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Marc Yor

Identifiers

  • name variant Marc Yor 0.60 · backfill

Papers (32)

  1. A guide to Brownian motion and related stochastic processes math.PR · 2018 · author #2
  2. Exercices sur les temps locaux de semi-martingales continues et les excursions browniennes math.PR · 2016 · author #2
  3. On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator math.ST · 2013 · author #2
  4. Unifying the Dynkin and Lebesgue-Stieltjes formulae math.PR · 2013 · author #2
  5. How to make Dupire's local volatility work with jumps q-fin.PR · 2013 · author #3
  6. Last-Hitting Times and Williams' Decomposition of the Bessel Process of Dimension 3 at its Ultimate Minimum math.PR · 2013 · author #2
  7. Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone math.PR · 2012 · author #2
  8. Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion math.PR · 2012 · author #2
  9. On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes math.PR · 2010 · author #2
  10. Selfdecomposable Laws Associated with Hyperbolic Functins math.PR · 2010 · author #2
  11. A new formula for some linear stochastic equations with applications math.PR · 2010 · author #2
  12. Around Tsirelson's equation, or: The evolution process may not explain everything math.PR · 2009 · author #2
  13. A global view of Brownian penalisations math.PR · 2009 · author #3
  14. On the laws of first hitting times of points for one-dimensional symmetric stable L\'evy processes math.PR · 2008 · author #3
  15. Measuring the "non-stopping timeness" of ends of previsible sets math.PR · 2008 · author #2
  16. Call option prices based on Bessel processes math.PR · 2008 · author #2
  17. Penalising symmetric stable L\'evy paths math.PR · 2008 · author #3
  18. Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples math.PR · 2007 · author #3
  19. The barnes G function and its relations with sums and products of generalized Gamma convolution variables math.PR · 2007 · author #2
  20. The characteristic polynomial of a random unitary matrix: a probabilistic approach math.PR · 2007 · author #4
  21. Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders math.PR · 2007 · author #2
  22. On the excursion theory for linear diffusions math.PR · 2006 · author #3
  23. A chaotic representation property of the multidimensional Dunkl processes math.PR · 2006 · author #2
  24. Exponential functionals of Brownian motion, II: Some related diffusion processes math.PR · 2005 · author #2
  25. Exponential functionals of Brownian motion, I: Probability laws at fixed time math.PR · 2005 · author #2
  26. Exponential functionals of Levy processes math.PR · 2005 · author #2
  27. Equivalent and absolutely continuous measure changes for jump-diffusion processes math.PR · 2005 · author #3
  28. Harnesses, Levy bridges and Monsieur Jourdain math.PR · 2004 · author #2
  29. A definition and some characteristic properties of pseudo-stopping times math.PR · 2004 · author #2
  30. Where did the Brownian particle go? math.PR · 2004 · author #4
  31. Asymptotic laws for compositions derived from transformed subordinators math.PR · 2004 · author #3
  32. Perpetual integral functionals as hitting and occupation times math.PR · 2004 · author #2

Mentions

  • 1309.7801 #2 · backfill · confidence 0.70 Marc Yor
  • 1308.5795 #2 · backfill · confidence 0.70 Marc Yor
  • 1302.5548 #3 · backfill · confidence 0.70 Marc Yor
  • 1301.2527 #2 · backfill · confidence 0.70 Marc Yor
  • 1201.2718 #2 · backfill · confidence 0.70 Marc Yor
  • 1201.2716 #2 · backfill · confidence 0.70 Marc Yor
  • 1012.2038 #2 · backfill · confidence 0.70 Marc Yor
  • 1009.3542 #2 · backfill · confidence 0.70 Marc Yor
  • 1009.3373 #2 · backfill · confidence 0.70 Marc Yor
  • 0906.3442 #2 · backfill · confidence 0.70 Marc Yor
  • 0905.2220 #3 · backfill · confidence 0.70 Marc Yor
  • 0811.2046 #3 · backfill · confidence 0.70 Marc Yor
  • 0810.1059 #2 · backfill · confidence 0.70 Marc Yor
  • 0808.3402 #2 · backfill · confidence 0.70 Marc Yor
  • 0807.4336 #3 · backfill · confidence 0.70 Marc Yor
  • 0708.3932 #3 · backfill · confidence 0.70 Marc Yor
  • 0707.3187 #2 · backfill · confidence 0.70 Marc Yor
  • 0706.0333 #4 · backfill · confidence 0.70 Marc Yor

Frequent Coauthors