Marc Yor

Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance. Provided by Wikipedia
Showing 1 - 20 results of 21 for search 'Yor, Marc', query time: 0.06s Refine Results
  1. 1
    Exponential functionals of Brownian motion and related processes
    by Yor, Marc
    Published 2001
    Book
  2. 2
    Random Times and Enlargements of Filtrations in a Brownian Setting
    by Mansuy, Roger, Yor, Marc
    Published 2006
    Full Text via HEAL-Link
    Electronic eBook
  3. 3
    Aspects of Brownian Motion
    by Mansuy, Roger, Yor, Marc
    Published 2008
    Full Text via HEAL-Link
    Electronic eBook
  4. 4
    Penalising Brownian Paths
    by Roynette, Bernard, Yor, Marc
    Published 2009
    Full Text via HEAL-Link
    Electronic eBook
  5. 5
    Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures /
    by Yen, Ju-Yi, Yor, Marc
    Published 2013
    Full Text via HEAL-Link
    Electronic eBook
  6. 6
    Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae /
    Full Text via HEAL-Link
    Electronic eBook
  7. 7
    Mathematical Methods for Financial Markets
    Full Text via HEAL-Link
    Electronic eBook
  8. 8
    Peacocks and Associated Martingales, with Explicit Constructions
    Full Text via HEAL-Link
    Electronic eBook
  9. 9
    Aspects of Mathematical Finance
    Published 2008
    Other Authors: “…Yor, Marc…”
    Full Text via HEAL-Link
    Electronic eBook
  10. 10
    In Memoriam Paul-AndrΓ© Meyer SΓ©minaire de ProbabilitΓ©s XXXIX
    by Γ‰mery, Michel
    Published 2006
    Other Authors: “…Yor, Marc…”
    Get full text
    Electronic Kit Book
  11. 11
    Random Times and Enlargements of Filtrations in a Brownian Setting
    by Mansuy, Roger
    Published 2006
    Other Authors: “…Yor, Marc…”
    Get full text
    Electronic Kit Book
  12. 12
    Continuous martingales and Brownian motion /
    by Revuz, D.
    Published 1999
    Other Authors: “…Yor, Marc…”
    Book
  13. 13
    Séminaire de Probabilités 1967-1980 A Selection in Martingale Theory /
    Published 2002
    Other Authors: “…Yor, Marc…”
    Full Text via HEAL-Link
    Electronic eBook
  14. 14
    In Memoriam Paul-André Meyer Séminaire de Probabilités XXXIX /
    Published 2006
    Other Authors: “…Yor, Marc…”
    Full Text via HEAL-Link
    Electronic eBook
  15. 15
    Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae
    by Profeta, Cristophe
    Published 2010
    Other Authors: “…Yor, Marc…”
    Get full text
    Electronic Kit Book
  16. 16
    Στοιχηματικές στοχαστικές διαδικασίες συνεχούς χρόνου και κινήσεις Brown
    by Revuz, D.
    Published 2004
    Other Authors: “…Yor, Marc…”
    Book
  17. 17
    Seminaire de Probabilites XXXI
    Published 1997
    Other Authors: “…Yor, Marc…”
    Full Text via HEAL-Link
    Electronic eBook
  18. 18
    Séminaire de Probabilités XXXVIII
    Published 2005
    Other Authors: “…Yor, Marc…”
    Full Text via HEAL-Link
    Electronic eBook
  19. 19
    Séminaire de Probabilités XXXVII
    Published 2003
    Other Authors: “…Yor, Marc…”
    Full Text via HEAL-Link
    Electronic eBook
  20. 20
    Séminaire de Probabilités XXXII
    Published 1998
    Other Authors: “…Yor, Marc…”
    Full Text via HEAL-Link
    Electronic eBook
Search Tools: RSS Feed – Email Search