Marc Yor
32 works on record
Works
Mathematical Methods for Financial Markets, ed. by M. Jeanblanc
2005
Séminaire de probabilités XXVII
1993
Continuous martingales and Brownian motion
1991
Grossissements de filtrations
Continuous Martingales And Brownian Motion
Penalising Brownian Paths Lecture Notes in Mathematics
Local Times And Excursion Theory For Brownian Motion A Tale Of Wiener And It Measures
Random times and enlargements of filtrations in a Brownian setting
Aspects of mathematical finance
Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics Book 1873)
Penalising Brownian Paths (Lecture Notes in Mathematics Book 1969)
S minaire de Probabilit s XXXI
Continuous Martingales and Brownian Motion
Séminaire de probabilités XXVII
Séminaire de probabilités XIV, 1978/79
S minaire de Probabilit s XXXIII
Séminaire de probabilités XIV, 1978/79
Séminaire de Probabilités XIX 1983/84
Œuvres Complètes―Collected Works
Seminaire de Probabilites XXI
Stochastic Processes and Related Topics
Exercises in Probability
Exponential Functionals of Brownian Motion and Related Processes
Some Aspects of Brownian Motion : Part II
Local Times and Excursion Theory for Brownian Motion
Grossissements de Filtrations : Exemples et Applications
Séminaire de Probabilités XVI 1980/81 : Supplément
Harmonic & stochastic analysis of Dunkl processes
Some Aspects of Brownian Motion
Some aspects of Brownianmotion
On Exponential Functionals of Brownian Motion and Related Processes
Some Aspects of Brownian Motion: Part II