The following pages link to Marc Yor (Q180924):
Displaying 50 items.
- Further examples of explicit Krein representations of certain subordinators (Q2459929) (← links)
- Euler's formulae for \(\zeta(2n)\) and products of Cauchy variables (Q2461014) (← links)
- A remarkable \(\sigma \)-finite measure on \(\mathcal C(\mathbb{R}_+,\mathbb{R})\) related to many Brownian penalisations (Q2462303) (← links)
- An arithmetic model for the total disorder process (Q2480822) (← links)
- Properties of perpetual integral functionals of Brownian motion with drift (Q2485315) (← links)
- Infinitely divisible Wald's couples. Examples linked with the Euler gamma and the Riemann zeta functions. (Q2485446) (← links)
- Harnesses, Lévy bridges and Monsieur Jourdain (Q2485829) (← links)
- Pricing options on realized variance (Q2488490) (← links)
- On quadratic functionals of the Brownian sheet and related processes (Q2490073) (← links)
- Asymptotic laws for compositions derived from transformed subordinators (Q2496954) (← links)
- Asymptotic laws for regenerative compositions: gamma subordinators and the like (Q2498926) (← links)
- Doob's maximal identity, multiplicative decompositions and enlargements of filtrations (Q2505488) (← links)
- Asymptotics for the distribution of lengths of excursions of a \(d\)-dimensional Bessel process \((0 < d < 2)\) (Q2506467) (← links)
- The maximal drawdown of the Brownian meander (Q2517267) (← links)
- Penalising Brownian paths. Dedicated to Frank Knight (1933-2007). (Q2518248) (← links)
- Limiting laws for long Brownian bridges perturbed by their one-sided maximum. III (Q2568555) (← links)
- A definition and some characteristic properties of pseudo-stopping times (Q2571696) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale. (Q2574635) (← links)
- On an identity in law between Brownian quadratic functionals (Q2637367) (← links)
- Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane (Q2640236) (← links)
- Probing option prices for information (Q2642481) (← links)
- A tribute to Professor Kiyosi Itô (Q2654156) (← links)
- A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet (Q2654728) (← links)
- Option prices as probabilities. A new look at generalized Black-Scholes formulae (Q2654811) (← links)
- On models of default risk. (Q2707142) (← links)
- Time changes for Lévy processes (Q2707163) (← links)
- On the laws of homogeneous functionals of the Brownian bridge (Q2714356) (← links)
- Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude (Q2714357) (← links)
- Asset prices are Brownian motion: Only in business time (Q2725577) (← links)
- Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes (Q2725615) (← links)
- An analogue of Pitman's \(2M-X\) theorem for exponential Winer functionals. II: The role of the generalized inverse Gaussian laws (Q2731031) (← links)
- Exponential functionals of Lévy processes (Q2738722) (← links)
- Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity (Q2738736) (← links)
- Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions (Q2750962) (← links)
- Affine random equations and the stable \(\left( {1 \over 2} \right)\) distribution (Q2754983) (← links)
- On stopping times \(T\) independent of the position \(B_T\) of a Brownian motion \((B_u, u\geqq 0)\) (Q2778350) (← links)
- The law of geometric Brownian motion and its integral, revisited; application to conditional moments (Q2782355) (← links)
- Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (Q2786494) (← links)
- Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory (Q2798572) (← links)
- On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets (Q2799997) (← links)
- Retrieving Information from Subordination (Q2838136) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585) (← links)
- Exercises in probability. A guided tour from measure theory to random processes via conditioning. (Q2902211) (← links)
- Comparing Brownian Stochastic Integrals for the Convex Order (Q2946082) (← links)
- (Q3001815) (← links)
- Limiting distributions associated with moments of exponential Brownian functionals (Q3023567) (← links)
- (Q3025978) (← links)
- (Q3025982) (← links)
