Marc Yor- Selected publications#

  • M. Yon, J. JAcoo, Etude des solutions extrémales et representation intégrale des solutions pour certains problémes de martingales,Z. Wahr. 38 (1977), 83-125.
  • M. Yoa, Lol de l'indice du lacet brownien et distribution de Hartman-Watson, Z. Wahr. 53 (1980), 71-95.
  • M. Yon, J. PiTiv1AN, Asymptotic laws ofplanar Brownian motion, Ann. Proba.14 (1986), 733-779.
  • M. Yoa, Pi-l. Bums, Valeurs principales associées aux temps locaux browniens, Bull. Sci. Math. 111 (1987), 23-101.
  • M. Yoa, On some exponential functionals of Brownian motion, Adv. in App. Prob. 24 (1992), 509-531
  • M. Yon, D. Madan, Making Markov Martingales Meet Marginals : with explicit constructions, Bernoulli 8 (2002), 509-536.
  • M. Yoa, D. Rtvuz, Continuous Martingales and Brownian Motion, Ed.Springer-Verlag, Third edition (1999).
  • M. Yor, Some aspects of Brownian Motion. Part I: Some Special Functionals, Part ll: Some Recent Martingale Problems, Lect. Math., Ed. ETH Zurich, Birkhauser, l; (1992); ll: (1997).

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