Marc Yor

13 books • 13 series

Marc Yor is a Professor in the Laboratoire de Probabilités et Modèles Aléatoires at Université Pierre et Marie Curie (Paris VI).
Sep 30, 2013
Cover of Local Times and Excursion Theory for Brownian Motion

Local Times and Excursion Theory for Brownian Motion (Lecture Notes in Mathematics, #2088)

Mar 1, 2012
Cover of Stochastic Filtering at Saint-Flour

Stochastic Filtering at Saint-Flour (Probability at Saint-Flour)

May 24, 2011
Cover of Peacocks and Associated Martingales, with Explicit Constructions

Peacocks and Associated Martingales, with Explicit Constructions (Bocconi & Springer)

Jan 1, 2010
Cover of Option Prices as Probabilities

Option Prices as Probabilities (Springer Finance) (Springer Finance) (Springer Finance Lecture Notes)

Oct 4, 2009
Cover of Mathematical Methods for Financial Markets

Mathematical Methods for Financial Markets (Springer Finance) (Springer Finance) (Springer Finance Textbooks)

Mar 25, 2009
Cover of Penalising Brownian Paths

Penalising Brownian Paths (Lecture Notes in Mathematics, #1969)

Sep 16, 2008
Cover of Aspects of Brownian Motion

Aspects of Brownian Motion (Universitext)

Dec 2006
Cover of In Memoriam

In Memoriam

Dec 19, 2005
Cover of Random Times and Enlargements of Filtrations in a Brownian Setting

Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics, #1873)

Nov 3, 2003
Cover of Exercises in Probability

Exercises in Probability (Cambridge Series in Statistical and Probabilistic Mathematics) (Cambridge Series in Statistical and Probabilistic Mathematic)

Aug 14, 2001
Cover of Exponential Functionals of Brownian Motion and Related Processes

Exponential Functionals of Brownian Motion and Related Processes (Springer Finance Lecture Notes) (Springer Finance)

20 Mar 1997
Cover of Some Aspects of Brownian Motion

Some Aspects of Brownian Motion (Lectures in Mathematics. ETH Zurich)

7 Sep 2004
Cover of Continuous Martingales and Brownian Motion

Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften, #293) (Die Grundlehren der Mathematischen Wissenschaften, v. 293)