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Person

Marc Yor (1949-2014)

Mathematiker

Name	Marc Yor
Time	1949-2014 (Date of birth and death)
Place	Paris (Wirkungsort) Frankreich
Gender	männlich
Profession	Mathematiker (characteristic profession)
Variant	M. Yor
Related	Université Pierre et Marie Curie Université Paris VII
Topic	Personen zu Stochastik, Operations Research
Further information	Laboratoire de Probabilités et Modéles Aléatoires <Paris>
Source	Wikipedia (Stand: 13.1.2014)
Record type	Person
GND-Identifier	120628635
Record ID	120628635
Involved in show all Local Times and Excursion Theory for Brownian Motion : A Tale of Wiener and Itô Measures Stochastic filtering at Saint-Flour Peacocks and Associated Martingales, with Explicit Constructions Option prices as probabilities : a new look at generalized black-scholes formulae Penalising Brownian paths Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon Aspects of Brownian motion Aspects of mathematical finance Canonical decomposition of linear transformations of two independent Brownian motions Random times and enlargements of filtrations in a Brownian setting Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III Pricing options on realized variance On weak Brownian motions of arbitrary order Exponential functionals of Brownian motion and related processes Exponential Functionals of Brownian Motion and Related Processes Continuous martingales and Brownian motion On weak Brownian motions of arbitrary order Lévy processes in finance: a remedy to the non-stationarity of continuous martingales Canonical decomposition of linear transformations of two independent Brownian motions Some aspects of Brownian motion Pt. 2. Some recent martingale problems Continuous martingales and Brownian motion Some aspects of Brownian motion Pt. 1. Some special functionals Continuous martingales and Brownian motion Some aspects of Brownian motion

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