MPG.eBooks - Author Search Results

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

Cover Image

1

Some Aspects of Brownian Motion : Part II: Some Recent Martingale Problems

by Yor, Marc
Published 1997

Birkhäuser

Cover Image

2

Exponential Functionals of Brownian Motion and Related Processes

by Yor, Marc
Published 2001

Springer Berlin Heidelberg

Cover Image

3

Random Times and Enlargements of Filtrations in a Brownian Setting

by Mansuy, Roger, Yor, Marc
Published 2006

Springer Berlin Heidelberg

Cover Image

4

Penalising Brownian Paths

by Roynette, Bernard, Yor, Marc
Published 2009

Springer Berlin Heidelberg

Cover Image

5

Continuous Martingales and Brownian Motion

by Revuz, Daniel, Yor, Marc
Published 1999

Springer Berlin Heidelberg

Cover Image

6

Continuous Martingales and Brownian Motion

by Revuz, Daniel, Yor, Marc
Published 1991

Springer Berlin Heidelberg

Cover Image

7

Aspects of Brownian Motion

by Mansuy, Roger, Yor, Marc
Published 2008

Springer Berlin Heidelberg

Cover Image

8

Exercises in probability : a guided tour from measure theory to random processes, via conditioning

by Chaumont, L., Yor, Marc
Published 2012

Cambridge University Press

Cover Image

9

Exercises in probability : a guided tour from measure theory to random processes, via conditioning

by Chaumont, L., Yor, Marc
Published 2003

Cambridge University Press

Cover Image

10

Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures

by Yen, Ju-Yi, Yor, Marc
Published 2013

Springer International Publishing

Cover Image

11

Mathematical Methods for Financial Markets

by Jeanblanc, Monique, Yor, Marc, Chesney, Marc
Published 2009

Springer London

Cover Image

12

Option Prices as Probabilities : A New Look at Generalized Black-Scholes Formulae

by Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2010

Springer Berlin Heidelberg

Cover Image

13

Peacocks and Associated Martingales, with Explicit Constructions

by Hirsch, Francis, Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2011

Springer Milan

Cover Image

14

Séminaire de Probabilités XVI 1980/81

by Azéma, Jacques
Published 1982

Springer

Other Authors: “...Yor, Marc...”

Cover Image

15

Séminaire de Probabilités XVI, 1980/81 Supplément: Géométrie Différentielle Stochastique

by Azéma, Jacques
Published 1982

Springer

Other Authors: “...Yor, Marc...”

Cover Image

16

Aspects of Mathematical Finance

Published 2008

Springer Berlin Heidelberg

Other Authors: “...Yor, Marc...”

Cover Image

17

Séminaire de Probabilités XIV 1978/79

by Azéma, Jacques
Published 1980

Springer

Other Authors: “...Yor, Marc...”

Cover Image

18

Séminaire de Probabilités XIX 1983/84 : Proceedings

by Azéma, Jacques
Published 1985

Springer

Other Authors: “...Yor, Marc...”

Cover Image

19

Séminaire de Probabilités XV 1979/80 : Avec table générale des exposés de 1966/67 à 1978/79

by Azéma, Jacques
Published 1981

Springer

Other Authors: “...Yor, Marc...”

Cover Image

20

Séminaire de Probabilités XX 1984/85 : Proceedings

by Azéma, Jacques
Published 1986

Springer

Other Authors: “...Yor, Marc...”

1
2
3