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1
by Yen, Ju-Yi, Yor, Marc
Published 2013
Springer International Publishing
Table of Contents: ...Prerequisites -- Local times of continuous semimartingales -- Excursion theory for Brownian paths...

2
Published 1982
Springer Berlin Heidelberg
Subjects: ...Probability Theory and Stochastic Processes...

3
Published 1985
Springer Berlin Heidelberg
Table of Contents: ... généralisé et grossissement d'une filtration -- Application de la theorie du grossissement a l'etude des...

4
by Yor, Marc
Published 2001
Springer Berlin Heidelberg
Table of Contents: ... of Certain Lévy Processes Stochastics and Stochastic Rep. 47 (1994), 71–101 (with P. Carmona and F. Petit...

5
by Hirsch, Francis, Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2011
Springer Milan
Table of Contents: ... Method -- The Sato Process Method -- The Stochastic Differential Equation Method -- The Skorokhod...

6
by Chaumont, L., Yor, Marc
Published 2012
Cambridge University Press
Table of Contents: ...Preface to the Second Edition -- Preface to the First Edition -- 1. Measure theory and probability...

7
Published 1998
Springer Berlin Heidelberg
Table of Contents: ... sousmartingale par une martingale -- Closedness of some spaces of stochastic integrals -- Homogeneous diffusions...

8
Published 2005
Springer Berlin Heidelberg
Table of Contents: ... decomposition theorem -- A. Cherny, A. Shiryaev: On stochastic integrals up to infinity and predictable criteria...

9
Published 1992
Springer Berlin Heidelberg
Table of Contents: ... convex hull -- Skew products, regular conditional probabilities and stochastic differential equations : A...

10
Published 2003
Springer Berlin Heidelberg
Table of Contents: ...: Application de la théorie des excursions à l'intégrale du mouvement Brownien -- T. Mountford: Brownian sheet...

11
Published 1997
Springer Berlin Heidelberg
Table of Contents: ... of Ogawa integrability -- The multiplicity of stochastic processes -- Theoremes limites pour les temps...

12
Published 1991
Springer Berlin Heidelberg
Table of Contents: ... -- Some remarks on the theory of stochastic integration -- Sur la méthode de L. Schwartz pour les é.d.s...

13
by Revuz, Daniel, Yor, Marc
Published 1999
Springer Berlin Heidelberg
Table of Contents: ... -- §4. Hausdorff Measures and Dimension -- §5. Ergodic Theory -- §6. Probabilities on Function Spaces...

14
by Yor, Marc
Published 1997
Birkhäuser
Table of Contents: ... at an independent exponential time -- 10.4 Bertoin’s excursion theory for BES( d), 0 < denjoys the chaos...

15
Published 1996
Springer Berlin Heidelberg
Table of Contents: ... infimum? -- Strong and weak order of time discretization schemes of stochastic differential equations...

16
Published 1988
Springer Berlin Heidelberg
Table of Contents: ...Penetration times and skorohod stopping -- The statistical equilibrium of an isotropic stochastic...

17
Published 1990
Springer Berlin Heidelberg
Table of Contents: ... Doob -- Théorie des Processus de Production -- Modèles simples de la théorie du poteniel non linéaire...

18
by Mansuy, Roger, Yor, Marc
Published 2008
Springer Berlin Heidelberg
Subjects: ...Probability Theory...

19
Published 1985
Springer Berlin Heidelberg
Table of Contents: ... with non-positive jumps -- Construction directe d'une diffusion sur une variete -- Sur la theorie de...

20
Published 2002
Springer Berlin Heidelberg
Subjects: ...Probability Theory...