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publications

(72)

• Asymptotic laws for regenerative compositions: gamma subordinators and the like
  Alexander Gnedin and Jim Pitman and Marc Yor Probability Theory and Related Fields 135 576--602 (2006)
  to CitesCSP Compositions Gnedin Pitman Yor subordinator by haulk and 1 other person on 2008-08-28 23:08:21
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• Exponential functionals of Brownian motion and related processes
  {Marc} Yor (2001)
  to imported by fbw on 2008-05-29 13:24:55
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• Bessel processes and infinitely divisible laws
  Jim Pitman and Marc Yor Stochastic integrals (Proc. Sympos., Univ. Durham, Durham, 1980) 285--370 (1981)
  to Bessel_processes by peter.ralph and 1 other person on 2008-05-07 17:46:56
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• A decomposition of Bessel bridges
  Jim Pitman and Marc Yor Z. Wahrsch. Verw. Gebiete 59 425--457 (1982)
  to Bessel_processes by peter.ralph and 1 other person on 2008-05-07 17:45:05
  | BibTeX  
• Joseph Leo Doob (27 février 1910 - 7 juin 2004)
  Marc Yor Gazette des Mathématiciens 114 33--39 (2007)
  to biography math mathematician people by pitman on 2008-05-06 01:16:35
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• From local volatility to local L\'Evy models
  Peter Carr and Helyette Geman and Dilip B. Madan and Marc Yor Quantitative Finance 4 581--588 (2004)
  to imported by smicha on 2008-04-23 19:09:19
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• An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
  Philippe Carmona and Fr{\'e}d{\'e}rique Petit and Marc Yor Stochastic Processes and their Applications 79 323--333 (1999)
  to imported by smicha on 2008-04-22 14:25:45
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• Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
  Hans F{\"o}llmer and Ching-Tang Wu and Marc Yor Stochastic Processes and their Applications 84 137--164 (1999)
  to Brownian motion by smicha on 2008-04-22 14:25:45
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• Brownian analogues of Burke's theorem
  Neil O'Connell and Marc Yor Stochastic Processes and their Applications 96 285--304 (2001)
  to imported by smicha on 2008-04-22 14:25:45
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• Self-similar processes with independent increments associated with L\'evy and Bessel processes
  M. Jeanblanc and J. Pitman and M. Yor Stochastic Processes and their Applications 100 223--231 (2002)
  to Self-decomposable distribution by smicha and 1 other person on 2008-04-22 14:25:45
  | URL | BibTeX