Institut für Mathematik

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Publikationen

J. Najnudel, D. Stroock, M. Yor
On a flow of transformations of a Wiener space
Preprint (2011) PDF  

J. Najnudel
Construction of an Edwards' probability measure on C(R+,R)
Annals of Probab., Volume 38, no. 6, pp. 2295-2321 (2010) PDF  

J. Najnudel, A. Nikeghbali
A remarkable sigma-finite measure associated with last passage times and penalisation results
Contemporary Quantitative Finance, Essays in Honour of Eckhard Platen, pp. 77-98, Springer (2010) PDF   URL

J. Najnudel, A. Nikeghbali
On a flow of operators associated to virtual permutations
Séminaire de Probabilités XLVI, Lecture Notes in Math., 2123, Springer, 481--512 (2014). PDF   URL

J. Najnudel, A. Nikeghbali
A new construction of the $\sigma$-finite measures associated with submartingales of class $(\Sigma)$
C. R. Math. Acad. Sci. Paris, Volume 348, pp. 311-316, (2010) PDF   URL

J. Najnudel, A. Nikeghbali
On penalization results related with a remarkable class of submartingales
Markov process. Related Fields, 19, no.4, 763--790 (2013) PDF   URL

J. Najnudel, A. Nikeghbali
On some properties of a universal sigma finite measure associated with a remarkable class of submartingales
Publ. of the Res. Instit. for Math. Sci. (Kyoto University), 47 (2011), no. 4, 911-936 PDF   URL

J. Najnudel, A. Nikeghbali
A new kind of augmentation of filtrations
ESAIM, 15, pp. 39-57, (2011) PDF   URL

J. Najnudel, A. Nikeghbali
On some universal sigma-finite measures and some extensions of Doob's optional stopping theorem
Stochastic Process. Appl., 122, no.4, 1582--1600 (2012). PDF   URL

J. Najnudel, A. Nikeghbali, F. Rubin
Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble
Journal of Statistical Physics, Volume 137, no. 2, pp. 373-406, (2009)   

J. Najnudel, B. Roynette, M. Yor
A global view of Brownian penalisations
MSJ Memoirs, Mathematical Society of Japan, Volume 19 (2009) PDF  

J. Najnudel
Penalizations of the Brownian motion by a functional of its local times
Stochastic Process. Appl., Volume 118, no. 8, pp. 1407--1433 (2008) PDF  

J. Najnudel, B. Roynette, M. Yor
A remarkable sigma-finite measure on C(R+,R) related to many Brownian penalisations
C. R. Math. Acad. Sci. Paris, Volume 345, no. 8, pp. 459--466 (2007) PDF  

J. Najnudel
Temps locaux et p\'enalisations browniennes (local times and Brownian penalisations)
PhD thesis (2007) PDF  

J. Najnudel
P\'enalisations de l'araign\'ee brownienne (Penalizations of the Brownian spider)
Ann. Inst. Fourier (Grenoble), Volume 57, no. 4, pp. 1063--1093 (2007) PDF  

J. Najnudel
Integration with respect to self-intersection local time of a one-dimensional Brownian motion
Séminaire de Probabilités, Volume XL, pp. 105--116, Lecture Notes in Math. 1899, Springer, Berlin (2007)