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Marc Yor (PMA)

Identifiers

  • name variant Marc Yor (PMA) 0.60 · backfill

Papers (15)

  1. On the time to reach maximum for a variety of constrained Brownian motions cond-mat.stat-mech · 2008 · author #4
  2. Quasi-invariance properties of a class of subordinators math.PR · 2007 · author #2
  3. Burkholder's submartingales from a stochastic calculus perspective math.PR · 2007 · author #2
  4. CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators math.PR · 2006 · author #2
  5. A note on a.s. finiteness of perpetual integral functionals of diffusions math.PR · 2005 · author #2
  6. Limiting laws for long Brownian Bridges perturbed by their one-sided maximum, III math.PR · 2005 · author #3
  7. Limiting laws associated with Brownian motion perturbed by its maximum, minmum and local time II math.PR · 2005 · author #3
  8. Limiting laws associated with Brownian motion perturbated by normalized exponential weights I math.PR · 2005 · author #3
  9. Options on Hedge Funds under the High Water Mark Rule math.PR · 2005 · author #4
  10. Further examples of explicit Krein representations of certain subordinators math.PR · 2005 · author #2
  11. Some explicit Krein representations of certain subordinators, including the Gamma process math.PR · 2005 · author #2
  12. Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini theorems and symmetric projections math.PR · 2005 · author #2
  13. Tanaka formula for symmetric L\'{e}vy processes math.PR · 2005 · author #2
  14. Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions math.PR · 2004 · author #3
  15. On local martingale and its supremum: harmonic functions and beyond math.PR · 2004 · author #3

Mentions

  • 0802.2619 #4 · backfill · confidence 0.70 Marc Yor (PMA)
  • 0706.3010 #2 · backfill · confidence 0.70 Marc Yor (PMA)
  • 0705.3633 #2 · backfill · confidence 0.70 Marc Yor (PMA)

Frequent Coauthors