The following pages link to Marc Yor (Q180924):
Displaying 50 items.
- Exponential functionals of Lévy processes (Q980740) (← links)
- Exponential functionals of Brownian motion. I: Probability laws at fixed time (Q980743) (← links)
- Exponential functionals of Brownian motion. II: Some related diffusion processes (Q980744) (← links)
- Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples (Q980777) (← links)
- Some explicit Krein representations of certain subordinators, including the gamma process (Q998128) (← links)
- Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII (Q999861) (← links)
- Some penalisations of the Wiener measure (Q1000318) (← links)
- Itô's excursion theory and its applications (Q1000330) (← links)
- On the excursion theory for linear diffusions (Q1000331) (← links)
- How K. Itô revolutionized the study of stochastic processes (Q1000334) (← links)
- Unifying Black-Scholes type formulae which involve Brownian last passage times up to a finite horizon (Q1020596) (← links)
- A global view of Brownian penalisations (Q1029294) (← links)
- J. L. Doob (27 February 1910-7 June 2004) (Q1035858) (← links)
- Renewal series and square-root boundaries for Bessel processes (Q1038928) (← links)
- The Barnes G function and its relations with sums and products of generalized gamma convolution variables (Q1038982) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- Etude asymptotique des enlacements du mouvement Brownien autour des droites de l'espace (Q1077090) (← links)
- Level crossings of a Cauchy process (Q1081968) (← links)
- Asymptotic laws of planar Brownian motion (Q1085526) (← links)
- Variations sur une formule de Paul Lévy. (Variations on a formula of Paul Levý) (Q1091683) (← links)
- Ecole d'ete de probabilités de Saint-Flour IX-1979. Ed. par P. L. Hennequin (Q1149939) (← links)
- Fubini's theorem for double Wiener integrals and the variance of the Brownian path (Q1178302) (← links)
- An explanation of the Ciesielski-Taylor theorem (Q1178303) (← links)
- Size-biased sampling of Poisson point processes and excursions (Q1184043) (← links)
- Tsirel'son's equation in discrete time (Q1187105) (← links)
- Représentation intégrale de certaines mesures quasi-invariantes sur \(C(\mathbb{R})\). Mesures extrémales et propriété de Markov. (Intégral représentation of certain quasi invariant measures of \(C(\mathbb{R})\). Extremal measures and Markov proper (Q1213036) (← links)
- Further asymptotic laws of planar Brownian motion (Q1262625) (← links)
- Lévy processes in finance: A remedy to the non-stationarity of continuous martingales (Q1265771) (← links)
- Beta-gamma random variables and intertwining relations between certain Markov processes (Q1271363) (← links)
- On Bougerol and Dufresne's identities for exponential Brownian functionals (Q1283165) (← links)
- Laplace transforms related to excursions of a one-dimensional diffusion (Q1290374) (← links)
- Notes on the Riemann \(\zeta\)-function. II (Q1290944) (← links)
- Computations of moments for discounted Brownian additive functionals (Q1293332) (← links)
- Some changes of probabilities related to a geometric Brownian motion version of Pitman's \(2M-X\) theorem (Q1298334) (← links)
- The law of the maximum of a Bessel bridge (Q1298340) (← links)
- Stochastic integrals of anticipating processes and predictable dual projections (Q1301341) (← links)
- Abel transform and integrals of Bessel local times (Q1304924) (← links)
- Random Brownian scaling identities and splicing of Bessel processes (Q1307460) (← links)
- From planar Brownian windings to Asian options (Q1318545) (← links)
- Central limit theorem for the intersection of two independent Wiener sausages (Q1326271) (← links)
- On symmetric stable random variables and matrix transposition (Q1332276) (← links)
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion (Q1336263) (← links)
- The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator (Q1356370) (← links)
- The Feynman-Kac formula and decomposition of Brownian paths (Q1357126) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Stochastic time changes in catastrophe option pricing (Q1381450) (← links)
- On independent times and positions for Brownian motions. (Q1394485) (← links)
- A survey and some generalizations of Bessel processes (Q1395943) (← links)
- Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion (Q1397960) (← links)
- Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations (Q1400833) (← links)
