L. E. Dubins, M. Émery, and M. Yor :
“A continuous martingale in the plane that may spiral away to infinity 284–290
in
Séminaire de probabilités XXV
[Twenty-fifth probability seminar ].
Edited by J. Azéma, P.-A. Meyer, and M. Yor .
Lecture Notes in Mathematics 1485 .
Springer (Berlin ),
1991 .
MR
1187786 Zbl
0737.60036 incollection
Abstract
People
BibTeX
If \( Z_t=\rho_t e^{i\theta_t} \) is a continuous, complex-valued martingale, is it possible that, with positive probability, both \( \rho_t \) and \( \theta_t \) tend to infinity when \( t\to\infty \) ? If \( Z \) is a conformal martingale, the answer is clearly no (for both \( \log \rho_t \) and \( \theta_t \) are local martingales too). But if conformality is not required, such a behavior is possible. This note gives an example of a planar spiral curve \( \sigma \) and a continuous martingale that never hits \( \sigma \) but still has a non-zero probability of escaping to infinity.
@incollection {key1187786m,
AUTHOR = {Dubins, L. E. and \'Emery, Michel and
Yor, M.},
TITLE = {A continuous martingale in the plane
that may spiral away to infinity},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXV}
[Twenty-fifth probability seminar]},
EDITOR = {Az\'ema, J. and Meyer, P.-A. and Yor,
M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1485},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1991},
PAGES = {284--290},
DOI = {10.1007/BFb0100862},
URL = {http://www.numdam.org/item?id=SPS_1991__25__284_0},
NOTE = {MR:1187786. Zbl:0737.60036.},
ISSN = {0075-8434},
ISBN = {9783540546160},
}
L. E. Dubins, M. Émery, and M. Yor :
“On the Lévy transformation of Brownian motions and continuous martingales 122–132
in
Séminaire de probabilités XXVII
[Twenty-seventh probability seminar ].
Edited by J. Azéma, P.-A. Meyer, and M. Yor .
Lecture Notes in Mathematics 1557 .
Springer (Berlin ),
1993 .
A correction was published in Séminaire de probabilités XLIV (2012)
MR
1308559 Zbl
0844.60055 incollection
People
BibTeX
@incollection {key1308559m,
AUTHOR = {Dubins, L. E. and \'Emery, Michel and
Yor, M.},
TITLE = {On the {L}\'evy transformation of {B}rownian
motions and continuous martingales},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXVII}
[Twenty-seventh probability seminar]},
EDITOR = {Az\'ema, J. and Meyer, P.-A. and Yor,
M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1557},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1993},
PAGES = {122--132},
DOI = {10.1007/BFb0087970},
URL = {http://www.numdam.org/item?id=SPS_1993__27__122_0},
NOTE = {A correction was published in \textit{S\'eminaire
de probabilit\'es XLIV} (2012). MR:1308559.
Zbl:0844.60055.},
ISSN = {0075-8434},
ISBN = {9783540572824},
}
Séminaire de probabilités XXIX Twenty-ninth probability seminar ].
Edited by J. Azéma, M. Emery, P. A. Meyer, and M. Yor .
Lecture Notes in Mathematics 1613 .
Springer (Berlin ),
1995 .
MR
1459442 Zbl
0826.00027 book
People
BibTeX
@book {key1459442m,
TITLE = {S\'eminaire de probabilit\'es {XXIX}
[Twenty-ninth probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Meyer,
P. A. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1613},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1995},
PAGES = {vi+326},
DOI = {10.1007/BFb0094193},
NOTE = {MR:1459442. Zbl:0826.00027.},
ISSN = {0075-8434},
ISBN = {9783540602194},
}
Séminaire de probabilités XXX Thirtieth probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1626 .
Springer (Berlin ),
1996 .
MR
1459471 Zbl
0840.00041 book
People
BibTeX
@book {key1459471m,
TITLE = {S\'eminaire de probabilit\'es {XXX}
[Thirtieth probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1626},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1996},
PAGES = {viii+382},
DOI = {10.1007/BFb0094636},
NOTE = {MR:1459471. Zbl:0840.00041.},
ISSN = {0075-8434},
ISBN = {9783540613367},
}
J. Azéma, C. Rainer, and M. Yor :
“Une propriété des martingales pures A property of pure martingales ],
pp. 243–254
in
Séminaire de probabilités XXX
[Thirtieth probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1626 .
Springer (Berlin ),
1996 .
MR
1459487 Zbl
0857.60076 incollection
People
BibTeX
@incollection {key1459487m,
AUTHOR = {Az\'ema, J. and Rainer, C. and Yor,
M.},
TITLE = {Une propri\'et\'e des martingales pures
[A property of pure martingales]},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXX}
[Thirtieth probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1626},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1996},
PAGES = {243--254},
DOI = {10.1007/BFb0094652},
URL = {http://www.numdam.org/item?id=SPS_1996__30__243_0},
NOTE = {MR:1459487. Zbl:0857.60076.},
ISSN = {0075-8434},
ISBN = {9783540613367},
}
J. Azéma, T. Jeulin, F. Knight, G. Mokobodzki, and M. Yor :
“Sur les processus croissants de type injectif On growing processes which are injective ],
pp. 312–343
in
Séminaire de probabilités XXX
[Thirtieth probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1626 .
Springer (Berlin ),
1996 .
MR
1459491 Zbl
0859.60035 incollection
People
BibTeX
@incollection {key1459491m,
AUTHOR = {Az\'ema, J. and Jeulin, T. and Knight,
F. and Mokobodzki, G. and Yor, M.},
TITLE = {Sur les processus croissants de type
injectif [On growing processes which
are injective]},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXX}
[Thirtieth probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1626},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1996},
PAGES = {312--343},
DOI = {10.1007/BFb0094656},
URL = {http://www.numdam.org/item?id=SPS_1996__30__312_0},
NOTE = {MR:1459491. Zbl:0859.60035.},
ISSN = {0075-8434},
ISBN = {9783540613367},
}
Séminaire de probabilités XXX Thirtieth probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1626 .
Springer (Berlin ),
1996 .
MR
1478710 Zbl
0864.00069 book
People
BibTeX
@book {key1478710m,
TITLE = {S\'eminaire de probabilit\'es {XXX}
[Thirtieth probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1626},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1996},
PAGES = {viii+329},
DOI = {10.1007/BFb0119286},
URL = {http://www.numdam.org/numdam-bin/browse?id=SPS_1997__31_},
NOTE = {MR:1478710. Zbl:0864.00069.},
ISSN = {0075-8434},
ISBN = {9783540613367},
}
K. D. Elworthy, X. M. Li, and M. Yor :
“On the tails of the supremum and the quadratic variation of strictly local martingales 113–125
in
Séminaire de probabilités XXXI
[Thirty-first probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1655 .
Springer (Berlin ),
1997 .
MR
1478722 Zbl
0886.60035 incollection
Abstract
People
BibTeX
The asymptotic tails of the current maximum and the quadratic variation of a positive continuous local martingale are compared. Applications to strict local martingales associated with transient diffusions, such as Bessel processes, and remarkable identities for Bessel functions are given.
@incollection {key1478722m,
AUTHOR = {Elworthy, K. D. and Li, X. M. and Yor,
M.},
TITLE = {On the tails of the supremum and the
quadratic variation of strictly local
martingales},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXI}
[Thirty-first probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1655},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1997},
PAGES = {113--125},
DOI = {10.1007/BFb0119298},
URL = {http://www.numdam.org/item?id=SPS_1997__31__113_0},
NOTE = {MR:1478722. Zbl:0886.60035.},
ISSN = {0075-8434},
ISBN = {9783540626343},
}
J. Pitman and M. Yor :
“On the lengths of excursions of some Markov processes 272–286
in
Séminaire de probabilités XXXI
[Thirty-first probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1655 .
Springer (Berlin ),
1997 .
MR
1478737 Zbl
0884.60071 incollection
Abstract
People
BibTeX
Results are obtained regarding the distribution of the ranked lengths of component intervals in the complement of the random set of times when a recurrent Markov process returns to its starting point. Various martingales are described in terms of the Lévy measure of the Poisson point process of interval lengths on the local time scale. The martingales derived from the zero set of a one-dimensional diffusion are related to martingales studied by Azéma and Rainer. Formulae are obtained which show how the distribution of interval lengths is affected when the underlying process is subjected to a Girsanov transoformation. In particular, results for the zero set of an Ornstein–Uhlenbeck process or a Cox–Ingersoll–Ross process are derived from results for a Brownian motion or recurrent Bessel process, when the zero set is the range of a stable subordinator.
@incollection {key1478737m,
AUTHOR = {Pitman, Jim and Yor, Marc},
TITLE = {On the lengths of excursions of some
{M}arkov processes},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXI}
[Thirty-first probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1655},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1997},
PAGES = {272--286},
DOI = {10.1007/BFb0119313},
URL = {http://www.numdam.org/item?id=SPS_1997__31__272_0},
NOTE = {MR:1478737. Zbl:0884.60071.},
ISSN = {0075-8434},
ISBN = {9783540626343},
}
J. Pitman and M. Yor :
“On the relative lengths of excursions derived from a stable subordinator 287–305
in
Séminaire de probabilités XXXI
[Thirty-first probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1655 .
Springer (Berlin ),
1997 .
MR
1478738 Zbl
0884.60072 incollection
People
BibTeX
@incollection {key1478738m,
AUTHOR = {Pitman, Jim and Yor, Marc},
TITLE = {On the relative lengths of excursions
derived from a stable subordinator},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXI}
[Thirty-first probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1655},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1997},
PAGES = {287--305},
DOI = {Results are obtained concerning the
distribution of ranked relative lengths
of excursions of a recurrent Markov
process from a point in its state space
whose inverse local time process is
a stable subordinator. It is shown that
for a large class of random times \$T\$
the distribution of relative excursion
lengths prior to \$T\$ is the same as
if \$T\$ were a fixed time. It follows
that the generalized arc-sine laws of
Lamperti extend to such random times
\$T\$. For some other random times \$T\$,
absolute continuity relations are obtained
which relate the law of the relative
lengths at time \$T\$ to the law at a
fixed time.},
URL = {http://www.numdam.org/item?id=SPS_1997__31__287_0},
NOTE = {MR:1478738. Zbl:0884.60072.},
ISSN = {0075-8434},
ISBN = {9783540626343},
}
M. Yor :
“Some remarks about the joint law of Brownian motion and its supremum 306–314
in
Séminaire de probabilités XXXI
[Thirty-first probability seminar ].
Edited by J. Azéma, M. Emery, and M. Yor .
Lecture Notes in Mathematics 1655 .
Springer (Berlin ),
1997 .
MR
1478739 Zbl
0885.60071 incollection
Abstract
People
BibTeX
Seshadri’s identity says that if \( S_1 \) denotes the maximum of a Brownian motion \( B \) on the interval \( [0,1] \) , the r.v.
\[ 2S_1(S_1-B_1)\]
is independent of \( B_1 \) and exponentially distributed. Several variants of this are obtained.
@incollection {key1478739m,
AUTHOR = {Yor, Marc},
TITLE = {Some remarks about the joint law of
{B}rownian motion and its supremum},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXI}
[Thirty-first probability seminar]},
EDITOR = {Az\'ema, J. and Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1655},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1997},
PAGES = {306--314},
DOI = {10.1007/BFb0119315},
URL = {http://www.numdam.org/item?id=SPS_1997__31__306_0},
NOTE = {MR:1478739. Zbl:0885.60071.},
ISSN = {0075-8434},
ISBN = {9783540626343},
}
Séminaire de probabilités XXXII Thirty-second probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1686 .
Springer (Berlin ),
1998 .
MR
1651223 Zbl
0893.00035 book
People
BibTeX
@book {key1651223m,
TITLE = {S\'eminaire de probabilit\'es {XXXII}
[Thirty-second probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1686},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1998},
PAGES = {vi+429},
DOI = {10.1007/BFb0101744},
NOTE = {MR:1651223. Zbl:0893.00035.},
ISSN = {0075-8434},
ISBN = {9783540643760},
}
R. A. Doney, J. Warren, and M. Yor :
“Perturbed Bessel processes 237–249
in
Séminaire de probabilités XXXII
[Thirty-second probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1686 .
Springer (Berlin ),
1998 .
MR
1655297 Zbl
0924.60039 incollection
Abstract
People
BibTeX
There has been some interest in the literature in Brownian motion perturbed at its maximum; that is a process \( (X_t \) ; \( t\geq 0) \) satisfying
\[ X_t = B_t + \alpha M_t^X, \]
where
\[ M_t^X = \sup_{0\leq s\leq t} X_s ,\]
and \( (B_t \) ; \( t\geq 0) \) is Brownian motion issuing from zero. The parameter \( \alpha \) must satisfy \( \alpha \lt 1 \) . For example arc-sine laws and Ray–Knight theorems have been obtained for this process; see [Carmona et al. 1994; Werner 1995; Doney 1998]. Our initial aim was to identify a process which could be considered as the process \( X \) conditioned to stay positive. This new process behaves like the Bessel process of dimension three except when at its maximum and we call it a perturbed three-dimensional Bessel process. We establish Ray–Knight theorems for the local times of this process, up to a first passage time and up to infinity, and observe that these descriptions coincide with those of the local times of two processes that have been considered in [Yor 1992]. We give an explanation for this coincidence by showing that these processes are linked to the perturbed three dimensional Bessel process by space-time transformations and time-reversal.
@incollection {key1655297m,
AUTHOR = {Doney, R. A. and Warren, J. and Yor,
M.},
TITLE = {Perturbed {B}essel processes},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXII}
[Thirty-second probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1686},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1998},
PAGES = {237--249},
DOI = {10.1007/BFb0101761},
URL = {http://www.numdam.org/item?id=SPS_1998__32__237_0},
NOTE = {MR:1655297. Zbl:0924.60039.},
ISSN = {0075-8434},
ISBN = {9783540643760},
}
M. T. Barlow, M. Émery, F. B. Knight, S. Song, and M. Yor :
“Autour d’un théorème de Tsirelson sur des filtrations browniennes et non browniennes On a theorem of Tsirelson concerning Brownian and non-Brownian filtrations ],
pp. 264–305
in
Séminaire de probabilités XXXII
[Thirty-second probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1686 .
Springer (Berlin ),
1998 .
MR
1655299 Zbl
0914.60064 incollection
Abstract
People
BibTeX
Tsirelson has shown that no Walsh’s Brownian motion with three rays or more can live in a Brownian filtration [1997]. Using his methods, the result is extended to spider martingales. A conjecture of M. Barlow is also proved: if \( L \) is an honest time in a (possibly multidimensional) Brownian filtration, then \( \mathcal{F}_{L+} \) is generated by \( \mathcal{F}_L \) and at most one event. Last, it is shown that a Walsh’s Brownian motion can live in the filtration generated by another Walsh’s Brownian motion only if the former is obtained from the latter by aggregating rays.
@incollection {key1655299m,
AUTHOR = {Barlow, M. T. and \'Emery, M. and Knight,
F. B. and Song, S. and Yor, M.},
TITLE = {Autour d'un th\'eor\`eme de {T}sirelson
sur des filtrations browniennes et non
browniennes [On a theorem of {T}sirelson
concerning {B}rownian and non-{B}rownian
filtrations]},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXII}
[Thirty-second probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1686},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1998},
PAGES = {264--305},
DOI = {10.1007/BFb0101763},
URL = {http://www.numdam.org/item?id=SPS_1998__32__264_0},
NOTE = {MR:1655299. Zbl:0914.60064.},
ISSN = {0075-8434},
ISBN = {9783540643760},
}
M. Émery and M. Yor :
“Sur un théorème de Tsirelson relatif à des mouvements browniens corrélés et à la nullité de certains temps locaux On a theorem of Tsirelson with respect to correlated Brownian motion and the nullity of certain local times ],
pp. 306–312
in
Séminaire de probabilités XXXII
[Thirty-second probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1686 .
Springer (Berlin ),
1998 .
MR
1655300 Zbl
0949.60088 incollection
People
BibTeX
@incollection {key1655300m,
AUTHOR = {\'Emery, M. and Yor, M.},
TITLE = {Sur un th\'eor\`eme de {T}sirelson relatif
\`a des mouvements browniens corr\'el\'es
et \`a la nullit\'e de certains temps
locaux [On a theorem of {T}sirelson
with respect to correlated {B}rownian
motion and the nullity of certain local
times]},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXII}
[Thirty-second probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1686},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1998},
PAGES = {306--312},
DOI = {10.1007/BFb0101764},
URL = {http://www.numdam.org/item?id=SPS_1998__32__306_0},
NOTE = {MR:1655300. Zbl:0949.60088.},
ISSN = {0075-8434},
ISBN = {9783540643760},
}
J. Azéma, T. Jeulin, F. Knight, and M. Yor :
“Quelques calculs de compensateurs impliquant l’injectivité de certains processus croissants Some computations including the injectivity of certain increasing processes ],
pp. 316–327
in
Séminaire de probabilités XXXII
[Thirty-second probability seminar ],
vol. 1686 .
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1686 .
Springer (Berlin ),
1998 .
MR
1655302 Zbl
0915.60058 incollection
People
BibTeX
@incollection {key1655302m,
AUTHOR = {Az\'ema, J. and Jeulin, T. and Knight,
F. and Yor, M.},
TITLE = {Quelques calculs de compensateurs impliquant
l'injectivit\'e de certains processus
croissants [Some computations including
the injectivity of certain increasing
processes]},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXII}
[Thirty-second probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
VOLUME = {1686},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1686},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1998},
PAGES = {316--327},
DOI = {10.1007/BFb0101766},
URL = {http://www.numdam.org/item?id=SPS_1998__32__316_0},
NOTE = {MR:1655302. Zbl:0915.60058.},
ISSN = {0075-8434},
ISBN = {9783540643760},
}
J. Warren and M. Yor :
“The Brownian burglar: Conditioning Brownian motion by its local time process 328–342
in
Séminaire de probabilités XXXII
[Thirty-second probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1686 .
Springer (Berlin ),
1998 .
MR
1655303 Zbl
0924.60072 incollection
People
BibTeX
@incollection {key1655303m,
AUTHOR = {Warren, J. and Yor, M.},
TITLE = {The {B}rownian burglar: {C}onditioning
{B}rownian motion by its local time
process},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXII}
[Thirty-second probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1686},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1998},
PAGES = {328--342},
DOI = {10.1007/BFb0101767},
URL = {http://www.numdam.org/item?id=SPS_1998__32__328_0},
NOTE = {MR:1655303. Zbl:0924.60072.},
ISSN = {0075-8434},
ISBN = {9783540643760},
}
Séminaire de probabilités XXXIII Thirty-third probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1709 .
Springer (Berlin ),
1999 .
MR
1768019 Zbl
0924.00016 book
People
BibTeX
@book {key1768019m,
TITLE = {S\'eminaire de probabilit\'es {XXXIII}
[Thirty-third probability seminar]},
EDITOR = {Az\'ema, Jacques and \'Emery, Michel
and Ledoux, Michel and Yor, Marc},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1709},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {1999},
PAGES = {viii+418},
DOI = {10.1007/BFb0096508},
NOTE = {MR:1768019. Zbl:0924.00016.},
ISSN = {0075-8434},
ISBN = {9783540663423},
}
L. Vostrikova and M. Yor :
“Some invariance properties (of the laws) of Ocone’s martingales 417–431
in
Séminaire de probabilités XXXIV
[Thirty-fourth probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1729 .
Springer (Berlin ),
2000 .
MR
1768078 Zbl
0965.60047 incollection
People
BibTeX
@incollection {key1768078m,
AUTHOR = {Vostrikova, L. and Yor, M.},
TITLE = {Some invariance properties (of the laws)
of {O}cone's martingales},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXIV}
[Thirty-fourth probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1729},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2000},
PAGES = {417--431},
DOI = {10.1007/BFb0103817},
URL = {http://www.numdam.org/item?id=SPS_2000__34__417_0},
NOTE = {MR:1768078. Zbl:0965.60047.},
ISSN = {0075-8434},
ISBN = {9783540673149},
}
Séminaire de probabilités XXXIV Thirty-fourth probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1729 .
Springer (Berlin ),
2000 .
MR
1768089 Zbl
0940.00007 book
People
BibTeX
@book {key1768089m,
TITLE = {S\'eminaire de probabilit\'es {XXXIV}
[Thirty-fourth probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1729},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2000},
PAGES = {vi+431},
DOI = {10.1007/BFb0103797},
NOTE = {MR:1768089. Zbl:0940.00007.},
ISSN = {0075-8434},
ISBN = {9783540673149},
}
Séminaire de probabilités XXXV Thirty-fifth probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1755 .
Springer (Berlin ),
2001 .
MR
1837273 Zbl
0960.00020 book
People
BibTeX
@book {key1837273m,
TITLE = {S\'eminaire de probabilit\'es {XXXV}
[Thirty-fifth probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1755},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2001},
PAGES = {vi+427},
DOI = {10.1007/b76885},
NOTE = {MR:1837273. Zbl:0960.00020.},
ISSN = {0075-8434},
ISBN = {9783540416593},
}
L. Chaumont, D. G. Hobson, and M. Yor :
“Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes 334–347
in
Séminaire de probabilités XXXV
[Thirty-fifth probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1755 .
Springer (Berlin ),
2001 .
MR
1837296 Zbl
0982.60020 incollection
Abstract
People
BibTeX
In this paper we derive some distributional properties of Lévy processes and bridges from their cyclic exchangeability property. We first describe the \( \sigma \) -field which is invariant under the cyclic transformations. Then, by comditioning on this \( \sigma \) -field, we obtain some information about the laws of many functionals of Lévy processes and bridges, such as exponential functionals, quantiles and local time.
@incollection {key1837296m,
AUTHOR = {Chaumont, L. and Hobson, D. G. and Yor,
M.},
TITLE = {Some consequences of the cyclic exchangeability
property for exponential functionals
of {L}\'evy processes},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXV}
[Thirty-fifth probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1755},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2001},
PAGES = {334--347},
DOI = {10.1007/978-3-540-44671-2_23},
URL = {http://www.numdam.org/item?id=SPS_2001__35__334_0},
NOTE = {MR:1837296. Zbl:0982.60020.},
ISSN = {0075-8434},
ISBN = {9783540416593},
}
Séminaire de probabilités, 1967–1980: A selection in martingale theory Probability seminars, 1967–1980: A selection in martingale theory ].
Edited by M. Émery and M. Yor .
Lecture Notes in Mathematics 1771 .
Springer (Berlin ),
2002 .
MR
1925827 Zbl
0977.00031 book
People
BibTeX
@book {key1925827m,
TITLE = {S\'eminaire de probabilit\'es, 1967--1980:
{A} selection in martingale theory [Probability
seminars, 1967--1980: {A} selection
in martingale theory]},
EDITOR = {\'Emery, Michel and Yor, Marc},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1771},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2002},
PAGES = {x+553},
DOI = {10.1007/b82894},
NOTE = {MR:1925827. Zbl:0977.00031.},
ISSN = {0075-8434},
ISBN = {9783540428138},
}
Séminaire de probabilités XXXVI Thirty-sixth seminar on probability ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1801 .
Springer (Berlin ),
2003 .
MR
1971581 Zbl
1003.00010 book
People
BibTeX
@book {key1971581m,
TITLE = {S\'eminaire de probabilit\'es {XXXVI}
[Thirty-sixth seminar on probability]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1801},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2003},
PAGES = {viii+497},
DOI = {10.1007/b10068},
NOTE = {MR:1971581. Zbl:1003.00010.},
ISSN = {0075-8434},
ISBN = {9783540000723},
}
Séminaire de probabilités XXXVII Thirty-seventh probability seminar ].
Edited by J. Azéma, M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1832 .
Springer (Berlin ),
2003 .
MR
2053038 Zbl
1027.00025 book
People
BibTeX
@book {key2053038m,
TITLE = {S\'eminaire de probabilit\'es {XXXVII}
[Thirty-seventh probability seminar]},
EDITOR = {Az\'ema, J. and \'Emery, M. and Ledoux,
M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1832},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2003},
PAGES = {xiv+446},
DOI = {10.1007/b94376},
NOTE = {MR:2053038. Zbl:1027.00025.},
ISSN = {0075-8434},
ISBN = {9783540205203},
}
M. Émery and M. Yor :
“A parallel between Brownian bridges and gamma bridges Publ. Res. Inst. Math. Sci.
40 : 3
(2004 ),
pp. 669–688 .
MR
2074696 Zbl
1074.60054 article
Abstract
People
BibTeX
@article {key2074696m,
AUTHOR = {\'Emery, Michel and Yor, Marc},
TITLE = {A parallel between {B}rownian bridges
and gamma bridges},
JOURNAL = {Publ. Res. Inst. Math. Sci.},
FJOURNAL = {Publications of the Research Institute
for Mathematical Sciences, Kyoto University},
VOLUME = {40},
NUMBER = {3},
YEAR = {2004},
PAGES = {669--688},
DOI = {10.2977/prims/1145475488},
NOTE = {MR:2074696. Zbl:1074.60054.},
ISSN = {0034-5318},
}
Séminaire de probabilités XXXVIII Thirty-eighth probability seminar ].
Edited by M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1857 .
Springer (Berlin ),
2005 .
Dedicated to Jacques Azéma on the occasion on his 65th birthday.
MR
2126961 Zbl
1055.60001 book
People
BibTeX
@book {key2126961m,
TITLE = {S\'eminaire de probabilit\'es {XXXVIII}
[Thirty-eighth probability seminar]},
EDITOR = {\'Emery, M. and Ledoux, M. and Yor,
M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1857},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2005},
PAGES = {x+392},
DOI = {10.1007/b104072},
NOTE = {Dedicated to Jacques Az\'ema on the
occasion on his 65th birthday. MR:2126961.
Zbl:1055.60001.},
ISSN = {0075-8434},
ISBN = {9783540239734},
}
L. Nguyen-Ngoc and M. Yor :
“Some martingales associated to reflected Lévy processes 42–69
in
Séminaire de probabilités XXXVIII
[Thirty-eighth probability seminar ].
Edited by M. Émery, M. Ledoux, and M. Yor .
Lecture Notes in Mathematics 1857 .
Springer (Berlin ),
2005 .
MR
2126966 Zbl
1079.60048 incollection
Abstract
People
BibTeX
We introduce and describe several classes of martingales based on reflected Lévy processes. We show how these martingales apply to various problems, in particular in fluctuation theory, as an alternative to the use of excursion methods. Emphasis is given to the case of spectrally negative processes.
@incollection {key2126966m,
AUTHOR = {Nguyen-Ngoc, Laurent and Yor, Marc},
TITLE = {Some martingales associated to reflected
{L}\'evy processes},
BOOKTITLE = {S\'eminaire de probabilit\'es {XXXVIII}
[Thirty-eighth probability seminar]},
EDITOR = {\'Emery, M. and Ledoux, M. and Yor,
M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1857},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2005},
PAGES = {42--69},
DOI = {10.1007/978-3-540-31449-3_5},
NOTE = {MR:2126966. Zbl:1079.60048.},
ISSN = {0075-8434},
ISBN = {9783540239734},
}
In memoriam Paul-André Meyer: Séminaire de probabilités XXXIX In memoriam Paul-André Meyer: Thirty-ninth probability seminar ].
Edited by M. Émery and M. Yor .
Lecture Notes in Mathematics 1874 .
Springer (Berlin ),
2006 .
MR
2265371 Zbl
1092.60003 book
People
BibTeX
@book {key2265371m,
TITLE = {In memoriam {P}aul-{A}ndr\'e {M}eyer:
{S}\'eminaire de probabilit\'es {XXXIX}
[In memoriam {P}aul-{A}ndr\'e {M}eyer:
{T}hirty-ninth probability seminar]},
EDITOR = {\'Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1874},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2006},
PAGES = {viii+417},
DOI = {10.1007/b128398},
NOTE = {MR:2265371. Zbl:1092.60003.},
ISSN = {0075-8434},
ISBN = {9783540309949},
}
M. Yor :
“The life and scientific work of Paul-André Meyer (August 21st, 1934–January 30th, 2003): ‘Un modèle pour nous tous’ The life and scientific work of Paul-André Meyer (August 21st, 1934–January 30th, 2003): ‘A model for us all’ ],
pp. 13–26
in
In memoriam Paul-André Meyer: Séminaire de probabilités, XXXIX
[In memoriam Paul-André Meyer: Thirty-ninth probability seminar ].
Edited by M. Émery and M. Yor .
Lecture Notes in Mathematics 1874 .
Springer (Berlin ),
2006 .
MR
2276885 Zbl
1216.01025 incollection
Abstract
People
BibTeX
The life and scientific works of Paul André Meyer are presented, with some special emphasis on the contents of the Séminaires de Probabilités and the treatise Probabilités et Potentiel, both of which were key achievements in the career of Paul André Meyer.
@incollection {key2276885m,
AUTHOR = {Yor, Marc},
TITLE = {The life and scientific work of {P}aul-{A}ndr\'e
{M}eyer ({A}ugust 21st, 1934--{J}anuary
30th, 2003): ``{U}n mod\`ele pour nous
tous'' [The life and scientific work
of {P}aul-{A}ndr\'e {M}eyer ({A}ugust
21st, 1934--{J}anuary 30th, 2003): ``{A}
model for us all'']},
BOOKTITLE = {In memoriam {P}aul-{A}ndr\'e {M}eyer:
{S}\'eminaire de probabilit\'es, {XXXIX}
[In memoriam {P}aul-{A}ndr\'e {M}eyer:
{T}hirty-ninth probability seminar]},
EDITOR = {\'Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1874},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2006},
PAGES = {13--26},
DOI = {10.1007/978-3-540-35513-7_2},
NOTE = {MR:2276885. Zbl:1216.01025.},
ISSN = {0075-8434},
ISBN = {9783540309949},
}
D. B. Madan and M. Yor :
“Itô’s integrated formula for strict local martingales 157–170
in
In memoriam Paul-André Meyer: Séminaire de probabilités, XXXIX
[In memoriam Paul-André Meyer: Thirty-ninth probability seminar ].
Edited by M. Émery and M. Yor .
Lecture Notes in Mathematics .
Springer (Berlin ),
2006 .
MR
2276895 Zbl
1133.60025 incollection
Abstract
People
BibTeX
For \( F:\mathbb{R}\to\mathbb{R} \) a \( C^2 \) function, and more generally a difference of convex functions, \( (S_t \) , \( t\geq 0) \) a continuous strict local martingale taking values in \( \mathbb{R}_+ \) , we investigate under which condition the stochastic integral appearing in Itô’s formula applied to \( F(S_t) \) , \( t\geq 0 \) , is a true martingale and, if not, how it may be corrected to become one.
@incollection {key2276895m,
AUTHOR = {Madan, Dilip B. and Yor, Marc},
TITLE = {It\^o's integrated formula for strict
local martingales},
BOOKTITLE = {In memoriam {P}aul-{A}ndr\'e {M}eyer:
{S}\'eminaire de probabilit\'es, {XXXIX}
[In memoriam {P}aul-{A}ndr\'e {M}eyer:
{T}hirty-ninth probability seminar]},
EDITOR = {\'Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2006},
PAGES = {157--170},
DOI = {10.1007/978-3-540-35513-7_13},
NOTE = {MR:2276895. Zbl:1133.60025.},
ISSN = {1874},
ISBN = {9783540309949},
}
B. Roynette, P. Vallois, and M. Yor :
“Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement Brownien et à son maximum unilatère Penalizations and some extensions of Pitman’s theorem relative to Brownian motion and its one-sided maximum ],
pp. 305–336
in
In memoriam Paul-André Meyer: Séminaire de probabilités XXXIX
[In memoriam Paul-André Meyer: Thirty-ninth probability seminar ].
Edited by M. Émery and M. Yor .
Lecture Notes in Mathematics 1874 .
Springer (Berlin ),
2006 .
MR
2276902 Zbl
1124.60034 incollection
People
BibTeX
@incollection {key2276902m,
AUTHOR = {Roynette, Bernard and Vallois, Pierre
and Yor, Marc},
TITLE = {P\'enalisations et quelques extensions
du th\'eor\`eme de {P}itman, relatives
au mouvement {B}rownien et \`a son maximum
unilat\`ere [Penalizations and some
extensions of {P}itman's theorem relative
to {B}rownian motion and its one-sided
maximum]},
BOOKTITLE = {In memoriam {P}aul-{A}ndr\'e {M}eyer:
{S}\'eminaire de probabilit\'es {XXXIX}
[In memoriam {P}aul-{A}ndr\'e {M}eyer:
{T}hirty-ninth probability seminar]},
EDITOR = {\'Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1874},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2006},
PAGES = {305--336},
DOI = {10.1007/978-3-540-35513-7_20},
NOTE = {MR:2276902. Zbl:1124.60034.},
ISSN = {0075-8434},
ISBN = {9783540309949},
}
L. Gallardo and M. Yor :
“Some remarkable properties of the Dunkl martingales 337–356
in
In memoriam Paul-André Meyer: Séminaire de probabilités, XXXIX
[In memoriam Paul-André Meyer: Thirty-ninth probability seminar ].
Edited by M. Émery and M. Yor .
Lecture Notes in Mathematics .
Springer (Berlin ),
2006 .
MR
2276903 Zbl
1128.60027 incollection
Abstract
People
BibTeX
In this paper, we study a class, depending on a parameter \( k\geq 0 \) , of real valued Feller processes
\[ X^{(k)} = (X_t^{(k)})_{t\gt 0} ,\]
the so called Dunkl processes which are martingales satisfying the Brownian scaling property. These processes are the only martingales whose absolute value is a Bessel process. Moreover, the absolute continuity and intertwining relations valid for some pairs of Bessel processes may be generalized to Dunkl processes. The main result of the paper is a mixed chaotic representation property for the \( L^2 \) space of the martingale \( X^{(k)} \) in terms of its continuous part (which is a Brownian motion) and its purely discontinuous part, a martingale \( \gamma \) with bracket \( \langle\gamma\rangle_t = 2kt \) .
@incollection {key2276903m,
AUTHOR = {Gallardo, L\'eonard and Yor, Marc},
TITLE = {Some remarkable properties of the {D}unkl
martingales},
BOOKTITLE = {In memoriam {P}aul-{A}ndr\'e {M}eyer:
{S}\'eminaire de probabilit\'es, {XXXIX}
[In memoriam {P}aul-{A}ndr\'e {M}eyer:
{T}hirty-ninth probability seminar]},
EDITOR = {\'Emery, M. and Yor, M.},
SERIES = {Lecture Notes in Mathematics},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2006},
PAGES = {337--356},
DOI = {10.1007/978-3-540-35513-7_21},
NOTE = {MR:2276903. Zbl:1128.60027.},
ISSN = {1874},
ISBN = {9783540309949},
}
P. Salminen and M. Yor :
“Tanaka formula for symmetric Lévy processes 265–285
in
Séminaire de probabilités XL
[Fortieth probability seminar ].
Edited by C. Donati-Martin, M. Émery, A. Rouault, and C. Stricker .
Lecture Notes in Mathematics 1899 .
Springer (Berlin ),
2007 .
MR
2409011 Zbl
1129.60043 ArXiv
math/0501182 incollection
Abstract
People
BibTeX
Starting from the potential theoretic definition of the local times of a Markov process–when these exist–we obtain a Tanaka formula for the local times of symmetric Lévy processes. The most interesting case is that of the symmetric \( \alpha \) -stable Lévy process (for \( \alpha\in (1,2] \) ) which is studied in detail. In particular, we determine which powers of such a process are semimartingales. These results complete, in a sense, the works by K. Yamada [2002] and Fitzsimmons and Getoor [1992].
@incollection {key2409011m,
AUTHOR = {Salminen, Paavo and Yor, Marc},
TITLE = {Tanaka formula for symmetric {L}\'evy
processes},
BOOKTITLE = {S\'eminaire de probabilit\'es {XL} [Fortieth
probability seminar]},
EDITOR = {Donati-Martin, Catherine and \'Emery,
Michel and Rouault, Alain and Stricker,
Christophe},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1899},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2007},
PAGES = {265--285},
DOI = {10.1007/978-3-540-71189-6_14},
NOTE = {ArXiv:math/0501182. MR:2409011. Zbl:1129.60043.},
ISSN = {0075-8434},
ISBN = {9783540711889},
}
K. Yano, Y. Yano, and M. Yor :
“On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes 187–227
in
Séminaire de probabilités XLII
[Forty-second probability seminar ].
Edited by C. Donati-Martin, M. Émery, A. Rouault, and C. Stricker .
Lecture Notes in Mathematics 1979 .
Springer (Berln ),
2009 .
MR
2599211 Zbl
1201.60043 ArXiv
0811.2046 incollection
Abstract
People
BibTeX
@incollection {key2599211m,
AUTHOR = {Yano, Kouji and Yano, Yuko and Yor,
Marc},
TITLE = {On the laws of first hitting times of
points for one-dimensional symmetric
stable {L}\'evy processes},
BOOKTITLE = {S\'eminaire de probabilit\'es {XLII}
[Forty-second probability seminar]},
EDITOR = {Donati-Martin, Catherine and \'Emery,
Michel and Rouault, Alain and Stricker,
Christophe},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {1979},
PUBLISHER = {Springer},
ADDRESS = {Berln},
YEAR = {2009},
PAGES = {187--227},
DOI = {10.1007/978-3-642-01763-6_8},
NOTE = {ArXiv:0811.2046. MR:2599211. Zbl:1201.60043.},
ISSN = {0075-8434},
ISBN = {9783642017629},
}
M. Émery and M. Yor :
“Erratum to Séminaire XXVII: ‘On the Lévy transformation of Brownian motions and continuous martingales’ 467
in
Séminaire de probabilités XLIV
[Forty-fourth probability seminar ].
Edited by C. Donati-Martin, A. Lejay, and A. Rouault .
Lecture Notes in Mathematics 2046 .
Springer (Berlin ),
2012 .
Erratum to an article published in Séminaire de probabilités XXVII (1993)
MR
2953360 incollection
People
BibTeX
@incollection {key2953360m,
AUTHOR = {\'Emery, Michel and Yor, Marc},
TITLE = {Erratum to {S}\'eminaire {XXVII}: ``{O}n
the {L}\'evy transformation of {B}rownian
motions and continuous martingales''},
BOOKTITLE = {S\'eminaire de probabilit\'es {XLIV}
[Forty-fourth probability seminar]},
EDITOR = {Donati-Martin, Catherine and Lejay,
Antoine and Rouault, Alain},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {2046},
PUBLISHER = {Springer},
ADDRESS = {Berlin},
YEAR = {2012},
PAGES = {467},
URL = {https://link.springer.com/content/pdf/bbm%3A978-3-642-27461-9%2F1.pdf},
NOTE = {Erratum to an article published in \textit{S\'eminaire
de probabilit\'es XXVII} (1993). MR:2953360.},
ISSN = {0075-8434},
ISBN = {9783642274602},
}
M. Émery :
“Un Balzac des probabilité ”
[A Balzac of probability ],
pp. 15–24
in
Marc Yor: La passion du mouvement brownien
[Marc Yor: The passion of Brownian motion ].
Edited by J. Bertoin, M. Jeanblanc, J.-F. Le Gall, and Z. Shi .
Société Mathématique de France (Paris ),
2015 .
Gazette des Mathématiciens and Matapli special issue.
incollection
People
BibTeX
@incollection {key64122652,
AUTHOR = {\'Emery, Michel},
TITLE = {Un {B}alzac des probabilit\'e [A {B}alzac
of probability]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {15--24},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
J. Azéma, P. Barrieu, J. Bertoin, M. E. Caballero, C. Donati-Martin, M. Émery, F. Hirsch, Y. Hu, M. Ledoux, J. Najnudel, R. Mansuy, L. Miclo, Z. Shi, and D. Williams :
“Témoignages ”
[Testimonials ],
pp. xi–xxx
in
In memoriam Marc Yor: Séminaire de probabilités XLVII
[In memoriam Marc Yor: Forty-seventh probability seminar ].
Edited by C. Donati-Martin, A. Lejay, and A. Rouault .
Lecture Notes in Mathematics 2137 .
Springer (Cham, Switzerland ),
2015 .
MR
3444289 incollection
People
BibTeX
@incollection {key3444289m,
AUTHOR = {Az\'ema, Jacques and Barrieu, Pauline
and Bertoin, Jean and Caballero, Maria
Emilia and Donati-Martin, Catherine
and \'Emery, Michel and Hirsch, Francis
and Hu, Yueyun and Ledoux, Michel and
Najnudel, Joseph and Mansuy, Roger and
Miclo, Laurent and Shi, Zhan and Williams,
David},
TITLE = {T\'emoignages [Testimonials]},
BOOKTITLE = {In memoriam {M}arc {Y}or: {S}\'eminaire
de probabilit\'es {XLVII} [In memoriam
{M}arc {Y}or: {F}orty-seventh probability
seminar]},
EDITOR = {Donati-Martin, Catherine and Lejay,
Antoine and Rouault, Alain},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {2137},
PUBLISHER = {Springer},
ADDRESS = {Cham, Switzerland},
YEAR = {2015},
PAGES = {xi--xxx},
NOTE = {MR:3444289.},
ISSN = {0075-8434},
ISBN = {9783319185842},
}
