L. Chaumont

Mathematical Physics · 2003–2012

A researcher in the Science corpus: 9 papers; trusts 13 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Mathematical Physics — 27 citations into it; #3,304 of 8,562 by trust here, #2,200 by citations
• Finance — 21 citations into it; #2,408 of 10,518 by trust here, #3,438 by citations
• Management Science and Operations Research — 13 citations into it; #3,589 of 11,946 by trust here, #6,314 by citations

Whom L. Chaumont trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. María Emilia Caballero
2. V. Rivero
3. Jean Bertoin
4. Marc Yor
5. Hiroyuki Matsumoto
6. R. Doney
7. Amaury Lambert
8. Wim Schoutens
9. Alan L. Lewis
10. Francesco Caravenna

Who trusts L. Chaumont overall

1. Lancelot F. James
2. Alexey Kuznetsov
3. Andreas E. Kyprianou
4. Pierre Patie
5. Jérémie Bettinelli
6. Juan Carlos Pardo
7. Robert J. Adler
8. Brigitte Chauvin
9. Alain Rouault
10. Friedrich Hubalek

Papers from L. Chaumont's perspective

Ordered by how strongly the researchers L. Chaumont trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Entrance Laws of Self-Similar Markov Processes and Exponential Functionals of Lévy Processes
2. Markov Processes: Characterization and Convergence
3. Exponential functionals of Levy processes
4. Recurrent extensions of self-similar Markov processes and Cramér’s condition II
5. Entrance from 0+ for increasing semi-stable Markov processes
6. Exponential functionals of Brownian motion, II: Some related diffusion processes
7. WIENER-HOPF FACTORIZATION FOR LEVY PROCESSES HAVING POSITIVE JUMPS WITH RATIONAL TRANSFORMS
8. Lévy Processes in Finance: Pricing Financial Derivatives
9. First passage times of a jump diffusion process (Advances in Applied Probability)
10. Conditioned stable Levy processes and Lamperti representation.

Their papers

• Conditioned stable Levy processes and Lamperti representation. (2006) — 94 citations
• Invariance principles for random walks conditioned to stay positive (2006) — 74 citations
• Path transformations of first passage bridges (2003) — 55 citations
• An invariance principle for random walk bridges conditioned to stay positive (2012) — 49 citations
• The Lamperti representation of real-valued self-similar Markov processes (2011) — 49 citations
• MARKOVIAN BRIDGES: WEAK CONTINUITY AND PATHWISE CONSTRUCTIONS (2009) — 75 citations
• Some explicit identities associated with positive self-similar Markov processes. (2007) — 61 citations
• Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes (2004) — 66 citations
• Exercises in probability (2003) — 47 citations