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Marc Yor

Marc Yor is a Professor in the Laboratoire de Probabilites et Modeles Aleatoires at Universite Pierre et Marie Curie (Paris VI).

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Marc Yor's Featured Books

Aspects of Brownian Motion

Aspects of Brownian Motion

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Seminaire de Probabilites XXXVII

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Exponential Functionals of Brownian Motion and Related Processes

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Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae

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Some Aspects of Brownian Motion

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Peacocks and Associated Martingales, with Explicit Constructions

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OEuvres Completes-Collected Works

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Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

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Aspects of Mathematical Finance

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Seminaire de Probabilites XXV

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Penalising Brownian Paths

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Random Times and Enlargements of Filtrations in a Brownian Setting

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Seminaire de Probabilites XXVII

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Seminaire de Probabilites XXX

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Seminaire de Probabilites XXIX

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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Ito Measures

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Seminaire de Probabilites XXVI

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Seminaire de Probabilites XX 1984/85: Proceedings

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In Memoriam Paul-Andre Meyer - Seminaire de Probabilites XXXIX

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Some Aspects of Brownian Motion Part I: Some Special Functionals

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