Liste de publications
61. An inequality for log-concave functions and its use in the study of failure rates. (avec M. Alimohammadi et N. Balakrishnan). A paraître à Probability in the Engineering and Informational Sciences. pdf
60. On the log-concavity of the Wright function. (avec R. A. C. Ferreira). A paraître à Constructive Approximation. pdf
59. On Tsallis cumulative entropies. (avec G. Dulac). Acta Appl. Math. 188 (9), 1-33, 2023. pdf
58. A note on the α-Sun distribution. Electron. Commun. Probab. 28, 1-13, 2023. pdf
57. Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials. (avec G. Alsmeyer, A. Bostan et K. Raschel). Adv. Appl. Math. 150, Article ID 102555, 1-52, 2023. pdf
56. A converse to the neo-classical inequality with an application to the Mittag-Leffler function. (avec S. Gerhold). Monatsh. Math. 200, 627-645, 2023. pdf
55. Convolution of beta prime distribution. (avec R. A. C. Ferreira). Trans. Amer. Math. Society. 376 (2), 855-890, 2023. pdf
54. Characterisation of the class of bell-shaped functions. (avec M. Kwaśnicki). Math. Z. 301, 2659-2683, 2022. pdf
53. Remark on a Mittag-Leffler function of Le Roy type. Integ. Trans. Spec. Functions 33 (2), 108-114, 2022. pdf
52. On the Green function of the killed fractional Laplacian on the periodic domain. Frac. Calc. Appl. Anal. 24 (5), 1629-1635, 2021. pdf
51. Some properties of the Kilbas-Saigo functions. (avec L. Boudabsa). Dans F. Mainardi (ed.) : Special Functions with Applications to Mathematical Physics II, Mathematics 9, 1-24, 2021. pdf
50. Fractional extreme distributions. (avec L. Boudabsa et P. Vallois). Electron. J. Probab. 25, 1-20, 2020. pdf
49. Moment problems related to Bernstein functions. Ann. Fac. Sci. Toulouse 29 (3), 577-594, 2020. pdf
48. On some new moments of Gamma type. (avec T. Kadankova et M. Wang). Stat. Probab. Letters 165 , Article ID 108854, 2020. pdf
47. Some properties of the free stable distributions. (avec T. Hasebe et M. Wang). Ann. Inst. H. Poincaré Probab. Statistiques 56 (1), 296-325, 2020. pdf
46. Cramér's estimate for stable processes with power drift. (avec C. Profeta). Electron. J. Probab. 24 (17), 1-21, 2019. pdf
45. On the law of homogeneous stable functionals. (avec J. Letemplier). ESAIM Probab. Stat. 23, 82-111, 2019. pdf
44. Density solutions to a class of integro-differential equations. (avec W. Jedidi et M. Wang). J. Math. Anal. Appl. 458 (1), 134-152, 2018. pdf
43. Stieltjes functions of finite order and hyperbolic monotonicity (avec L. Bondesson). Trans. Amer. Math. Society. 370, 4201-4222, 2018. pdf
42. The area of a spectrally positive stable process stopped at zero (avec J. Letemplier). Probab. Math. Stat. 38 (1), 27-37, 2018. pdf
41. On the harmonic measure of stable processes (avec C. Profeta). Séminaire de Probabilités XLVIII, 325-345, 2016. pdf
40. Total positivity in stable semigroups. Constr. Approx. 44, 103-120, 2016. pdf
39. A proof of Bondesson's conjecture on stable densities (avec P. Bosch). Ark. Mat. 54, 31-38, 2016. pdf
38. Diffusion hitting times and the bell-shape (avec W. Jedidi). Stat. Probab. Letters 102, 38-41, 2015. pdf
37. Windings of the stable Kolmogorov process (avec C. Profeta). Lat. Am. J. Probab. Math. Stat. 12 (1), 115-127, 2015. pdf
36. On the infinite divisibility of inverse Beta distributions (avec P. Bosch). Bernoulli 21 (4), 2552-2568, 2015. pdf
35. Persistence of integrated stable processes (avec C. Profeta). Probab. Theory Relat. Fields 162, 463-485, 2015. pdf
34. Mittag-Leffler functions and complete monotonicity. Int. Trans. Spec. Func. 26 (1), 36-50, 2015. pdf
33. Positive stable densities and the bell-shape. Proc. Amer. Math. Soc. 143 (2), 885-895, 2015. pdf
32. Persistence probabilities and exponents (avec F. Aurzada). Dans : Lévy Matters V. Functionals of Lévy processes. Lect. Notes Math. 2149, 183-221, 2015. pdf
31. Unimodality of hitting times for stable processes (avec J. Letemplier). Séminaire de Probabilités XLVI, 345-357, 2014. pdf
30. Total positivity of a Cauchy kernel. J. Approx. Theory. 184, 238-258, 2014. pdf
29. Comparing Fréchet and positive stable laws. Electron. J. Probab. 19 (16), 1-25, 2014. pdf
28. Produit Beta-Gamma et régularité du signe. Studia Sci. Math. Hung. 51 (4), 429-453, 2014. pdf
27. On the self-decomposability of the Fréchet distribution (avec P. Bosch). Indag. Math. 24 (3), 626-636, 2013. pdf
26. Further examples of GGC and HCM densities (avec W. Jedidi). Bernoulli 19 (5A), 1818-1838, 2013. pdf
25. Intertwining certain fractional derivatives (avec P. Patie). Potential Anal. 36 (4), 569-587, 2012. pdf
24. On the unimodality of power transformations of positive stable densities. Math. Nachr. 285 (4), 497-506, 2012. pdf
23. A multiplicative short proof for the unimodality of stable densities. Elec. Comm. Probab. 16, 623-629, 2011. pdf
22. Hitting densities for spectrally positive stable processes. Stochastics 83 (2), 203-214, 2011. pdf
21. Multiplicative strong unimodality for positive stable laws. Proc. Amer. Math. Soc. 139 (7), 2587-2595, 2011. pdf
20. On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes. Probab. Theory Relat. Fields. 151, 173-190, 2011. pdf
19. Fonctions de Mittag-Leffler et processus de Lévy stables sans
sauts négatifs. Expo. Math. 28 (3), 290-298, 2010. pdf
18. Chung's law for homogeneous Brownian functionals (avec A. Lachal). Rocky Mountain J. Math. 40 (2), 561-579, 2010. pdf
17. On the Hausdorff dimension of regular points of the inviscid Burgers equation with stable initial data. J. Stat. Phys. 131 (4), 733-747, 2008. pdf
16. Малые уклонения негауссовских процессов.
Theory Stoch. Proc. 13 (1-2), 272-280, 2007.
pdf
15. The lower tail problem for homogeneous functionals of stable processes with no negative jumps. Lat. Am. J. Probab. Math. Stat. 3, 165-179, 2007. pdf
14. Small ball probabilities for stable convolutions (avec F. Aurzada).
ESAIM Probab. Stat. 11, 327-343, 2007. pdf
13. Correcting Newton-Côtes integrals by Lévy areas (avec I. Nourdin). Bernoulli 13 (3), 695-711, 2007. pdf
12. On the absolute continuity of Lévy processes with drift (avec I. Nourdin). Ann. Probab. 34 (3), 1035-1051, 2006. pdf
11. On the absolute continuity of one-dimensional SDE's driven by a fractional Brownian motion (avec I. Nourdin). Stat. Probab. Letters 76 (9), 907-912, 2006. pdf
10. Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature (avec M. Arnaudon). Ann. Inst. Fourier 55 (3), 891-930, 2005. pdf
9.Small deviations for fractional stable processes (avec M. A. Lifshits).
Ann. Instit. H. Poincaré Probab. Statist. 41 (4), 725-752, 2005. pdf
8. Small ball estimates in p-variation for stable processes. J. Theoret. Probab. 17 (4), 1013-1036, 2004. pdf
7. Small deviations in p-variation for multidimensional Lévy processes. J. Math. Kyoto Univ. 43 (3), 523-565, 2003.
pdf
6. Concentration of the Brownian bridge on the hyperbolic plane.
Ann. Probab. 30 (4), 1977-1989, 2002. pdf
5. Support d'une équation d'Itô avec sauts en dimension 1.
Sémin. Probab. 36, 314-330, 2002. pdf
4. Sur les petites déviations d'un processus de Lévy. Potential Anal. 14 (2), 155-173, 2001. pdf
Annoncé dans C. R. Acad. Sci. Paris Ser. I 329, 331-334, 1999.
3. Support of a Marcus equation in dimension 1. Electron. Comm. Probab. 5, 149-157, 2000. pdf
2. Support theorem for jump processes. Stoch. Process. Appl. 89 (1), 1-30, 2000. pdf
Annoncé dans C. R. Acad. Sci. Paris Ser. I 328, 1075-1080, 1999.
1. Subordination in the wide sense for Lévy processes. Probab. Theory Related Fields 115 (4), 445-477, 1999. postscript
Annoncé dans C. R. Acad. Sci. Paris Ser. I 327, 683-688, 1998.