(all these texts on HAL)
2025 : Locally Feller processes converging towards diffusion processes in
singular potentials
with T.
Haugomat
submitted after revision
2025 : A Coupling Between Random Walks in Random Environments and Brox's Diffusion
with X. Geng et S. Tindel
submitted
2024 : Kinetic time-inhomogeneous Lévy driven model
with
E. Luirard
ALEA, 21, 815-835
[MR]
[ZM]
2023 : Asymptotic behaviour for a time-inhomogeneous
Kolmogorov type diffusion
with
E. Luirard
ESAIM : Probability and Statistics, 27, 1-18
[MR]
[ZM]
2021 : Locally
Feller processes and martingale local problems
with T.
Haugomat
Stoch. Proc. Appl. 133, 129-165
[MR]
[ZM]
2018 : Local Skorokhod topology on
the space of cadlag processes
with T. Haugomat
ALEA
15, 1183-1213
[MR]
[ZM]
2015: Gaussian asymptotics
for a non-linear Langevin type equation driven by an α-stable
Lévy noise
with R. Eon
Electron. J. Probab. 20,
Paper 100, 1-19
[MR]
[ZM]
2013: Existence
and asymptotic behaviour of some time-inhomogeneous diffusions
with
Y. Offret
Ann. Inst. Henri Poincaré, Probab. Stat. 49,
182-207
[MR]
[ZM]
2009: Milstein's
type schemes for fractional SDEs
with I. Nourdin
Ann.
Inst. Henri Poincaré, Probab. Stat. 45, 1085-1098
[MR]
[ZM]
2008: On
homogeneous pinning models and penalizations
with S.
Tindel
Stochastics and Dynamics, 8, 383-396
[MR]
[ZM]
2008: Penalization
for birth and death processes
with P. Debs
J. Theoret.
Probab., 21, 745-771
[MR]
[ZM]
2008: Stochastic
volatility: approximation and goodness-of-fit test
with I.
Nourdin
Probab. and Math. Statis., 28, 1-19
[MR]
[ZM]
2005: Ito's
and Tanaka's type formulae for the stochastic heat equation
with
I. Nourdin et S. Tindel
J. Funct. Anal. 228, 114-143
[MR]
[ZM]
2005: m-order
integrals and generalized Itô's formula; the case of a
fractional Brownian motion with any Hurst index
with I.
Nourdin, F. Russo et P. Vallois
Ann. Inst. Henri Poincaré,
Probab. Stat. 41, 781-806
[MR]
[ZM]
2003: Approximation
at first and second order of m-order integrals of the fractional
Brownian motion and of certain semimartingales
with I.
Nourdin
Electron. J. Probab. 8, Paper 18, 1-26
[MR]
[ZM]
2003: Generalized
covariations, local time and Stratonovich Itô's formula for
fractional Brownian motion with Hurst index H greater or equal than
1/4
with F. Russo et P. Vallois
Ann. Probab. 31,
1772-1820
[MR]
[ZM]
2001: A
singular large deviations phenomenon
with S. Herrmann et B.
Roynette
Ann. Inst. Henri Poincaré, Probab. Stat. 37,
555-580
[MR]
[ZM]
2000: Reflected
Brownian motion in the unit disk
with M. Deaconu et J.-R.
Roche
Probab. and Math. Statis. 20, 19-38
[MR]
[ZM]
1999: Abel
transform and integrals of Bessel local times
with B.
Roynette, P. Vallois et M. Yor
Ann. Inst. Henri Poincaré,
Probab. Stat. 35, 531-572
[MR]
[ZM]
1999: The
laws of Brownian local time integrals (almots final version)
with B. Roynette, P. Vallois et M. Yor
Comput. and
Appl. Math 18, 259-331 (version finale)
[MR]
[ZM]
1998: Singularities
of hypoelliptic Green functions
with G. Ben Arous
Potential
Analysis 8, 217-258
[MR]
[ZM]
1996: Singularités
des fonctions de Green hypoelliptiques
with G. Ben
Arous
Ann. Math. Blaise Pascal 3, 23-32
(version
abregée)
[MR]
[ZM]
1994: Hölder
norms and the support of theorem for diffusions
with G. Ben
Arous et M. Ledoux
Ann. Inst. Henri Poincaré, Probab.
Stat. 30, 415-436
[MR]
[ZM]
1993: Normes
hölderiennes et support des diffusions (version presque
finale)
with G. Ben Arous
C. R. Acad. Sci., Paris, Ser. I
316, 283-286 (version finale)
[MR]
[ZM]
1990: On
the derivative with respect to a function with applications to
Riemann-Stieltjes integral
Paper 7, Fac. Math. Phys.,
``Babes-Bolyai'' Univ., Cluj, Roumanie
[MR]
[ZM]
2005: Applications du calcul
stochastique à l'étude de certains processus
Thesis
"Habilitation à Diriger des Recherches", Université
Henri Poincaré Nancy I
1995: Fonctions de Green et support de
diffusions hypoelliptiques
Doctoral Thesis,
Université de Paris-Sud, Orsay