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Person
ISNI: 
0000 0001 2098 472X
Name: 
Yor, M.
Yor, Marc
Yor, Marc Jean
Dates: 
1949-2014
Creation class: 
article
Computer file
Language material
Nonmusical sound recording
Projected medium
Text
Creation role: 
author
creator
editor
redactor
Related names: 
Azéma, J.
Azéma, Jacques
Emery, Michel (1949- ))
Hennequin, Paul-Louis
Jeulin, Th
Ledoux, Michel
Mansuy, Roger
Meyer, Paul-André (1934-2003))
Revuz, D.
Revuz, Daniel
Roynette, Bernard
Université Paris 7 Affiliation (see also from)
Université Pierre et Marie Curie Affiliation (see also from)
Titles: 
À propos des matrices aléatoires et des fonctions L
Appl. math.
Around Lévy processes and their application to some problems in mathematical finance.
Aspects des mathématiques financières
CALCUL STOCHASTIQUE ET REPRESENTATIONS INTEGRALES
Continuous martingales and Brownian motion
Ecole dʹete de probabilities de Saint-Flour IX-1979
ETUDE ASYMPTOTIQUE DE PROCESSUS EMPIRIQUES
ETUDE DES FILTRATIONS DES MARTINGALES QUADRATIQUES DE M. YOR. ETUDE DES CONJECTURES DE M. YOR ET M. BARLOW SUR LA FILTRATION BROWNIENNE
Exercises in probability : a guided tour from measure theory to random processes, via conditioning
FONCTIONNELLES EXPONENTIELLES ET CERTAINES VALEURS PRINCIPALES DES TEMPS LOCAUX BROWNIENS
Grossissements de filtrations exemples et applications : Séminaire de Calcul Stochastique 1982/83 Université Paris VI
Harmonic & stochastic analysis of Dunkl processes
Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations
Local times and excursion theory for Brownian motion a tale of Wiener and Itô measures
Mathematical methods for financial markets
Méthode de "Malliavin-Stein" multi-dimensionnelle sur l'espace de Poisson applications aux théorèmes centraux limites
On random matrices and L functions.
Option prices as probabilities : a new look at generalized Black-Scholes formulae
Penalising Brownian Paths
QUELQUES PROPRIETES DU MOUVEMENT BROWNIEN
Random times and enlargements of filtrations in a Brownian setting
Random times, filtrations and submartingales : some recent developments.
Risks, options on hedge funds and hybrid products.
Séminaire de probabilités
Some aspects of Brownian motion
Stochastic calculus with respect to multi-fractional Brownian motion and applications to finance
Stochastic filtering at Saint-Flour
Stochastic processes and related topics : proceedings of the 12th Winter School, Siegmundsburg (Germany), 27 February-4 March 2000
SUR LE MOUVEMENT BROWNIEN : CALCULS DE LOIS ; ETUDES ASYMPTOTIQUES ; FILTRATIONS ; RELATIONS AVEC CERTAINES EQUATIONS PARABOLIQUES
Temps locaux, 1978 (a.e.)
Temps locaux, excursions et lieu le plus visité par un mouvement brownien linéaire
Time-space brownian chaos, Hoeffding decompositions and related convergence problems, anglais
Windings of some planar stochastic processes and applications to the rotation of a polymer.
Contributed to or performed: 
APPLICATIONS OF MATHEMATICS -PRAHA-
Notes: 
Sources: 
VIAF BNC DNB LC NKC NSK NTA NUKAT SUDOC WKP
ZETO