivero)
Stochastic Process. Appl., 117, No. 12,
1889--1909, (2007).
Conditioned stable Lévy processes and Lamperti representation.
(With M.E. Caballero)
J. Appl. Prob. 43, 967--983, (2006).
The lower envelope of positive self-similar Markov processes.
(With
J.C Pardo)
Electron. J. Probab. Vol. 11, (2006), No. 49, 1321--1341.
Weak convergence of positive self similar Markov processes and
overshoots of Lévy processes.
(With M.E. Caballero)
Ann. Probab. Vol. 34, No. 3, 1012-1034, (2006).
On Lévy processes conditionned to stay positive.
(With
R.A. Doney)
Electron. J. Probab. 10, (2005), no. 28, 948--961.
On a fluctuation identity for random walks and Lévy processes.
(With L. Alili
and
R.A. Doney)
Bull. London Math. Soc. 37, (2005), 141-148.
Path transformations of first passage bridges.
(With
J. Bertoin
and J. Pitman)
Elect. Comm. in Probab., 8 (2003), 155--166.
A new fluctuation identity for Lévy processes and some applications.
(With L. Alili)
Bernoulli 7 (3), 2001, 557-569.
Some consequences of the cyclic exchangeability property
for exponential functionals of Lévy processes.
(With D.G. Hobson and M. Yor)
Séminaire de Probabilités, XXXV, 334-347, Lecture Notes
in Math., 1755, Springer, Berlin, 2001.
An extension of Vervaat's transformation and its consequences.
J. Theoret. Probab. 13 (2000), no. 1, 259--277.
Upper and lower limits of doubly perturbed Brownian motion. (With R.A. Doney and Y. Hu)
Ann. Inst. H. Poincaré Probab. Statist. 36 (2000),
no. 2, 219--249.
Some calculations for doubly perturbed Brownian motion. (With R.A. Doney)
Stochastic Process. Appl. 85 (2000), no. 1, 61--74.
Pathwise uniqueness for perturbed versions of Brownian motion and reflected
Brownian motion. (With R.A. Doney)
Probab. Theory Related Fields 113 (1999), no. 4, 519--534.
A path transformation and its applications to fluctuation theory.
J. London Math. Soc. (2) 59 (1999), no. 2, 729--741.
Two chain-transformations and their applications to quantiles. (With J. Bertoin and M. Yor)
J. Appl. Probab. 34 (1997), no. 4, 882--897.
Excursion normalisée, méandre et pont pour les processus de Lévy stables.
Bull. Sci. Math. 121 (1997), no. 5, 377--403.
Conditionings and path decompositions for Lévy processes.
Stochastic Process. Appl. 64 (1996), no. 1, 39--54.
Sur certains processus de Lévy conditionnés à rester positifs.
Stochastics and Stoch. Rep. (1994) Vol. 47, pp. 1--20.
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Proceedings, history of mathematics, popularization,...
Self-similar processes and their applications.
Séminaires et Congrès, SMF, Vol. 28, 2012.
L. Chaumont, L. Vostrikova and P. Graczyk (Eds.)
X Symposium on Probability and Stochastic Processes and the First Joint Meeting France-Mexico
of Probability.
Proceedings of the sympsoium and the meeting held in Guanajuato,
November 3--7, 2008.
ESAIM: Proceedings, Vol. 31 (January 2011).
M.E. Caballero, L. Chaumont, D. Hernández-Hernández and V. Rivero (Eds.)
Des aléas à prévoir Revue Têtes Chercheuses, (2010).
Journal scientifique trimestriel destiné aux
lycéens.
Corrections to "On Lévy processes conditioned to stay positive"
(With
R.A. Doney)
Electron. J. Probab. Vol. 13, (2008), No. 1, 1-4.
Some aspects of the probabilistic work.
(With Laurent Mazliak
et Marc Yor)
Kolmogorov's heritage in mathematics, 41-66, Springer, Berlin,
(2007), No. 1, 1-4.
Kolmogorov : Quelques aspects de l'oeuvre probabiliste. (With Laurent Mazliak
et Marc Yor)
(chapitre de livre extrait de
L'héritage de Kolmogorov en mathématiques,
Editions Belin, 2004)
Quelques nouvelles identités de fluctuation pour les processus de Lévy.
(With L. Alili)
C. R. Acad. Sci. Paris Sér. I Math. 328 (1999), no. 7,
613-616.
Path transformations in Lévy processes.
Bull. of the Int. Stat. Inst., Tome LVIII, Helsinki, (1999),
Book 1, 459-462.
Excursion normalisée, pont et méandre pour les processus stables.
C. R. Acad. Sci. Paris Sér. I Math. 318 (1994),
no. 6, 563-566.
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Second edition 2012
