1. Recherche
72 résultats  enregistrer la recherche
hal-01200589v1  Direction d'ouvrage, Proceedings
Anna Aksamit, Larbi Alili, Jacques Azéma, Ehsan Azmoodeh, Dominique Bakry et al.  In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. France. 2137, Springer-Verlag, pp.619, 2015, Lecture Notes in Mathematics, 978-3-319-18584-2. <10.1007/978-3-319-18585-9>
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hal-00591337v1  Article dans une revue
Bernard Roynette, Pierre Vallois, Marc Yor. Brownian penalisations related to excursion lengths, VII
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2009, 45 (2), pp.421-452. <10.1214/08-AIHP177>
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hal-00654697v1  Pré-publication, Document de travail
Stavros Vakeroudis, Marc Yor. Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone
2011
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hal-01336238v1  Pré-publication, Document de travail
Bastien Mallein, Marc Yor. Exercices sur les temps locaux de semi-martingales continues et les excursions browniennes
2016
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hal-00016662v2  Pré-publication, Document de travail
Dilip Madan, Marc Yor. CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators.
2006
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hal-00292334v1  Article dans une revue
Bernard Roynette, Pierre Vallois, Marc Yor. A family of generalized gamma convoluted variables
Probability and Mathematical Statistics, 2009, 29 (2), pp.181-204
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hal-00608880v3  Pré-publication, Document de travail
Stavros Vakeroudis, Marc Yor. A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
2011
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hal-00881268v1  Pré-publication, Document de travail
Mathieu Rosenbaum, Marc Yor. Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling
2013
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hal-00877162v1  Pré-publication, Document de travail
Mathieu Rosenbaum, Marc Yor. On the law of a triplet associated with the pseudo-Brownian bridge
2013
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hal-00284122v1  Pré-publication, Document de travail
Amel Bentata, Marc Yor. From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
2008
hal-00128458v1  Article dans une revue
C. Donati-Martin, Marc Yor. Some explicit Krein representations of certain subordinators, including the Gamma process
Publications of the Research Institute for Mathematical Sciences, Kyoto University, 2006, 42 n.4, pp.879-895
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hal-00124676v1  Pré-publication, Document de travail
Paul Bourgade, Takahiko Fujita, Marc Yor. Euler's formula for zeta(2n) and Cauchy variables
2007
hal-00610188v1  Chapitre d'ouvrage
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor. Constructing self-similar martingales via two Skorokhod embeddings
C. Donati-Martin, A. Lejay, A. Rouault. Séminaire de probabilités XLIII, Springer, pp.451-503, 2011, Lecture Notes in Mathematics n. 2006, <10.1007/978-3-642-15217-7_21>
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hal-00257403v1  Pré-publication, Document de travail
D. Madan, Bernard Roynette, Marc Yor. An alternative expression for the Black-Scholes formula in terms of Brownian first and last passage times
Prépublication IECN 2008/08. 2008
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hal-00156099v1  Pré-publication, Document de travail
Max-K. Von Renesse, Marc Yor, Lorenzo Zambotti. Quasi-invariance properties of a class of subordinators
2007
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hal-00257593v1  Pré-publication, Document de travail
Bernard Roynette, Marc Yor. Local limit theorems for Brownian additive functionals and penalisation of Brownian paths, IX
Prépublication IECN 2008/10. 2008
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hal-00804781v1  Pré-publication, Document de travail
Jean Bertoin, Marc Yor. Increasing processes and the change of variables formula for non-decreasing functions
2013
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hal-00149234v1  Pré-publication, Document de travail
Giovanni Peccati, Marc Yor. Burkholder's submartingales from a stochastic calculus perspective
7 pages. 2007
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hal-00289151v1  Pré-publication, Document de travail
Nathanael Enriquez, Christophe Sabot, Marc Yor. Renewal series and square-root boundaries for Bessel processes
2008
hal-00388877v1  Communication dans un congrès
Emmanuel Gobet, Gilles Pagès, Marc Yor. Mathematics and finance
Marc Yor. Financial Mathematics, Feb 2005, Paris, France. Springer, pp.63-76, 2008, <10.1007/978-3-540-75265-3_7>
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hal-00654695v1  Pré-publication, Document de travail
Stavros Vakeroudis, Marc Yor. Integrability properties and Limit Theorems for the exit time from a cone of planar Brownian motion
2011
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hal-00657538v1  Pré-publication, Document de travail
Jean Bertoin, Daniel Dufresne, Marc Yor. Some two-dimensional extensions of Bougerol's identity in law for the exponential functional of linear Brownian motion
2012
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hal-00104879v1  Pré-publication, Document de travail
J. Bertoin, T. Fujita, Bernard Roynette, Marc Yor. On a particular class of self-decomposable random variables : the durations of Bessel excursions straddling independent exponential times.
Prépublication IECN 2006/39. 2006
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hal-00012382v4  Pré-publication, Document de travail
Marc Atlan, Hélyette Geman, Marc Yor. Options on Hedge Funds under the High Water Mark Rule
2006
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hal-00293533v1  Pré-publication, Document de travail
Amel Bentata, Marc Yor. From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon
2008
hal-00084303v1  Article dans une revue
Michel Emery, Marc Yor. A parallel between Brownian bridges and Gamma bridges
Publications of the Research Institute for Mathematical Sciences (RIMS), 2004, 40, num. 3, pp.669-688. <10.2977/prims/1145475488>
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hal-00466924v1  Pré-publication, Document de travail
Francis Hirsch, Christophe Profeta, Bernard Roynette, Marc Yor. Constructing self-similar martingales via two Skorokhod embeddings
Prépublication IECN 2010/10. 2010
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hal-00012705v1  Article dans une revue
Bernard Roynette, Pierre Vallois, Marc Yor. Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time II
Studia Scientiarum Mathematicarum Hungarica, Akadémiai Kiadó, 2006, 43 (3), pp.295-360
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hal-00141513v1  Article dans une revue
Catherine Donati-Martin, Bernard Roynette, Pierre Vallois, Marc Yor. On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d=2(1-alpha), 0 < alpha < 1
Studia Scientiarum Mathematicarum Hungarica, Akadémiai Kiadó, 2008, 45, pp.207-221. <10.1556/SScMath.2007.1033>

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