Marc Yor
Affiliations:- Pierre-and-Marie-Curie University, Paris, France
According to our database1,
Marc Yor
authored at least 11 papers
between 1998 and 2017.
Collaborative distances:
Collaborative distances:
Timeline
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Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
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on zbmath.org
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on id.loc.gov
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on d-nb.info
On csauthors.net:
Bibliography
2017
2011
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes.
Period. Math. Hung., 2011
2010
Applying Itô's motto: "Look at the infinite dimensional picture" by constructing sheets to obtain processes increasing in the convex order.
Period. Math. Hung., 2010
2005
Period. Math. Hung., 2005
2003
Finance Stochastics, 2003
2002
Finance Stochastics, 2002
2000
Period. Math. Hung., 2000
On Striking Identities About the Exponential Functionals of the Brownian Bridge and Brownian Motion.
Period. Math. Hung., 2000
1998
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales.
Finance Stochastics, 1998