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Marc Yor has written 37 work(s)

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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Ito Measures

Product Description: This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions...read more

By Ju-yi Yen and Marc Yor

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Paperback:

9783319012698 | Springer Verlag, October 16, 2013, cover price $49.99 | About this edition: This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.

Peacocks and Associated Martingales, With Explicit Constructions

Product Description: We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale...read more

By Marc Yor

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Hardcover:

9788847019072 | Springer Verlag, June 29, 2011, cover price $139.00 | About this edition: We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance.

Paperback:

9788847025196 | Springer Verlag, July 15, 2013, cover price $139.00 | About this edition: We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance.

Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning

Product Description: Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability. New exercises have been added to reflect important areas of current research in probability theory, including infinite divisibility of stochastic processes, past-future martingales and fluctuation theory...read more

By Loic Chaumont and Marc Yor

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Hardcover:

9780521825856 | Cambridge Univ Pr, November 3, 2003, cover price $84.00 | About this edition: Probability theory has recently become more important as an area of study and research.

Paperback:

9781107606555 | 2 edition (Cambridge Univ Pr, September 10, 2012), cover price $69.99 | About this edition: Derived from extensive teaching experience in Paris, this second edition now includes over 100 exercises in probability.

Stochastic Filtering at Saint-flour

Product Description: El Karoui: Les aspects probabilistes du contrÃ´le stochastique.- Pardoux, Etienne: Filtrage non linÃ©aire et Ã©quations aux dÃ©rivÃ©es partielles stochastiques associÃ©es.- Yor, M.: Sur la thÃ©orie du filtrage.

By Marc Yor

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Paperback:

9783642254291 | Springer Verlag, December 21, 2011, cover price $50.00 | About this edition: El Karoui: Les aspects probabilistes du contrÃ´le stochastique.

Mathematical Methods for Financial Markets

Interlaces financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, with Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes.

By Marc Yor

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Hardcover:

9781852333768 | Springer Verlag, September 3, 2009, cover price $89.95 | About this edition: Interlaces financial concepts and instruments, such as arbitrage opportunities, admissible strategies, contingent claims, option pricing, default risk, ruin, with Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes.

Aspects of Mathematical Finance

Product Description: This collection of essays is based on lectures given at the "AcadÃ©mie des Sciences" in Paris by internationally renowned experts in mathematical finance. The collection develops, in simple yet rigorous terms, some challenging topics such as risk measures, the notion of arbitrage, dynamic models involving fundamental stochastic processes like Brownian motion and LÃ©vy processes...read more

By Marc Yor (editor)

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Hardcover:

9783540752585 | Springer Verlag, February 25, 2008, cover price $49.95 | About this edition: This collection of essays is based on lectures given at the "AcadÃ©mie des Sciences" in Paris by internationally renowned experts in mathematical finance.

9780133644074, titled "The Great Issues of Politics: An Introduction to Political Science" | 9th edition (Prentice Hall, September 1, 1992), cover price $72.45 | also contains The Great Issues of Politics: An Introduction to Political Science | About this edition: Historical and philosophical in perspective, this text offers an analytical approach to political science that focuses on underlying humanistic, value-laden issues.

Aspects of Brownian Motion

Product Description: Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum...read more

By Roger Mansuy and Marc Yor

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Paperback:

9783540223474 | 1 edition (Springer Verlag, December 4, 2008), cover price $59.95 | About this edition: Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes.

Random Times And Enlargements of Filtrations in a Brownian Setting

By Roger Mansuy and Marc Yor

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Paperback:

9783540294078 | Springer Verlag, February 15, 2006, cover price $49.95

Seminaire De Probabilites XXXVIII

Product Description: Besides a series of six articles on LÃ©vy processes, Volume 38 of the SÃ©minaire de ProbabilitÃ©s contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs...read more

By Michael Emery (editor), Michel Ledoux (editor) and Marc Yor (editor)

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Paperback:

9783540239734 | Bilingual edition (Springer-Verlag New York Inc, February 1, 2005), cover price $79.95 | About this edition: Besides a series of six articles on LÃ©vy processes, Volume 38 of the SÃ©minaire de ProbabilitÃ©s contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.

Seminaire De Probabilites Xxxvii

By Jacques Azema, Michael Emery, Michel Ledoux and Marc Yor

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Paperback:

9783540205203 | Springer Verlag, January 1, 2004, cover price $99.00

Seminaire De Probabilities Xxxvi

Product Description: The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes...read more

By Jacques Azema (editor), Michael Emery (editor), Michel Ledoux and Marc Yor

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Paperback:

9783540000723 | Bilingual edition (Springer Verlag, February 1, 2003), cover price $105.00 | About this edition: The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A.

Stochastic Processes and Related Topics: Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4, 2000

Product Description: This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include Backward Stochastic Differential Equations; Semilinear PDE and SPDE; Arbitrage Theory; Credit Derivatives and Models for Correlated Defaults; Three Intertwined Brownian Topics: Exponential Functionals, Winding Numbers and Local Times...read more (view table of contents, read Amazon.com's description)

By Rainer Buckdahn, Hans Jurgen Engelbert, Winter School on Stochastic Processes and Their Applications 2000 sie and Marc Yor

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Hardcover:

9780415298834 | CRC Pr I Llc, May 1, 2002, cover price $132.95 | About this edition: This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000.

Exponential Functionals of Brownian Motion and Related Processes

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By Marc Yor

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Paperback:

9783540659433 | Springer Verlag, November 1, 2001, cover price $99.00

Seminaire De Probabilities Xxxv

By Jacques Azema (editor), Michael Emery (editor), Michel Ledoux (editor) and Marc Yor (editor)

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Paperback:

9783540416593 | Springer Verlag, May 1, 2001, cover price $99.00

Seminaire De Probabilites Xxxiv

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By Jacques Azema (editor), A. Dold (editor), Michael Emery (editor), Michel Ledoux (editor), F. Takens (editor) and Marc Yor (editor)

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Paperback:

9783540673149 | Springer Verlag, June 1, 2000, cover price $78.00

Seminaire De Probabilites Xxxiii

Product Description: Besides topics traditionally found in the SÃ©minaire de ProbabilitÃ©s (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism...read more (view table of contents, read Amazon.com's description)

By Jacques Azema (editor), A. Dold (editor), Michael Emery (editor), Michel Ledoux (editor), F. Takens (editor) and Marc Yor (editor)

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Paperback:

9783540663423 | Springer Verlag, October 1, 1999, cover price $78.00 | About this edition: Besides topics traditionally found in the SÃ©minaire de ProbabilitÃ©s (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism.

Continuous Martingales and Brownian Motion

Product Description: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises...read more (view table of contents, read Amazon.com's description)

By Daniel Revuz and Marc Yor

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Hardcover:

9783540643258 | 3 sub edition (Springer Verlag, February 1, 1999), cover price $139.00 | About this edition: "This is a magnificent book!

9780387576220 | 2nd edition (Springer Verlag, September 1, 1994), cover price $141.95 | also contains Emerging Trends in Image Processing, Computer Vision, and Pattern Recognition | About this edition: "This is a magnificent book!

9780387521671 | Springer Verlag, January 1, 1991, cover price $98.00 | also contains Ferrari All the Cars: A Complete Guide from 1947 to the Present | About this edition: From the reviews: "This is a magnificent book!

Paperback:

9783642084003 | 3 edition (Springer Verlag, February 1, 1999), cover price $139.00 | About this edition: This is a magnificent book!

Seminaire De Probabilities Xxxii

Product Description: All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad...read more

By Jacques Azema (editor), Michael Emery (editor), Michel Ledoux (editor) and Marc Yor (editor)

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Paperback:

9783540643760 | Springer Verlag, July 1, 1998, cover price $91.00 | About this edition: All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes.

Some Aspects of Brownian Motion: Some Recent Martingale Problems

Product Description: This volume features a collection of essays, originally given as lectures by the author. Each is devoted to a particular class of Brownian functionals, such as: Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic functionals; Brownian local times; exponential functionals of Brownian motion with drift; winding numbers of one or several points, or straight lines, or curves; time spent by Brownian motions below a multiple of its one-sided supremum...read more

By Marc Yor

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Paperback:

9780817657178 | Birkhauser, June 1, 1997, cover price $29.95 | About this edition: This volume features a collection of essays, originally given as lectures by the author.

9783764357177 | Birkhauser, April 1, 1997, cover price $49.95 | About this edition: The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993.

Seminaire De Probabilites Xxxi

Product Description: The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

By Jacques Azema (editor), Michael Emery (editor) and Marc Yor (editor)

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Paperback:

9783540626343 | Springer Verlag, June 1, 1997, cover price $65.00 | About this edition: The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

Seminaire De Probabilites Xxx

By Jacques Azema (editor), Michael Emery (editor) and Marc Yor (editor)

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Paperback:

9780387613369 | Springer Verlag, September 1, 1996, cover price $74.95

Seminaire De Probabilites Xxx/ Probability Seminar

Product Description: The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, BesanÃ§on, Grenoble,...read more

By Marc Yor

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Paperback:

9783540613367 | Springer Verlag, June 18, 1996, cover price $79.95 | About this edition: The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, BesanÃ§on, Grenoble,.

Seminaire De Probabilites Xxix/ Probability Seminar

Product Description: All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies...read more

By Marc Yor

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Paperback:

9783540602194 | Springer Verlag, September 18, 1995, cover price $59.00 | About this edition: All the papers included in this volume are original research papers.

Seminaire De Probabilites Xxviii/ Probability Seminar

Product Description: In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993...read more

By Marc Yor

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Paperback:

9783540583318 | Springer Verlag, August 26, 1994, cover price $46.00 | About this edition: In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals.

Seminaire De Probabilites Xxvii/ Probability Seminar

Product Description: This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992...read more

By Marc Yor

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Paperback:

9783540572824 | Springer Verlag, November 3, 1993, cover price $52.00 | About this edition: This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan.

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