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 - 6 results of 6 for search 'Yor, Marc', query time: 0.02s 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
    Published 2006
    Other Authors: “…Yor, Marc…”
    Get full text
    Electronic Kit Book
  3. 3
    Continuous martingales and Brownian motion /
    by Revuz, D.
    Published 1999
    Other Authors: “…Yor, Marc…”
    Book
  4. 4
    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
  5. 5
    Στοιχηματικές στοχαστικές διαδικασίες συνεχούς χρόνου και κινήσεις Brown
    by Revuz, D.
    Published 2004
    Other Authors: “…Yor, Marc…”
    Book
  6. 6
    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
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