WorldCat Identities

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
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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
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
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
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
Ecole d'été de probabilités de Saint-Flour IX-1979 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, worked-out notes of six main courses given at the Saint-Flour 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 Azéma-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
Séminaire de probabilités 1967-1980 : 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
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 time-integrals, 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

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

In memoriam : Paul-Andre 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
Mathematical methods for financial markets by Monique Jeanblanc-Picqué( 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
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
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

Penalising Brownian paths by Bernard Roynette( Book )

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 Ju-Yi 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 Feynman-Kac formula
Option prices as probabilities : a new look at generalized Black-Scholes formulae by Christophe Profeta( Book )

16 editions published in 2010 in English and held by 118 WorldCat member libraries worldwide

The Black-Scholes 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 well-known 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: past-future martingales, last passage times up to a finite horizon, pseudo-inverses 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
Séminaire de probabilités XLVI by Catherine Donati-Martin( 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, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. 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, timP-L 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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WorldCat IdentitiesRelated Identities
Continuous martingales and Brownian motion
Alternative Names
Marc Yor Frans wiskundige (1949-2014)

Marc Yor fransk matematikar

Marc Yor fransk matematiker

Marc Yor französischer Mathematiker

Marc Yor French mathematician

Marcus Yor

Yor, M.

Yor, M. 1949-2014

Yor, M. (Marc)

Yor, Marc

Yor, Marc Jean

马克·约尔

Languages
Covers
Continuous martingales and Brownian motionExercises in probability : a guided tour from measure theory to random processes via conditioningGrossissements de filtrations : exemples et applicationsEcole d'été de probabilités de Saint-Flour IX-1979Random times and enlargements of filtrations in a Brownian settingSéminaire de probabilités 1967-1980 : a selection in Martingale theoryExponential functionals of Brownian motion and related processesSéminaire de probabilités XVIII, 1982/83 : proceedings