Publications

• 2024 : Kinetic time-inhomogeneous Lévy driven model
  with E. Luirard
  accepted to ALEA

• 2023 : Asymptotic behaviour for a time-inhomogeneous Kolmogorov type diffusion
  with E. Luirard
  ESAIM : Probability and Statistics, 27, 1-18

• 2021 : Locally Feller processes and martingale local problems
  avec T. Haugomat
  Stoch. Proc. Appl. 133, 129-165
  

• 2020: Distribution tails for solutions of SDE driven by an asymmetric stable Lévy process
  with R. Eon
  Probab. and Math. Statis. 40, 317-330

• 2018 : Local Skorokhod topology on the space of cadlag processes
  with T. Haugomat
  ALEA 15, 1183-1213
  

• 2018 : Convergence and discrete schemes connected with some locally Feller processes
  with T. Haugomat
  in revision
  

• 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: Asymptotic behaviour of a family of one-dimensional 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
  Stochastic 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 certain semimartingales and of the fractional Brownian motion
  with I. Nourdin
  Electron. J. Probab. 8, Paper 18, 1-26Electron. J. Probab. 8, Paper 18, 1-26
  [MR] [ZM] [Google]

• 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] [Google]

• 2001: A singular large deviations phenomenon
  with S. Herrmann et B. Roynette
  Ann. Inst. Henri Poincaré, Probab. Stat. 37, 555-580
  [MR] [ZM] [Google]

• 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] [Google]

• 1999: The laws of Brownian local time integrals (almost final version)
  with B. Roynette, P. Vallois et M. Yor
  Comput. and Appl. Math. 18, 259-331 (final version)
  [MR]

• 1998: Singularities of hypoelliptic Green functions
  with G. Ben Arous
  Potential Analysis 8, 217-258
  [MR] [ZM]

• 1996: Singularités des fonctions de Green hypoelliptiques (french abridged version)
  with G. Ben Arous
  Ann. Math. Blaise Pascal 3, 23-32
  [MR] [ZM]

• 1995: Green functions and the support of hypoelliptic diffusions
  Ph. D. Thesis, Université de Paris-Sud, Orsay
  

• 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 (almost final version)
  with G. Ben Arous
  C. R. Acad. Sci., Paris, Ser. I 316, 283-286 (final version)
  [MR] [ZM]

• 1990: On the derivative with respect to a function with applications to Riemann-Stieltjes integral
  Preprint no. 7, Fac. Math. Phys., ``Babes-Bolyai'' Univ., Cluj, Romania
  [MR] [ZM]

Back