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	hal-00706678v1 Journal articles O. Zindy. Upper limits of Sinai's walk in random scenery Stochastic Processes and their Applications, Elsevier, 2008, 118 (8), pp.981-1003
	hal-00443721v1 Journal articles O. Zindy, N. Enriquez, C. Sabot. Aging and quenched localization for one-dimensional random walks in random environment in the sub-ballistic regime Bulletin de la société mathématique de France, Société Mathématique de France, 2009, 137 (3), pp.423-452
	tel-00158859v1 Theses Olivier Zindy. Random walks in random environment on Z: localization studies in the recurrent and transient cases Mathematics [math]. Université Pierre et Marie Curie - Paris VI, 2007. English
	hal-00105215v2 Journal articles Olivier Zindy. Upper limits of Sinai's walk in random scenery Stochastic Processes and their Applications, Elsevier, 2008, 118, pp.981-1003
	hal-00705747v1 Journal articles O. Zindy. Scaling limit and aging for directed trap models Markov Processes And Related Fields, Polymat Publishing Company, 2009, 15, pp.31-50
	hal-00446179v1 Journal articles O. Zindy, N. Enriquez, C. Sabot. Limit laws for transient random walks in random environment on $\z$ Annales de l'Institut Fourier, Association des Annales de l'Institut Fourier, 2009, 59 (6), pp.2469-2508
	hal-00707215v1 Journal articles C. Zheng, G. Peccati. Multi-dimensional Gaussian fluctuations on the Poisson space Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2010, 15 (48), pp.1487-1527
	tel-00648611v1 Theses Cengbo Zheng. Multi-dimensional "Malliavin-Stein" method on the Poisson space and its applications to limit theorems Probability [math.PR]. Université Pierre et Marie Curie - Paris VI, 2011. English
	hal-01504760v1 Journal articles Lorenzo Zambotti, Mauro Mariani. {\it Large deviations for the empirical measure of heavy tailed Markov renewal processes} Advances in Applied Probability, Applied Probability Trust, 2016, 48 (3), pp.648-671
	hal-00300427v1 Journal articles L. Zambotti. A conservative evolution of the Brownian excursion Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2008, 13 (37), pp.1096-1119
	hal-00707745v1 Journal articles L. Zambotti, J. Buzzi. Mean mutual information and symmetry breaking for finite random fields Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2012, 48 (2), pp.343-367. ⟨10.1214/11-AIHP416⟩
	hal-00415335v1 Journal articles L. Zambotti, L. Ambrosio, G. Savaré. Existence and stability for Fokker–Planck equations with log-concave reference measure Probability Theory and Related Fields, Springer Verlag, 2009, 145 (3-4), pp.517-564
	hal-01023963v1 Book sections L. Zambotti. L'équation de Kardar-Parisi-Zhang (d'après Martin Hairer) Séminaire Bourbaki, Volume 2012/2013, Société Mathématique de France, pp.251-269, 2014, Astérisque n. 361
	hal-00300425v1 Journal articles L. Zambotti. Fluctuations for a conservative interface model on a wall ALEA : Latin American Journal of Probability and Mathematical Statistics, Instituto Nacional de Matemática Pura e Aplicada, 2008, 4, pp.167-184
	hal-01725285v1 Books Lorenzo Zambotti. Random Obstacle Problems Springer, 2181, 2017, École d'Été de Probabilités de Saint-Flour, 978-3-319-52096-4. ⟨10.1007/978-3-319-52096-4⟩
	hal-00232688v1 Journal articles Marc yor, Bernard Roynette, Joseph Najnudel. A remarkable σ-finite measure on C(R+, R) related to many Brownian penalisations Comptes Rendus. Mathématique, Académie des sciences (Paris), 2007, 345 (8), pp.459-466. ⟨10.1016/j.crma.2007.09.015⟩
	hal-00595043v1 Journal articles Marc yor, J.-y. yen. Call option prices based on Bessel processes Methodology and Computing in Applied Probability, Springer Verlag, 2011, 13 (2), pp.329-347. ⟨10.1007/s11009-009-9151-5⟩
	hal-00093273v1 Journal articles Marc yor, B. Roynette, P. Vallois. Asymptotics for the distribution of lengths of excursions of a d-dimensional Bessel process (0 < d < 2) Comptes rendus de l'Académie des sciences. Série I, Mathématique, Elsevier, 2006, 343 n.3, pp.201-208
	hal-00128805v1 Book sections Marc yor, L. Gallardo. Some remarkable properties of the Dunkl martingales M. Emery, M. Yor. Séminaire de probabilités XXXIX. In Memoriam Paul-André Meyer, Springer, pp.337-356, 2006, Lecture Notes in Mathematics n°1874
	hal-00109983v1 Book sections Marc yor, G. Peccati. Hardy's inequality in $L^2([0,1]$ and principal values of Brownian local times L. Horvath, B. Szyszkowicz. Asymptotic Methods in Stochastics, Festschrift for Miklós Csörgo, American Mathematical Society, pp.49-74, 2004, Fields Institute Communications, n° 44
	hal-00141360v1 Journal articles Marc yor, H. Geman, D.B. Madan. Probing option prices for information Methodology and Computing in Applied Probability, Springer Verlag, 2007, 9 (1), pp.115-131
	hal-00539604v1 Book sections Marc yor. Squared Bessel Processes R. Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd, Volume 4, pp: 1678-1679, 2010
	hal-00388880v1 Books Marc yor. Aspects of mathematical finance M. Yor. Springer, viii-80 p., 2008
	hal-00657769v1 Books Marc yor, F. Hirsch, Christophe Profeta, B. Roynette. Peacocks and associated martingales, with explicit constructions Springer, pp.xxxii-384, 2011, Bocconi & Springer Series n.3
	hal-00707701v1 Journal articles Marc yor. Comment K. Itô a révolutionné l'étude des processus stochastiques Gazette des Mathématiciens, Société Mathématique de France, 2007, 111, pp.51-55
	hal-00104944v1 Book sections Marc yor, J. Pitman. Some properties of the arc-sine law related to its invariance under a family of rational maps A. Dasgupta. A Festschrift for Herman Rubin, Institute of Mathematical Statistics, pp.126-137, 2004, IMS Lecture Notes Monograph Series n° 45
	hal-00708595v1 Book sections Marc yor. A note about Selberg's integrals in relation with the beta-gamma algebra M.C. Fu, R.A. Jarrow, J.Y. Yen, R.J. Elliott. Advances in mathematical finance, Birkhäuser, pp.49-58, 2007, Applied and Numerical Harmonic Analysis
	hal-00128799v1 Book sections Marc yor, D.B. Madan. Ito's integrated formula for strict local martingales M. Emery, M. Yor. Séminaire de probabilités XXXIX. In Memoriam Paul-André Meyer, Springer, pp.157-170, 2006, Lecture Notes in Mathematics n°1874
	hal-00657758v1 Journal articles Marc yor, D. Madan. The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX Applied Mathematical Finance, Taylor & Francis (Routledge): SSH Titles, 2011, 18 (3), pp.227-244
	hal-00128455v1 Journal articles Marc yor, D. Khoshnevisan, P. Salminen. A note on a.s. finiteness of perpetual integral functionals of difusions Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2006, 11 n.11, pp.108-117
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