White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E. |
|
1993
|
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations. Zbl 1163.15026
Capitaine, Mireille; Donati-Martin, Catherine; Féral, Delphine |
|
2009
|
Central limit theorems for eigenvalues of deformations of Wigner matrices. Zbl 1237.60007
Capitaine, M.; Donati-Martin, C.; Féral, D. |
|
2012
|
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options. Zbl 0979.60073
Donati-Martin, Catherine; Ghomrasni, Raouf; Yor, Marc |
|
2001
|
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices. Zbl 1245.15037
Capitaine, Mireille; Donati-Martin, Catherine; Féral, Delphine; Février, Maxime |
|
2011
|
Strong asymptotic freeness for Wigner and Wishart matrices. Zbl 1162.15013
Capitaine, M.; Donati-Martin, C. |
|
2007
|
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws. Zbl 1076.60067
Donati-Martin, Catherine; Doumerc, Yan; Matsumoto, Hiroyuki; Yor, Marc |
|
2004
|
Fubini’s theorem for double Wiener integrals and the variance of the Brownian path. Zbl 0738.60074
Donati-Martin, C.; Yor, M. |
|
1991
|
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes. Zbl 1055.60017
Donati-Martin, C.; Rouault, A.; Yor, M.; Zani, M. |
|
2004
|
Stochastic integration with respect to \(q\) Brownian motion. Zbl 1033.60066
Donati-Martin, C. |
|
2003
|
On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\). Zbl 1212.60070
Donati-Martin, Catherine; Roynette, Bernard; Vallois, Pierre; Yor, Marc |
|
2008
|
Some Brownian functionals and their laws. Zbl 0885.60072
Donati-Martin, C.; Yor, M. |
|
1997
|
Equations différentielles stochastiques dans \(\mathbb{R}\) avec conditions aux bords. (Stochastic differential equations on \(\mathbb{R}\) with boundary conditions). Zbl 0737.60050
Donati-Martin, Catherine |
|
1991
|
On positive and negative moments of the integral of geometric Brownian motions. Zbl 0974.60069
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2000
|
Spectrum of deformed random matrices and free probability. Zbl 1417.60007
Capitaine, Mireille; Donati-Martin, Catherine |
|
2017
|
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. Zbl 1033.60085
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2001
|
Stochastic partial differential equations with reflection and Malliavin calculus.
(EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E. |
|
1997
|
The law of geometric Brownian motion and its integral, revisited; application to conditional moments. Zbl 1030.91029
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2002
|
Free Wishart processes. Zbl 1084.46051
Capitaine, M.; Donati-Martin, C. |
|
2005
|
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion. Zbl 1062.60080
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2000
|
Some explicit Krein representations of certain subordinators, including the gamma process. Zbl 1123.60028
Donati-Martin, Catherine; Yor, Marc |
|
2006
|
Markov property for elliptic stochastic partial differential equations. Zbl 0824.60053
Donati-Martin, C.; Nualart, D. |
|
1994
|
The Lévy area process for the free Brownian motion. Zbl 0979.60044
Capitaine, M.; Donati-Martin, C. |
|
2001
|
Quasi-linear elliptic stochastic partial differential equation: Markov property. Zbl 0767.60051
Donati-Martin, Catherine |
|
1992
|
Large deviations for Wishart processes. Zbl 1158.60331
Donati-Martin, Catherine |
|
2008
|
Further examples of explicit Krein representations of certain subordinators. Zbl 1129.60042
Donati-Martin, Catherine; Yor, Marc |
|
2007
|
A sequence of Albin type continuous martingales with Brownian marginals and scaling. Zbl 1216.60039
Baker, David; Donati-Martin, Catherine; Yor, Marc |
|
2011
|
On some examples of quadratic functionals of Brownian motion. Zbl 0781.60066
Donati-Martin, C.; Yor, M. |
|
1993
|
Le problème de Buffon-Synge pour une corde. (The Buffon-Synge problem for a string). Zbl 0701.60009
Donati-Martin, C. |
|
1990
|
Large deviations for the largest eigenvalue of an Hermitian Brownian motion. Zbl 1277.60054
Donati-Martin, C.; Maïda, M. |
|
2012
|
Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution. Zbl 0980.60023
Donati-Martin, C.; Ghomrasni, R.; Yor, M. |
|
2000
|
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential. Zbl 1406.35410
Donati-Martin, Catherine; Groux, Benjamin; Maïda, Mylène |
|
2018
|
A remarkable inequality for normalised Brownian excursion.
(Une identité en loi remarquable pour l’excursion brownienne normalisée.) Zbl 0916.60072
Alili, Larbi; Donati-Martin, Catherine; Yor, Marc |
|
1997
|
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices. Zbl 1456.15033
Capitaine, Mireille; Donati-Martin, Catherine |
|
2021
|
Symmetric stable processes, Fubini’s theorem, and some extensions of the Ciesielski-Taylor identities in law. Zbl 0831.60049
Donati-Martin, C.; Song, S.; Yor, M. |
|
1994
|
Markov property of stationary, discrete, quasi-linear equations.
(Propriété de Markov des équations stationnaires discrètes quasi- linéaires.) Zbl 0788.60080
Donati-Martin, C. |
|
1993
|
Brownian motion and Hardy’s inequality in \(L^ 2\).
(Mouvement brownien et inégalité de Hardy dans \(L^ 2\).) Zbl 0739.60073
Donati-Martin, C.; Yor, M. |
|
1989
|
Advanced topics in random matrices. Zbl 1388.60010
|
|
2017
|
Extension of a formula of Paul Lévy for the quadratic variation of the planar Brownian motion.
(Extension d’une formule de Paul Lévy pour la variation quadratique du mouvement brownien plan.) Zbl 0763.60036
Donati-Martin, C.; Yor, M. |
|
1992
|
On symmetric stable random variables and matrix transposition. Zbl 0856.60020
Donati-Martin, Catherine; Song, Shiqi; Yor, Marc |
|
1994
|
Some remarks about the identity in law for the Bessel bridge \(\int_0^1 {ds \over r(s)} \overset\text{(law)}= 2\sup_{s\leq 1} r(s)\). Zbl 0980.60102
Donati-Martin, C. |
|
2001
|
Transformation de Fourier et temps d’occupation browniens. (Fourier transform and Brownian occupation times). Zbl 0674.60075
Donati-Martin, Cathérine |
|
1989
|
Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices. Zbl 1456.15033
Capitaine, Mireille; Donati-Martin, Catherine |
|
2021
|
Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential. Zbl 1406.35410
Donati-Martin, Catherine; Groux, Benjamin; Maïda, Mylène |
|
2018
|
Spectrum of deformed random matrices and free probability. Zbl 1417.60007
Capitaine, Mireille; Donati-Martin, Catherine |
|
2017
|
Advanced topics in random matrices. Zbl 1388.60010
|
|
2017
|
Central limit theorems for eigenvalues of deformations of Wigner matrices. Zbl 1237.60007
Capitaine, M.; Donati-Martin, C.; Féral, D. |
|
2012
|
Large deviations for the largest eigenvalue of an Hermitian Brownian motion. Zbl 1277.60054
Donati-Martin, C.; Maïda, M. |
|
2012
|
Free convolution with a semicircular distribution and eigenvalues of spiked deformations of Wigner matrices. Zbl 1245.15037
Capitaine, Mireille; Donati-Martin, Catherine; Féral, Delphine; Février, Maxime |
|
2011
|
A sequence of Albin type continuous martingales with Brownian marginals and scaling. Zbl 1216.60039
Baker, David; Donati-Martin, Catherine; Yor, Marc |
|
2011
|
The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations. Zbl 1163.15026
Capitaine, Mireille; Donati-Martin, Catherine; Féral, Delphine |
|
2009
|
On constants related to the choice of the local time at \(0\), and the corresponding Itô measure for Bessel processes with dimension \(d=2(1-\alpha), 0<\alpha<1\). Zbl 1212.60070
Donati-Martin, Catherine; Roynette, Bernard; Vallois, Pierre; Yor, Marc |
|
2008
|
Large deviations for Wishart processes. Zbl 1158.60331
Donati-Martin, Catherine |
|
2008
|
Strong asymptotic freeness for Wigner and Wishart matrices. Zbl 1162.15013
Capitaine, M.; Donati-Martin, C. |
|
2007
|
Further examples of explicit Krein representations of certain subordinators. Zbl 1129.60042
Donati-Martin, Catherine; Yor, Marc |
|
2007
|
Some explicit Krein representations of certain subordinators, including the gamma process. Zbl 1123.60028
Donati-Martin, Catherine; Yor, Marc |
|
2006
|
Free Wishart processes. Zbl 1084.46051
Capitaine, M.; Donati-Martin, C. |
|
2005
|
Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws. Zbl 1076.60067
Donati-Martin, Catherine; Doumerc, Yan; Matsumoto, Hiroyuki; Yor, Marc |
|
2004
|
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes. Zbl 1055.60017
Donati-Martin, C.; Rouault, A.; Yor, M.; Zani, M. |
|
2004
|
Stochastic integration with respect to \(q\) Brownian motion. Zbl 1033.60066
Donati-Martin, C. |
|
2003
|
The law of geometric Brownian motion and its integral, revisited; application to conditional moments. Zbl 1030.91029
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2002
|
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options. Zbl 0979.60073
Donati-Martin, Catherine; Ghomrasni, Raouf; Yor, Marc |
|
2001
|
Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions. Zbl 1033.60085
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2001
|
The Lévy area process for the free Brownian motion. Zbl 0979.60044
Capitaine, M.; Donati-Martin, C. |
|
2001
|
Some remarks about the identity in law for the Bessel bridge \(\int_0^1 {ds \over r(s)} \overset\text{(law)}= 2\sup_{s\leq 1} r(s)\). Zbl 0980.60102
Donati-Martin, C. |
|
2001
|
On positive and negative moments of the integral of geometric Brownian motions. Zbl 0974.60069
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2000
|
On striking identities about the exponential functionals of the Brownian bridge and Brownian motion. Zbl 1062.60080
Donati-Martin, Catherine; Matsumoto, Hiroyuki; Yor, Marc |
|
2000
|
Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution. Zbl 0980.60023
Donati-Martin, C.; Ghomrasni, R.; Yor, M. |
|
2000
|
Some Brownian functionals and their laws. Zbl 0885.60072
Donati-Martin, C.; Yor, M. |
|
1997
|
Stochastic partial differential equations with reflection and Malliavin calculus.
(EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E. |
|
1997
|
A remarkable inequality for normalised Brownian excursion.
(Une identité en loi remarquable pour l’excursion brownienne normalisée.) Zbl 0916.60072
Alili, Larbi; Donati-Martin, Catherine; Yor, Marc |
|
1997
|
Markov property for elliptic stochastic partial differential equations. Zbl 0824.60053
Donati-Martin, C.; Nualart, D. |
|
1994
|
Symmetric stable processes, Fubini’s theorem, and some extensions of the Ciesielski-Taylor identities in law. Zbl 0831.60049
Donati-Martin, C.; Song, S.; Yor, M. |
|
1994
|
On symmetric stable random variables and matrix transposition. Zbl 0856.60020
Donati-Martin, Catherine; Song, Shiqi; Yor, Marc |
|
1994
|
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E. |
|
1993
|
On some examples of quadratic functionals of Brownian motion. Zbl 0781.60066
Donati-Martin, C.; Yor, M. |
|
1993
|
Markov property of stationary, discrete, quasi-linear equations.
(Propriété de Markov des équations stationnaires discrètes quasi- linéaires.) Zbl 0788.60080
Donati-Martin, C. |
|
1993
|
Quasi-linear elliptic stochastic partial differential equation: Markov property. Zbl 0767.60051
Donati-Martin, Catherine |
|
1992
|
Extension of a formula of Paul Lévy for the quadratic variation of the planar Brownian motion.
(Extension d’une formule de Paul Lévy pour la variation quadratique du mouvement brownien plan.) Zbl 0763.60036
Donati-Martin, C.; Yor, M. |
|
1992
|
Fubini’s theorem for double Wiener integrals and the variance of the Brownian path. Zbl 0738.60074
Donati-Martin, C.; Yor, M. |
|
1991
|
Equations différentielles stochastiques dans \(\mathbb{R}\) avec conditions aux bords. (Stochastic differential equations on \(\mathbb{R}\) with boundary conditions). Zbl 0737.60050
Donati-Martin, Catherine |
|
1991
|
Le problème de Buffon-Synge pour une corde. (The Buffon-Synge problem for a string). Zbl 0701.60009
Donati-Martin, C. |
|
1990
|
Brownian motion and Hardy’s inequality in \(L^ 2\).
(Mouvement brownien et inégalité de Hardy dans \(L^ 2\).) Zbl 0739.60073
Donati-Martin, C.; Yor, M. |
|
1989
|
Transformation de Fourier et temps d’occupation browniens. (Fourier transform and Brownian occupation times). Zbl 0674.60075
Donati-Martin, Cathérine |
|
1989
|