Yor, Marc
Overview
Works:  160 works in 1,037 publications in 5 languages and 15,765 library holdings 

Genres:  Conference papers and proceedings History 
Roles:  Author, Editor, Other, Honoree, Creator, Opponent, Thesis advisor, 956, Interviewee, Dedicatee, Narrator 
Classifications:  QA3, 519.2 
Publication Timeline
.
Most widely held works by
Marc Yor
Séminaire de probabilités XXI by
J Azéma(
Book
)
338 editions published between 1980 and 2008 in 6 languages and held by 2,964 WorldCat member libraries worldwide
Annotation
338 editions published between 1980 and 2008 in 6 languages and held by 2,964 WorldCat member libraries worldwide
Annotation
Continuous martingales and Brownian motion by
D Revuz(
Book
)
63 editions published between 1981 and 2008 in English and held by 1,102 WorldCat member libraries worldwide
From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research ..." Bull. L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions
63 editions published between 1981 and 2008 in English and held by 1,102 WorldCat member libraries worldwide
From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion. The great strength of Revuz and Yor is the enormous variety of calculations carried out both in the main text and also (by implication) in the exercises. ... This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises, and throwing out challenging remarks about areas awaiting further research ..." Bull. L.M.S. 24, 4 (1992) Since the first edition in 1991, an impressive variety of advances has been made in relation to the material of this book, and these are reflected in the successive editions
Exercises in probability : a guided tour from measure theory to random processes via conditioning by
L Chaumont(
Book
)
38 editions published between 2003 and 2012 in English and held by 530 WorldCat member libraries worldwide
"Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probability, independence and conditioning. Gaussian variables, distributional computations, convergence of random variables, and random processes. For each exercise the authors have provided a detailed solution as well as references for preliminary and further reading. There are also many insightful notes that set the exercises in context." "Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory."Jacket
38 editions published between 2003 and 2012 in English and held by 530 WorldCat member libraries worldwide
"Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probability, independence and conditioning. Gaussian variables, distributional computations, convergence of random variables, and random processes. For each exercise the authors have provided a detailed solution as well as references for preliminary and further reading. There are also many insightful notes that set the exercises in context." "Students will find these exercises extremely useful for easing the transition between simple and complex probabilistic frameworks. Indeed, many of the exercises here will lead the student on to frontier research topics in probability. Along the way, attention is drawn to a number of traps into which students of probability often fall. This book is ideal for independent study or as the companion to a course in advanced probability theory."Jacket
Grossissements de filtrations : exemples et applications by
Th Jeulin(
Book
)
22 editions published between 1985 and 2008 in 4 languages and held by 386 WorldCat member libraries worldwide
English summary
22 editions published between 1985 and 2008 in 4 languages and held by 386 WorldCat member libraries worldwide
English summary
Ecole d'été de probabilités de SaintFlour IX1979 by
Peter J Bickel(
Book
)
24 editions published in 1981 in 4 languages and held by 313 WorldCat member libraries worldwide
This volume contains detailed, workedout notes of six main courses given at the SaintFlour Summer Schools from 1985 to 1987
24 editions published in 1981 in 4 languages and held by 313 WorldCat member libraries worldwide
This volume contains detailed, workedout notes of six main courses given at the SaintFlour Summer Schools from 1985 to 1987
Random times and enlargements of filtrations in a Brownian setting by
Roger Mansuy(
Book
)
20 editions published between 2005 and 2006 in English and held by 282 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 AzémaEmery 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
20 editions published between 2005 and 2006 in English and held by 282 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 AzémaEmery 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
Séminaire de probabilités 19671980 : a selection in Martingale theory by Séminaire de probabilités(
Book
)
17 editions published between 2002 and 2006 in French and English and held by 276 WorldCat member libraries worldwide
Annotation
17 editions published between 2002 and 2006 in French and English and held by 276 WorldCat member libraries worldwide
Annotation
Exponential functionals of Brownian motion and related processes by
Marc Yor(
Book
)
12 editions published in 2001 in English and held by 233 WorldCat member libraries worldwide
This volume collects papers about the laws of geometric Brownian motions and their timeintegrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time
12 editions published in 2001 in English and held by 233 WorldCat member libraries worldwide
This volume collects papers about the laws of geometric Brownian motions and their timeintegrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time
Séminaire de probabilités XVIII, 1982/83 : proceedings by
J Azéma(
Book
)
22 editions published in 1984 in 3 languages and held by 229 WorldCat member libraries worldwide
22 editions published in 1984 in 3 languages and held by 229 WorldCat member libraries worldwide
Séminaire de probabilités XVII, 1981/82 : proceedings by
J Azéma(
Book
)
23 editions published in 1983 in 3 languages and held by 200 WorldCat member libraries worldwide
23 editions published in 1983 in 3 languages and held by 200 WorldCat member libraries worldwide
In memoriam : PaulAndre Meyer : Séminaire de probabilités XXXIX by
Marc Yor(
Book
)
27 editions published in 2006 in English and French and held by 197 WorldCat member libraries worldwide
Annotation
27 editions published in 2006 in English and French and held by 197 WorldCat member libraries worldwide
Annotation
Mathematical methods for financial markets by
Monique JeanblancPicqué(
Book
)
25 editions published between 2009 and 2013 in English and Undetermined and held by 186 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
25 editions published between 2009 and 2013 in English and Undetermined and held by 186 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(
Book
)
17 editions published between 2007 and 2008 in English and held by 178 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
17 editions published between 2007 and 2008 in English and held by 178 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
Séminaire de probabilités XIX, 1983/84 : proceedings by
J Azéma(
Book
)
18 editions published between 1985 and 2008 in 5 languages and held by 175 WorldCat member libraries worldwide
18 editions published between 1985 and 2008 in 5 languages and held by 175 WorldCat member libraries worldwide
Penalising Brownian paths by
Bernard Roynette(
Book
)
16 editions published in 2009 in English and held by 167 WorldCat member libraries worldwide
Annotation
16 editions published in 2009 in English and held by 167 WorldCat member libraries worldwide
Annotation
Local times and excursion theory for Brownian motion : a tale of Wiener and Itô measures by
JuYi Yen(
Book
)
15 editions published in 2013 in English and Undetermined and held by 142 WorldCat member libraries worldwide
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the FeynmanKac formula
15 editions published in 2013 in English and Undetermined and held by 142 WorldCat member libraries worldwide
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the FeynmanKac formula
Option prices as probabilities : a new look at generalized BlackScholes formulae by
Christophe Profeta(
Book
)
16 editions published in 2010 in English and held by 118 WorldCat member libraries worldwide
The BlackScholes formula plays a central role in Mathematical Finance; it gives the right price at which buyer and seller can agree with, in the geometric Brownian framework, when strike K and maturity T are given. This yields an explicit wellknown formula, obtained by Black and Scholes in 1973. The present volume gives another representation of this formula in terms of Brownian last passages times, which, to our knowledge, has never been made in this sense. The volume is devoted to various extensions and discussions of features and quantities stemming from the last passages times representation in the Brownian case such as: pastfuture martingales, last passage times up to a finite horizon, pseudoinverses of processes ... They are developed in eight chapters, with complements, appendices and exercises
16 editions published in 2010 in English and held by 118 WorldCat member libraries worldwide
The BlackScholes formula plays a central role in Mathematical Finance; it gives the right price at which buyer and seller can agree with, in the geometric Brownian framework, when strike K and maturity T are given. This yields an explicit wellknown formula, obtained by Black and Scholes in 1973. The present volume gives another representation of this formula in terms of Brownian last passages times, which, to our knowledge, has never been made in this sense. The volume is devoted to various extensions and discussions of features and quantities stemming from the last passages times representation in the Brownian case such as: pastfuture martingales, last passage times up to a finite horizon, pseudoinverses of processes ... They are developed in eight chapters, with complements, appendices and exercises
Aspects of mathematical finance by
Marc Yor(
Book
)
13 editions published between 2008 and 2010 in English and held by 109 WorldCat member libraries worldwide
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990???s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Acad??mie 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 "Acad??mie des Sciences" in Paris by internationally renowned experts in mathematical finance, and lat
13 editions published between 2008 and 2010 in English and held by 109 WorldCat member libraries worldwide
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990???s, of mathematical methodology, especially probabilistic methodology, it was a very natural idea for the French "Acad??mie 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 "Acad??mie des Sciences" in Paris by internationally renowned experts in mathematical finance, and lat
Séminaire de probabilités XLVI by
Catherine DonatiMartin(
Book
)
8 editions published in 2015 in English and held by 64 WorldCat member libraries worldwide
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, JY. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; JF. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timPL Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery
8 editions published in 2015 in English and held by 64 WorldCat member libraries worldwide
This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, JY. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; JF. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timPL Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery
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Related Identities
 Azéma, J. Other Author Editor
 Meyer, Paul André Other Honoree Author Editor
 Emery, Michel 1949 Other Author Editor
 Mansuy, Roger Author
 Roynette, Bernard Other Author
 Revuz, D. Author
 Ledoux, Michel 1958 Other Editor
 Chaumont, L. (Loïc) Author
 JeanblancPicqué, Monique 1947 Author
 Chesney, Marc Author
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Associated Subjects
Banks and banking Brownian motion processes Business mathematics Diffusion processes Distribution (Probability theory) Filters (Mathematics) Finance FinanceMathematical models Fluctuations (Physics) Gaussian processes Geometry, Differential Global analysis (Mathematics) Global differential geometry Inequalities (Mathematics) InvestmentsMathematics Lévy processes Local times (Stochastic processes) Markov processes Martingales (Mathematics) Mathematical physics Mathematical statistics Mathematics Probabilities Random matrices Random walks (Mathematics) Stochastic analysis Stochastic differential equations Stochastic integrals Stochastic processes
Alternative Names
Marc Yor Frans wiskundige (19492014)
Marc Yor fransk matematikar
Marc Yor fransk matematiker
Marc Yor französischer Mathematiker
Marc Yor French mathematician
Marcus Yor
Yor, M.
Yor, M. 19492014
Yor, M. (Marc)
Yor, Marc
Yor, Marc Jean
马克·约尔
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