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Results: 1-25/32
Authors:
Yor, M
Zani, M
Citation: M. Yor et M. Zani, Large deviations for the Bessel clock, BERNOULLI, 7(2), 2001, pp. 351-362
Authors:
Geman, H
Madan, DB
Yor, M
Citation: H. Geman et al., Time changes for Levy processes, MATH FINANC, 11(1), 2001, pp. 79-96
Authors:
O'Connell, N
Yor, M
Citation: N. O'Connell et M. Yor, Brownian analogues of Burke's theorem, STOCH PR AP, 96(2), 2001, pp. 285-304
Authors:
Biane, P
Pitman, J
Yor, M
Citation: P. Biane et al., Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions, B AM MATH S, 38(4), 2001, pp. 435-465
Authors:
Donati-Martin, C
Ghomrasni, R
Yor, M
Citation: C. Donati-martin et al., On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options, REV MAT IBE, 17(1), 2001, pp. 179-193
Authors:
Pitman, J
Yor, M
Citation: J. Pitman et M. Yor, On the distribution of ranked heights of excursions of a Brownian bridge, ANN PROBAB, 29(1), 2001, pp. 361-384
Authors:
Matsumoto, H
Yor, M
Citation: H. Matsumoto et M. Yor, An analogue of Pitman's 2M-X theorem for exponential Wiener functionals - Part II: The role of the generalized inverse Gaussian laws, NAG MATH J, 162, 2001, pp. 65-86
Authors:
Tsilevich, N
Vershik, A
Yor, M
Citation: N. Tsilevich et al., An infinite-dimensional analogue of the Lebesgue measure and distinguishedproperties of the gamma process, J FUNCT ANA, 185(1), 2001, pp. 274-296
Authors:
Matsumoto, H
Watanabe, S
Yor, M
Citation: H. Matsumoto et al., Rencontre Franco-Japonaise de probabilites [Paris, 27 Novembre-1ER Decembre, 2000] - A few words about its origin and its aims, B SCI MATH, 125(6-7), 2001, pp. 429-430
Authors:
Carmona, P
Petit, F
Yor, M
Citation: P. Carmona et al., Exponential functionals of Levy processes, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 41-55
Authors:
Yor, M
Citation: M. Yor, Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity, LEVY PROCESSES: THEORY AND APPLICATIONS, 2001, pp. 361-375
Authors:
Donati-Martin, C
Yor, M
Citation: C. Donati-martin et M. Yor, Some measure-valued Markov processes attached to occupation times of Brownian motion, BERNOULLI, 6(1), 2000, pp. 63-72
Authors:
Elliott, RJ
Jeanblanc, M
Yor, M
Citation: Rj. Elliott et al., On models of default risk, MATH FINANC, 10(2), 2000, pp. 179-195
Authors:
Follmer, H
Wu, CT
Yor, M
Citation: H. Follmer et al., On weak Brownian motions of arbitrary order, ANN IHP-PR, 36(4), 2000, pp. 447-487
Authors:
Donati-Martin, C
Shi, Z
Yor, M
Citation: C. Donati-martin et al., The joint law of the last zeros of Brownian motion and of its Levy transform, ERGOD TH DY, 20, 2000, pp. 709-725
Authors:
Donati-Martin, C
Ghomrasni, R
Yor, M
Citation: C. Donati-martin et al., Affine random equations and the stable (1/2) distribution, ST SCI M H, 36(3-4), 2000, pp. 387-405
Authors:
Matsumoto, H
Yor, M
Citation: H. Matsumoto et M. Yor, An analogue of Pitman's 2M-X theorem for exponential Wiener functionals Part I: A time-inversion approach, NAG MATH J, 159, 2000, pp. 125-166
Authors:
Yor, M
Citation: M. Yor, Brownian motion - Some developments since 1950, DEVELOPMENT OF MATHEMATICS 1950-2000, 2000, pp. 1187-1202
Authors:
Csorgo, M
Shi, Z
Yor, M
Citation: M. Csorgo et al., Some asymptotic properties of the local time of the uniform empirical process, BERNOULLI, 5(6), 1999, pp. 1035-1058
Authors:
Pitman, J
Yor, M
Citation: J. Pitman et M. Yor, Laplace transforms related to excursions of a one-dimensional diffusion, BERNOULLI, 5(2), 1999, pp. 249-255
Authors:
Matsumoto, H
Yor, M
Citation: H. Matsumoto et M. Yor, A version of Pitman's 2M-X theorem for geometric Brownian motions, CR AC S I, 328(11), 1999, pp. 1067-1074
Authors:
Follmer, H
Wu, CT
Yor, M
Citation: H. Follmer et al., Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading, STOCH PR AP, 84(1), 1999, pp. 137-164
Authors:
Carmona, P
Petit, F
Yor, M
Citation: P. Carmona et al., An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions, STOCH PR AP, 79(2), 1999, pp. 323-333
Authors:
Gradinaru, M
Roynette, B
Vallois, P
Yor, M
Citation: M. Gradinaru et al., Abel transform and integrals of Bessel local times, ANN IHP-PR, 35(4), 1999, pp. 531-572
Authors:
Elworthy, KD
Li, XM
Yor, M
Citation: Kd. Elworthy et al., The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes, PROB TH REL, 115(3), 1999, pp. 325-355