| Exercises in Probability: a guided tour from measure theory to random processes, via conditioning L Chaumont, M Yor Cambridge University Press, 2012 | 183 | 2012 |
| Conditionings and path decompositions for Lévy processes L Chaumont Stochastic processes and their applications 64 (1), 39-54, 1996 | 146 | 1996 |
| On Lévy processes conditioned to stay positive. L Chaumont, R Doney | 139 | 2005 |
| Excursion normalisée, méandre et pont pour les processus de Lévy stables L Chaumont Bulletin des Sciences Mathematiques 121 (5), 377-404, 1997 | 119 | 1997 |
| Conditioned stable Lévy processes and the Lamperti representation ME Caballero, L Chaumont Journal of Applied Probability 43 (4), 967-983, 2006 | 115 | 2006 |
| Invariance principles for random walks conditioned to stay positive F Caravenna, L Chaumont Annales de l'IHP Probabilités et statistiques 44 (1), 170-190, 2008 | 88 | 2008 |
| Markovian bridges: weak continuity and pathwise constructions L Chaumont, GU Bravo The Annals of Probability 39 (2), 609-647, 2011 | 79 | 2011 |
| Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes ME Caballero, L Chaumont | 72 | 2006 |
| On the law of the supremum of Lévy processes L Chaumont | 71 | 2013 |
| Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion L Chaumont, RA Doney Probability theory and related fields 113 (4), 519-534, 1999 | 69 | 1999 |
| The Lamperti representation of real-valued self-similar Markov processes L Chaumont, H Pantí, V Rivero | 67 | 2013 |
| An invariance principle for random walk bridges conditioned to stay positive F Caravenna, L Chaumont | 65 | 2013 |
| Path transformations of first passage bridges J Bertoin, L Chaumont, J Pitman | 57 | 2003 |
| Sur certains processus de Lévy conditionnés à rester positifs L Chaumont Stochastics: An International Journal of Probability and Stochastic …, 1994 | 57 | 1994 |
| Some explicit identities associated with positive self-similar Markov processes L Chaumont, AE Kyprianou, JC Pardo Stochastic Processes and Their Applications 119 (3), 980-1000, 2009 | 55 | 2009 |
| Fluctuation theory and exit systems for positive self-similar Markov processes L Chaumont, A Kyprianou, JC Pardo, V Rivero | 46 | 2012 |
| Inversion, duality and Doob -transforms for self-similar Markov processes L Alili, L Chaumont, P Graczyk, T Żak | 40 | 2017 |
| The lower envelope of positive self-similar Markov processes L Chaumont, JC Pardo Millan | 38 | 2006 |
| Invariance principles for local times at the maximum of random walks and Lévy processes L Chaumont, RA Doney | 37 | 2010 |
| Exercises in probability. Cambridge Series in Statistical and Probabilistic Mathematics L Chaumont, M Yor Cambridge: Cambridge Univ. Press. MR2016344, 2003 | 35 | 2003 |