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Publications by Marc Yor

On Peacocks and Lyrebirds: Australian Options, Brownian Bridges and the Average of Sub-Martingales

SSRN Electronic Journal

English

Enlacements Du Mouvement Brownien Autour Des Courbes De L’espace

Transactions of the American Mathematical Society

Applied Mathematics

English

On Independent Times and Positions for Brownian Motions

Revista Matematica Iberoamericana

English

On Quadratic Functionals of the Brownian Sheet and Related Processes

Stochastic Processes and their Applications

Applied Mathematics

English

Infinitely Divisible Laws Associated With Hyperbolic Functions

Canadian Journal of Mathematics

English

On the Time to Reach Maximum for a Variety of Constrained Brownian Motions

Journal of Physics A: Mathematical and Theoretical

Nonlinear Physics

Mathematical Physics

English

Penalisations of Multidimensional Brownian Motion, VI

ESAIM - Probability and Statistics

English

Local Limit Theorems for Brownian Additive Functionals and Penalisation of Brownian Paths, IX

ESAIM - Probability and Statistics

English

Some Properties of the Wishart Processes and a Matrix Extension of the Hartman-Watson Laws

Publications of the Research Institute for Mathematical Sciences

English

A Propos d'Un Lemme De Ch. Yoeurp

Lecture Notes in Mathematics

English