Concepedia
Statistics
Publications
16
Citations
781
H-Index
15
Active since
1996
Affiliations
Sorbonne Université(Current)
Laboratoire Angevin de Recherche en Mathématiques
Université d'Angers
University of Manchester
Universidad Nacional Autónoma de México
L. Chaumont is an author at Sorbonne Université specializing in stochastic processes, mathematics, and probability theory.
Publications per year
1996–2015
Conditionings and path decompositions for Lévy processes
L. Chaumont · Stochastic Processes and their Applications · 1996 · 98 citations
Engineering, Mathematics, Financial Economics +13
Exercises in probability. A guided tour from measure theory to random processes, via conditioning.
L. Chaumont, Marc Yor · HAL (Le Centre pour la Communication Scientifique Directe) · 2003 · 94 citations
Natural Sciences, Mathematics, Probability Theory +16
Conditioned stable Lévy processes and the Lamperti representation
M. E. Caballero, L. Chaumont · Journal of Applied Probability · 2006 · 84 citations
Engineering, Mathematics, Dynamical Systems +13
Markovian bridges: Weak continuity and pathwise constructions
L. Chaumont, Gerónimo Uribe Bravo · The Annals of Probability · 2011 · 65 citations · Full text
Natural Sciences, Mathematics, Probability Theory +13
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
M. E. Caballero, L. Chaumont · The Annals of Probability · 2006 · 63 citations · Full text
Natural Sciences, Mathematics, Dynamical Systems +9
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