WorldCat Identities

Yor, Marc

Overview
Works: 182 works in 830 publications in 4 languages and 13,234 library holdings
Genres: Conference proceedings  History 
Roles: Editor, Other, Creator, Interviewee
Classifications: QA3, 519.2
Publication Timeline
Key
Publications about  Marc Yor Publications about Marc Yor
Publications by  Marc Yor Publications by Marc Yor
posthumous Publications by Marc Yor, published posthumously.
Most widely held works by Marc Yor
Séminaire de probabilités XXI by J Azéma ( Book )
96 editions published between 1980 and 2008 in 5 languages and held by 1,612 WorldCat member libraries worldwide
Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Sminaire de Probabilits develops the following themes: - chaos representation for some new kinds of martingales, - quantum probability, - branching aspects on Brownian excursions, - Brownian motion on a set of rays
Séminaire de probabilités XL by J Azéma ( )
97 editions published between 1987 and 2006 in 4 languages and held by 1,437 WorldCat member libraries worldwide
Annotation
Continuous martingales and Brownian motion by D Revuz ( Book )
49 editions published between 1981 and 2008 in English and Undetermined and held by 1,051 WorldCat member libraries worldwide
This work provides a detailed study of Brownian Motion, via the Itô stochastic calculus of continuous processes, e.g. diffusions, continuous semi-martingales: it should facilitate the reading and understanding of research papers in this area, and be of interest both to graduate students and to more advanced readers, either working primarily with stochastic processes, or doing research in an area involving stochastic processes, e.g. mathematical physics, economics. The emphasis is on methods, rather than generality. After a first introductory chapter, each of the subsequent ones introduces a new method or idea, e.g. stochastic integration, local times, excursions, weak convergence, and describes its appications to Brownian motion; some of these appear for the first time in book form. One of the important features of the book is the large number of exercises which, at the same time, give additional results and will help the reader master the subject more easily
Random times and enlargements of filtrations in a Brownian setting by Roger Mansuy ( )
20 editions published between 2005 and 2006 in English and held by 641 WorldCat member libraries worldwide
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azema-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion
Exercises in probability : a guided tour from measure theory to random processes via conditioning by L Chaumont ( Book )
24 editions published between 2003 and 2012 in English and held by 543 WorldCat member libraries worldwide
"Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory. For each exercise the authors provide detailed solutions as well as references for preliminary and further reading. There are also many insightful notes to motivate the student and set the exercises in context"--
In memoriam Paul-Andre Meyer Séminaire de probabilités XXXIX by Michel Emery ( )
21 editions published in 2006 in English and held by 527 WorldCat member libraries worldwide
Penalising Brownian paths by Bernard Roynette ( )
14 editions published in 2009 in English and held by 512 WorldCat member libraries worldwide
Annotation
Séminaire de probabilités XVI, 1980/81 : supplément: géométrie différentielle stochastique by J Azéma ( Book )
31 editions published in 1982 in French and English and held by 503 WorldCat member libraries worldwide
Mathematical methods for financial markets by Monique Jeanblanc-Picqué ( )
17 editions published between 2005 and 2009 in English and held by 502 WorldCat member libraries worldwide
Stochastic processes of common use in mathematical finance are presented throughout this book, which consists of 11 chapters, interlacing on the one hand financial concepts and instruments, and on the other hand, Brownian motion, diffusion processes, Lvy processes, together with the basic properties of these processes
Aspects of Brownian motion by Roger Mansuy ( )
19 editions published between 2005 and 2008 in English and held by 499 WorldCat member libraries worldwide
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this text is on special classes of Brownian functions like Brownian quadratic functionals and Brownian local times
Aspects of mathematical finance by Marc Yor ( )
12 editions published in 2008 in English and held by 456 WorldCat member libraries worldwide
"Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Academie des Sciences" to propose a series of public lectures, accessible to an educated audience, to promote a wider understanding for some of the fundamental ideas, techniques and new tools of the financial industries." "These lectures were given at the "Academie des Science" in Paris by experts in mathematical finance, and later written up for this volume which develops topics such as risk measures, the notion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and Levy processes."--Jacket
Option prices as probabilities a new look at generalized Black-Scholes formulae by Christophe Profeta ( )
12 editions published in 2010 in English and held by 454 WorldCat member libraries worldwide
Grossissements de filtrations : exemples et applications by Th Jeulin ( Book )
12 editions published between 1985 and 2008 in French and English and held by 387 WorldCat member libraries worldwide
English summary
Séminaire de probabilités 1967-1980 : a selection in Martingale theory by Michel Emery ( Book )
16 editions published between 2002 and 2006 in French and English and held by 364 WorldCat member libraries worldwide
Annotation
Ecole d'été de probabilités de Saint-Flour IX-1979 by Peter J Bickel ( Book )
18 editions published between 1981 and 2008 in 3 languages and held by 347 WorldCat member libraries worldwide
Séminaire de probabilités XIX, 1983/84 : proceedings by J Azéma ( Book )
13 editions published in 1985 in 3 languages and held by 281 WorldCat member libraries worldwide
Séminaire de probabilités XVIII, 1982/83 : proceedings by J Azéma ( Book )
13 editions published in 1984 in French and English and held by 270 WorldCat member libraries worldwide
Séminaire de probabilités XIV, Université de Strasbourg, 1978/79 by J Azéma ( Book )
15 editions published in 1980 in 3 languages and held by 265 WorldCat member libraries worldwide
Séminaire de probabilités XVII, 1981/82 : proceedings by J Azéma ( Book )
14 editions published in 1983 in French and English and held by 264 WorldCat member libraries worldwide
Local times and excursion theory for Brownian motion a tale of wiener and itô measures by Ju-Yi Yen ( )
10 editions published in 2013 in English and Undetermined and held by 259 WorldCat member libraries worldwide
 
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Audience Level
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Audience Level
1
  Kids General Special  
Audience level: 0.75 (from 0.66 for Mathematic ... to 0.86 for Séminaire ...)
Alternative Names
Yor, M.
Yor, M. 1949-2014
Yor, M. (Marc)
Yor, Marc
Yor, Marc Jean
Languages
English (322)
French (182)
Multiple languages (10)
German (4)
Covers