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Number of items: 7.

Najnudel, J; Nikeghbali, Ashkan (2012). On some universal sigma-finite measures related to a remarkable class of submartingales. Stochastic Processes and their Applications, 122(4):1582-1600.

Najnudel, J; Nikeghbali, A (2011). A new kind of augmentation of filtration. ESAIM: Probability and Statistic, 15:S39-S57.

Najnudel, J; Nikeghbali, A (2010). A new construction of the σ-finite measures associated with submartingales of class (Σ). Comptes Rendus Mathematique, 348(5-6):311-316.

Najnudel, J; Nikeghbali, A (2010). A remarkable sigma-finite measure associated with last passage times and penalisation problems. In: Chiarella, C; Novikov, A. Contemporary quantitative finance : essays in honour of Eckhard Platen. Berlin, DE: Springer, 77-98.

Najnudel, J; Nikeghbali, A (2010). A remarkable σ-finite measure associated with last passage times and penalisation problems. In: Chiarella, C; Novikov, A. Contemporary quantitative finance : essays in honour of Eckhard Platen. Berlin, DE: Springer, 77-97.

Najnudel, J; Roynette, B; Yor, M (2009). A global view of Brownian penalisations. Tokyo: Mathematical Society of Japan.

Najnudel, J; Nikeghbali, A; Rubin, F (2009). Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble. Journal of Statistical Physics, 137(2):373-406.

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