Celebratio Mathematica

M. Yor: “Some re­mark­able prop­er­ties of gamma pro­cesses,” pp. 37–​47 in Ad­vances in math­em­at­ic­al fin­ance (Col­lege Park, MD, 29 Septem­ber–1 Oc­to­ber 1 2006). Edi­ted by M. C. Fu, R. A. Jar­row, J.-Y. Yen, and R. J. El­li­ott. Ap­plied Nu­mer­ic­al Har­mon­ic Ana­lys­is. Birkhäuser (Bo­ston, MA), 2007. Pa­per presen­ted at the math­em­at­ic­al fin­ance con­fer­ence in hon­or of the 60th birth­day of Dilip B. Madan. MR 2359361 Zbl 1156.​60030 incollection

M. Yor: “A note about Sel­berg’s in­teg­rals in re­la­tion with the beta-gamma al­gebra,” pp. 49–​58 in Ad­vances in math­em­at­ic­al fin­ance (Col­lege Park, MD, 29 Septem­ber–1 Oc­to­ber 1 2006). Edi­ted by M. C. Fu, R. A. Jar­row, J.-Y. Yen, and R. J. El­li­ott. Ap­plied Nu­mer­ic­al Har­mon­ic Ana­lys­is. Birkhäuser (Bo­ston, MA), 2007. Pa­per presen­ted at the math­em­at­ic­al fin­ance con­fer­ence in hon­or of the 60th birth­day of Dilip B. Madan. MR 2359362 Zbl 1160.​33002 incollection

J. Yen and M. Yor: Mo­ments thoughts about an in­teg­ra­tion by parts in dis­tri­bu­tion for Browni­an quad­rat­ic func­tion­als, 2010. unpublished

J.-Y. Yen and M. Yor: “Trun­ca­tion func­tions and Laplace trans­form,” Stat. Probab. Lett. 81 : 3 (March 2011), pp. 417–​419. MR 2748950 Zbl 1209.​60012 article

J.-Y. Yen and M. Yor: “Call op­tion prices based on Bessel pro­cesses,” Meth­odol. Com­put. Ap­pl. Probab. 13 : 2 (June 2011), pp. 329–​347. MR 2788861 Zbl 1217.​60071 ArXiv 0808.​3402 article

C.-T. Wu, J.-Y. Yen, and M. Yor: “Meas­ur­ing the ‘non-stop­ping time­ness’ of ends of pre­vis­ible sets,” Taiwanese J. Math. 16 : 5 (October 2012), pp. 1589–​1599. MR 2970673 Zbl 1273.​60049 ArXiv 0810.​1059 article

A. P. C. Lim, J.-Y. Yen, and M. Yor: “Some ex­amples of Skorok­hod em­bed­dings ob­tained from the Azéma–Yor al­gorithm,” Stochast­ic Pro­cess. Ap­pl. 123 : 2 (February 2013), pp. 329–​346. MR 3003354 Zbl 1258.​60032 article

J.-Y. Yen and M. Yor: “Il­lus­tra­tion of vari­ous meth­ods for solv­ing partly Skorok­hod’s em­bed­ding prob­lem,” Elec­tron. Com­mun. Probab. 18 : 48 (2013). Art­icle no. 48, 5 pp. MR 3078011 Zbl 1326.​60056 article

J.-Y. Yen and M. Yor: “On an iden­tity in law between Browni­an quad­rat­ic func­tion­als,” Stat­ist. Probab. Lett. 83 : 9 (September 2013), pp. 2015–​2018. MR 3079037 Zbl 1290.​60081 article

J.-Y. Yen and M. Yor: Loc­al times and ex­cur­sion the­ory for Browni­an mo­tion: A tale of Wien­er and Itô meas­ures. Lec­ture Notes in Math­em­at­ics 2088. Spring­er (Cham, Switzer­land), 2013. MR 3134857 Zbl 1364.​60003 book

J.-Y. Yen and M. Yor: (Planar) Browni­an mo­tion as a key stochast­ic pro­cess, 2013. Con­fer­ence pa­per de­livered at the sem­in­ar “Ars Con­ject­andi: A cel­eb­ra­tion of 300 years of stochastics,” Freiburg-Basel, Ger­many, 21–24 May 2013. unpublished

J.-Y. Yen and M. Yor: “A vari­ant of Pit­man’s the­or­em on \( (2J_s-R_s \), \( s\geq 0) \) for a gen­er­al tran­si­ent Bessel pro­cess \( R_{(+)} \) and its im­plic­a­tions for the cor­res­pond­ing Ito’s meas­ure \( \mathbf{n}_{(-)} \),” J. The­or. Probab. 28 : 1 (March 2015), pp. 223–​230. MR 3320966 Zbl 1327.​60160 article

J.-Y. Yen and M. Yor: “On two res­ults of P. De­heuvels,” pp. 305–​308 in Math­em­at­ic­al stat­ist­ics and lim­it the­or­ems: Fest­s­chrift in hon­our of Paul De­heuvels (Par­is, 20–21 June 2013). Edi­ted by M. Hal­lin, D. Ma­son, D. Pfeifer, and J. Steine­bach. Spring­er (Cham, Switzer­land), 2015. MR 3380743 Zbl 1317.​60108 incollection

J.-Y. Yen and M. Yor: “Some top­ics in prob­ab­il­ity the­ory,” pp. 309–​314 in Math­em­at­ic­al stat­ist­ics and lim­it the­or­ems: Fest­s­chrift in hon­our of Paul De­heuvels (Par­is, 20–21 June 2013). Edi­ted by M. Hal­lin, D. Ma­son, D. Pfeifer, and J. G. Steine­bach. Spring­er (Cham, Switzer­land), 2015. MR 3380744 Zbl 1328.​60002 incollection

P. Salmin­en, J.-Y. Yen, and M. Yor: “In­teg­ral rep­res­ent­a­tions of cer­tain meas­ures in the one-di­men­sion­al dif­fu­sions ex­cur­sion the­ory,” pp. 1–​15 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 3444291 Zbl 1334.​60165 incollection