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Results:
1-18
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Results: 18
Authors:
PITMAN J
YOR M
Citation: J. Pitman et M. Yor, RANKED FUNCTIONALS OF BROWNIAN EXCURSIONS, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 326(1), 1998, pp. 93-97
Authors:
COMTET A
MONTHUS C
YOR M
Citation: A. Comtet et al., EXPONENTIAL FUNCTIONALS OF BROWNIAN-MOTION AND DISORDERED-SYSTEMS, Journal of Applied Probability, 35(2), 1998, pp. 255-271
Authors:
DONEY RA
YOR M
Citation: Ra. Doney et M. Yor, ON A FORMULA OF TAKACS FOR BROWNIAN-MOTION WITH DRIFT, Journal of Applied Probability, 35(2), 1998, pp. 272-280
Authors:
YOR M
Citation: M. Yor, ON CERTAIN DISCOUNTED ARC-SINE LAWS, Stochastic processes and their applications, 71(1), 1997, pp. 111-122
Authors:
GEMAN H
YOR M
Citation: H. Geman et M. Yor, STOCHASTIC TIME CHANGES IN CATASTROPHE OPTION PRICING, Insurance. Mathematics & economics, 21(3), 1997, pp. 185-193
Authors:
DONATIMARTIN C
YOR M
Citation: C. Donatimartin et M. Yor, SOME BROWNIAN FUNCTIONALS AND THEIR LAWS, Annals of probability, 25(3), 1997, pp. 1011-1058
Authors:
SHI Z
YOR M
Citation: Z. Shi et M. Yor, ON AN IDENTITY IN LAW FOR THE VARIANCE OF THE BROWNIAN BRIDGE, Bulletin of the London Mathematical Society, 29, 1997, pp. 103-108
Authors:
CHESNEY M
JEANBLANCPICQUE M
YOR M
Citation: M. Chesney et al., BROWNIAN EXCURSIONS AND PARISIAN BARRIER OPTIONS, Advances in Applied Probability, 29(1), 1997, pp. 165-184
Authors:
BERTOIN J
YOR M
Citation: J. Bertoin et M. Yor, SOME INDEPENDENCE RESULTS RELATED TO THE ARC-SINE LAW, Journal of theoretical probability, 9(2), 1996, pp. 447-458
Authors:
RAJEEV B
YOR M
Citation: B. Rajeev et M. Yor, LOCAL-TIMES AND ALMOST SURE CONVERGENCE OF SEMI-MARTINGALES, Annales de l'I.H.P. Probabilites et statistiques, 31(4), 1995, pp. 653-667
Authors:
YOR M
Citation: M. Yor, THE DISTRIBUTION OF BROWNIAN QUANTILES, Journal of Applied Probability, 32(2), 1995, pp. 405-416
Authors:
DONATIMARTIN C
SONG SQ
YOR M
Citation: C. Donatimartin et al., ON SYMMETRICAL STABLE RANDOM-VARIABLES AND MATRIX TRANSPOSITION, Annales de l'I.H.P. Probabilites et statistiques, 30(3), 1994, pp. 397-413
Authors:
CARMONA P
PETIT F
YOR M
Citation: P. Carmona et al., SOME EXTENSIONS OF THE ARE SINE LAW AS PARTIAL CONSEQUENCES OF THE SCALING PROPERTY OF BROWNIAN-MOTION, Probability theory and related fields, 100(1), 1994, pp. 1-29
Authors:
PITMAN JW
YOR M
Citation: Jw. Pitman et M. Yor, RANDOM SCALING OF BROWNIAN AND BESSEL BRIDGES, AND SOME EXTENSIONS OFAN IDENTITY OF KNIGHT,F., Consensus development conference summaries, 316(7), 1993, pp. 723-726
Authors:
WEINRYB S
YOR M
Citation: S. Weinryb et M. Yor, THE CENTRAL-LIMIT-THEOREM FOR THE INTERSE CTION OF 2 INDEPENDENT WIENER SAUSAGES, Probability theory and related fields, 97(3), 1993, pp. 383-401
Authors:
YOR M
Citation: M. Yor, FROM PLANAR BROWNIAN WINDINGS TO ASIAN OPTIONS, Insurance. Mathematics & economics, 13(1), 1993, pp. 23-34
Authors:
JACKA SD
YOR M
Citation: Sd. Jacka et M. Yor, INEQUALITIES FOR NON-MODERATE FUNCTIONS OF A PAIR OF STOCHASTIC-PROCESSES, Proceedings of the London Mathematical Society, 67, 1993, pp. 649-672
Authors:
YOR M
Citation: M. Yor, EXPONENTIAL FUNCTIONS OF REAL BROWNIAN-MOTION, Journal of Applied Probability, 29(1), 1992, pp. 202-208
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