LÉPINGLE Dominique
Professeur Émérite
- CENTRES
D'INTÉRÊT:
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- Probabilités et
processus aléatoires:
- Martingales
- Probabilités
numériques
- Inéquations
variationnelles
stochastiques
- Systèmes de
particules en interaction
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-
- PUBLICATIONS DEPUIS 1995:
-
- D.Lépingle: Euler
scheme for reflected stochastic differential equations.
Mathematics and Computers in Simulation 38, 119-126 (1995).
- E.Cépa &
D.Lépingle: Diffusing particles
with electrostatic repulsion. Probab.
Theory
Related Fields 107, 429-449 (1997).
- D.Lépingle
& A.Ould
Eida: Approximating systems of
differential
equations with random inputs or boundary conditions.
Stochastic Analysis and Applications 16, 313-324 (1998).
approximating
- A.Bonami, F.Bouchut,
E.Cépa
& D.Lépingle: A non-linear
Stochastic
Differential Equation Involving the Hilbert Transform. Journal
of Functional Analysis 165, 390-406 (1999).
- E.Cépa
& D.Lépingle: Interacting
Brownian
particles with
strong repulsion. Monte-Carlo Methods and
Applications 7, 93-98 (2001). strong-repulsion
- E.Cépa
& D.Lépingle: Brownian
particles with
electrostatic
repulsion on the circle: Dyson's model for unitary matrices revisited. ESAIM: Prob.and Stat. 5, 203-224
(2001). repulsion-circle
- D.Lépingle
& Nguyen
T.T.: Approximating and Simulating
Multivalued Stochastic Differential Equations. Monte-Carlo
Methods and Applications 10, 129-152 (2004).
- E.Cépa
& D.Lépingle: No
Multiple Collisions for Mutually Repelling Brownian Particles. Séminaire de Probabilités XL, 241-246
(2007). collimulti
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D.Lépingle: Boundary behavior of a constrained Brownian motion between
reflecting-repellent walls. Probability and Mathematical Statistics 30, 2, 273-287
(2010). bbcbmbrrw
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N.Demni & D.Lépingle: Brownian Motion, Reflection Groups and Tanaka Formula. Rend.Sem.Mat.Univ.Padova 127, 41-55 (2012) bmrgtf
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PREPUBLICATIONS:
On the mean number of jumps of a Dunkl process
Brownian motion in the quadrant with oblique repulsion from the sides
- NOTES DE COURS:
- Probabilités et statistique
en
licence
- Processus aléatoires en MAD2
- Evaluation des options: cas discret
- Introduction aux séries
chronologiques
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ADRESSE
ÉLECTRONIQUE
- dominique.lepingle@univ-orleans.fr