Marc Yor

Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance. Provided by Wikipedia
Showing 1 - 3 results of 3 for search 'Yor, Marc', query time: 0.01s Refine Results
  1. 1
    Exponential functionals of Brownian motion and related proecesses
    by Yor, Marc
    Published 2001
    Other Authors: “…Yor, Marc…”
    Book
  2. 2
    Seminaire de Probabilités XVII, 1981/82 : proceedings
    Published 1996
    Other Authors:
    Book
  3. 3
    Continuous martingales and Brownian motion
    by Revuz, D.
    Published 1999
    Other Authors:
    Book

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