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Celebratio Mathematica

Marc Yor

Complete Bibliography

[1] M. Yor: “Sur les intégrales stochastiques à valeurs dans un es­pace de Banach” [On stochast­ic in­teg­rals with val­ues in a Banach space], C. R. Acad. Sci., Par­is, Sér. A 277 (1973), pp. 467–​469. A longer art­icle with the same title was pub­lished in Ann. Inst. Henri Poin­caré 10:1 (1974). MR 41805237 Zbl 0267.​60064 article

[2] M. Yor: “Ex­ist­ence et uni­cité de dif­fu­sions à valeurs dans un es­pace de Hil­bert” [The ex­ist­ence and uni­city of value dif­fu­sions in a Hil­bert space], Ann. Inst. Henri Poin­caré, Nouv. Sér., Sect. B 10 : 1 (1974), pp. 55–​88. MR 356257 Zbl 0281.​60094 article

[3] M. Yor: “Sur les intégrales stochastiques à valeurs dans un es­pace de Banach” [On stochast­ic in­teg­rals with val­ues in a Banach space], Ann. Inst. Henri Poin­caré, Nouv. Sér., Sect. B 10 : 1 (1974), pp. 31–​36. A short­er art­icle with the same title was pub­lished in C. R. Acad. Sci., Par­is 277 (1973). MR 358986 Zbl 0295.​60041 article

[4]M. Yor: “Étude de mesur­es de prob­ab­ilité sur \( C(\mathbb{R}^*_+; \mathbb{R}) \) quasi in­vari­antes sous les trans­la­tions de \( \mathcal{D}(\mathbb{R}^*_+;\mathbb{R}) \)” [Study of prob­ab­il­ity meas­ures on \( C(\mathbb{R}^*_+;\mathbb{R}) \) quasi-in­vari­ant un­der trans­la­tions of \( \mathcal{D}(\mathbb{R}^*_+;\mathbb{R}) \)], Ann. Inst. Henri Poin­caré, Nouv. Sér., Sect. B 11 : 2 (1975), pp. 127–​171. MR 380965 Zbl 0383.​60072 article

[5] M. Yor: “Re­présen­t­a­tion des mar­tin­gales de carré intégrable rélat­ives aux pro­ces­sus de Wien­er et de Pois­son à \( n \) paramètres” [Rep­res­ent­a­tion of square in­teg­rable mar­tin­gales re­l­at­iv­eto Wien­er and Pois­son pro­cesses with \( n \) para­met­ers], C. R. Acad. Sci., Par­is, Sér. A 281 : 2–​3 (1975), pp. 111–​113. A longer art­icle with the same title was pub­lished in Z. Wahr­schein­lich­keit­s­the­or­ie und Verw. Ge­bi­ete 35:2 (1976). MR 380987 Zbl 0332.​60030 article

[6] M. Yor: “Décom­pos­i­tion des tribus \( \mathfrak{F}_{(T+t)^+}^0 \) d’un pro­ces­sus con­tinu à droite” [Fam­ily de­com­pos­i­tion \( \mathfrak{F}_{(T+t)^+}^0 \) of a right-con­tinu­ous pro­cess], C. R. Acad. Sci., Par­is, Sér. A 281 : 12 (1975), pp. 467–​470. MR 408003 Zbl 0438.​60036 article

[7] P. Pri­ouret and M. Yor: “Pro­ces­sus de dif­fu­sion a valeurs dans \( \mathbb{R} \) et mesur­es quasi-in­vari­antes sur \( C(\mathbb{R} \), \( \mathbb{R}) \)” [Dif­fu­sion pro­cesses val­ued in \( \mathbb{R} \) and quasi-in­vari­ant meas­ures on \( C(\mathbb{R} \), \( \mathbb{R}) \)], pp. 247–​290 in Os­cil­lateur an­har­mo­nique, pro­ces­sus de dif­fu­sion et mesur­es quasi-in­vari­antes [An­har­mon­ic os­cil­lat­or, dif­fu­sion pro­cesses and quasi-in­vari­ant meas­ures]. Edi­ted by P. Cour­rège. Astérisque 22–​23. Société Mathématique de France (Par­is), 1975. MR 496179 Zbl 0316.​60051 incollection

[8] M. Yor: “For­mule de Cauchy rélat­ive à cer­tains lacets browni­ens” [Cauchy’s for­mula re­l­at­ive to cer­tain Browni­an laces], C. R. Acad. Sci., Par­is, Sér. A 281 (1975), pp. 867–​870. A longer art­icle with the same title was pub­lished in Bull. Soc. Math. France 105:1 (1977). MR 386011 Zbl 0335.​60051 article

[9] J. Jac­od and M. Yor: “Étude des solu­tions ex­tre­males et re­présen­t­a­tion intégrale des solu­tions pour cer­tains problèmes de mar­tin­gales” [A study of ex­tremal solu­tions and in­teg­ral rep­res­ent­a­tion of solu­tions for cer­tain mar­tin­gale prob­lems], C. R. Acad. Sci., Par­is, Sér. A 283 (1976), pp. 523–​525. A longer piece with the same title was later pub­lished in Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 38:2 (1977). MR 418224 Zbl 0339.​60027 article

[10] M. Yor: “Re­présen­t­a­tion intégrale des mar­tin­gales de carré intégrable” [In­teg­ral rep­res­ent­a­tion of square-in­teg­rable mar­tin­gales], C. R. Acad. Sci., Par­is, Sér. A 282 : 16 (1976), pp. 899–​901. MR 418229 Zbl 0329.​60027 article

[11] M. Yor and P. A. Mey­er: “Sur la théorie de la prédic­tion, et le problème de décom­pos­i­tion des tribus \( \mathfrak{F}^{\circ}_{t^+} \)” [On the the­ory of pre­dic­tion, and the prob­lem of fam­ily de­com­pos­i­tion \( \mathfrak{F}^{\circ}_{t^+} \)], pp. 104–​117 in Sémin­aire de prob­ab­ilités X [Tenth prob­ab­il­ity sem­in­ar]. Edi­ted by P. A. Mey­er. Lec­ture Notes in Math­em­at­ics 511. Spring­er (Ber­lin), 1976. MR 438462 Zbl 0332.​60025 incollection

[12] M. Yor: “Re­présen­t­a­tion des mar­tin­gales de carré intégrable re­l­at­ive aux pro­ces­sus de Wien­er et de Pois­son à \( n \) paramètres” [Rep­res­ent­a­tion of mar­tin­gales of square in­teg­rable re­l­at­ive to Wien­er pro­cesses and Pois­son of \( n \) para­met­ers], Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 35 : 2 (June 1976), pp. 121–​129. A short­er art­icle with the same title was pub­lished in C. R. Acad. Sci., Par­is 281:2–3 (1975). MR 438470 Zbl 0315.​60027 article

[13] M. Yor: “Sur les intégrales stochastiques op­tion­nelles et une suite re­marquable de for­mules ex­po­nen­ti­elles” [On op­tion­al stochast­ic in­teg­rals and a re­mark­able series of ex­po­nen­tial for­mu­las], pp. 481–​500 in Sémin­aire de prob­ab­ilités X [Tenth prob­ab­il­ity sem­in­ar]. Edi­ted by P. A. Mey­er. Lec­ture Notes in Math­em­at­ics 511. Spring­er (Ber­lin), 1976. MR 440699 Zbl 0393.​60057 incollection

[14] G. Roy­er and M. Yor: “Re­présen­t­a­tion intégrale de cer­taines mesur­es quasi-in­vari­antes sur \( \mathcal{C}(\mathbb{R}) \): Mesur­es ex­trémales et pro­priété de Markov” [In­teg­ral rep­res­ent­a­tion of cer­tain quasi-in­vari­ant meas­ures on \( \mathcal{C}(\mathbb{R}) \): Ex­tremal meas­ures and the Markov prop­erty], Ann. Inst. Four­i­er 26 : 2 (1976), pp. 7–​24. MR 447517 Zbl 0295.​28025 article

[15] M. Yor: “Une re­marque sur les formes de Di­rich­let et les semi-mar­tin­gales” [A re­mark on Di­rich­let forms and semi-mar­tin­gales], pp. 283–​292 in Sémin­aire de théorie du po­ten­tiel 2 [Po­ten­tial the­ory sem­in­ar 2] (Par­is, 1975–1976). Edi­ted by F. Hirsch and G. Mokobodzki. Lec­ture Notes in Math­em­at­ics 563. Spring­er (Ber­lin), 1976. MR 651572 Zbl 0339.​31013 incollection

[16] M. Yor: Cal­cul stochastique et rep­res­ent­a­tions in­teg­rales [Stochast­ic cal­cu­lus and in­teg­ral rep­res­ent­a­tions]. Ph.D. thesis, Uni­versité Pierre-et-Mar­ie-Curie (Par­is), June 1976. Ad­vised by P. Pri­ouret. phdthesis

[17] J. Jac­od and M. Yor: “Étude des solu­tions ex­trémales et re­présen­t­a­tion intégrale des solu­tions pour cer­tains problèmes de mar­tin­gales” [A study of ex­tremal solu­tion and in­teg­ral rep­res­ent­a­tion of solu­tions for cer­tain mar­tin­gale prob­lems], Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 38 : 2 (June 1977), pp. 83–​125. A brief piece with the same title was earli­er pub­lished in C. R. Acad. Sci., Par­is, Sér. A 283 (1976). MR 445604 Zbl 0346.​60032 article

[18] N. D. Ngoc and M. Yor: “Mesur­es de Gibbs sur \( \mathbb{R} \)” [Gibbs meas­ures on \( \mathbb{R} \)], C. R. Acad. Sci., Par­is, Sér. A 285 : 5 (1977), pp. 395–​397. MR 445648 Zbl 0389.​60001 article

[19] M. Yor: “Sur quelques ap­prox­im­a­tions d’intégrales stochastiques” [On some ap­prox­im­a­tions of stochast­ic in­teg­rals], pp. 257–​297 in Sémin­aire de prob­ab­ilités XI [El­ev­enth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 581. Spring­er (Ber­lin), 1977. MR 448556 Zbl 0367.​60058 incollection

[20] M. Yor: “À pro­pos d’un lemme de Ch. Yoeurp” [On a lemma of Ch. Yoeurp], pp. 493–​501 in Sémin­aire de prob­ab­ilités XI [El­ev­enth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 581. Spring­er (Ber­lin), 1977. MR 451396 Zbl 0373.​60047 incollection

[21] M. Yor: “Étude de cer­tains pro­ces­sus (stochastique­ment) différen­ti­ables ou holo­morph­es” [Study of cer­tain (stochastic­ally) dif­fer­en­ti­able or holo­morph­ic pro­cesses], Ann. Inst. Henri Poin­caré, Nouv. Sér., Sect. B 13 : 1 (1977), pp. 1–​25. MR 455127 Zbl 0359.​60022 article

[22] M. Yor: “Re­marques sur la re­présen­t­a­tion des mar­tin­gales comme intégrales stochastiques” [Re­marks on the the rep­res­ent­a­tion of mar­tin­gales as stochast­ic in­teg­rals], pp. 502–​517 in Sémin­aire de prob­ab­ilités XI [El­ev­enth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 581. Spring­er (Ber­lin), 1977. MR 458580 Zbl 0367.​60046 incollection

[23] M. Yor: “Sur les théories du fil­trage et de la prédic­tion” [On the the­or­ies of fil­tra­tion and pre­dic­tion], pp. 257–​297 in Sémin­aire de prob­ab­ilités XI [El­ev­enth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 581. Spring­er (Ber­lin), 1977. MR 471060 Zbl 0367.​60041 incollection

[24] M. Yor: “For­mule de Cauchy rélat­ive à cer­tains lacets browni­ens” [Cauchy’s for­mula re­l­at­ive to cer­tain Browni­an laces], Bull. Soc. Math. France 105 : 1 (1977), pp. 3–​31. A short art­icle with the same title was pub­lished in C. R. Acad. Sci., Par­is, Sér. A 281 (1975). MR 494477 Zbl 0375.​60068 article

[25] M. Yor: “Dis­tri­bu­tions de Frobéni­us (d’après S. Lang et H. Trot­ter)” [Frobeni­us dis­tri­bu­tions (after S. Lang and H. Trot­ter] in Sémin­aire Delange–Pisot–Poit­ou, 17e année (1975/76): Théorie des nombres [Delange–Pisot–Poit­ou sem­in­ar, 17th year (1975/76): Num­ber the­ory] (Par­is, 1975–1976), fas­cicule 2: Ex­posés 23 à 31 et groupe d’étude. Uni­versité Pierre-et-Mar­ie-Curie and In­sti­tut Henri Poin­caré (Par­is), 1977. 10 pp. MR 562501 Zbl 0364.​12013 incollection

[26] C. Yoeurp and M. Yor: Es­pace or­tho­gon­al à une semi-mar­tin­gale et ap­plic­a­tions. Prépub­lic­a­tion, Labor­atoire de Prob­ab­ilités, Uni­versité Par­is VI, 1977. techreport

[27] M. Yor: “Con­ver­gence de mar­tin­gales dans \( L^1 \) et dans \( H^1 \)” [Con­ver­gence of mar­tin­gales on \( L^1 \) and on \( H^1 \)], C. R. Acad. Sci., Par­is, Sér. A 286 : 12 (1978), pp. 571–​573. MR 489806 Zbl 0382.​60049 article

[28] M. Yor: “Inégalités entre pro­ces­sus minces et ap­plic­a­tions” [In­equal­it­ies between thin pro­cesses and ap­plic­a­tions], C. R. Acad. Sci., Par­is, Sér. A 286 : 18 (1978), pp. 799–​801. MR 497669 Zbl 0389.​60039 article

[29] N. Dang Ngoc and M. Yor: “Champs markovi­ens et mesur­es de Gibbs sur \( \mathbb{R} \)” [Markovi­an fields and Gibbs meas­ures on \( \mathbb{R} \)], Ann. Sci. Éc. Norm. Supér. (4) 11 : 1 (1978), pp. 29–​69. MR 504421 Zbl 0391.​60013 article

[30] Temps lo­c­aux [Loc­al times] (Par­is, 1976–1977). Edi­ted by J. Azéma and M. Yor. Astérisque 52–​53. Société Mathématique de France (Par­is), 1978. MR 509476 Zbl 0385.​60063 book

[31] C. Strick­er and M. Yor: “Cal­cul stochastique dépendant d’un paramètre” [Stochast­ic cal­cu­lus de­pend­ent on a para­met­er], Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 45 : 2 (June 1978), pp. 109–​133. MR 510530 Zbl 0388.​60056 article

[32] P. Brémaud and M. Yor: “Changes of fil­tra­tions and of prob­ab­il­ity meas­ures,” Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 45 : 4 (December 1978), pp. 269–​295. MR 511775 Zbl 0415.​60048 article

[33] M. Yor: “Re­marques sur les normes \( H^p \) de (semi-)mar­tin­gales” [Re­marks on the \( H^p \) norms of (semi-)mar­tin­gales], C. R. Acad. Sci., Par­is, Sér. A 287 : 6 (1978), pp. 461–​464. MR 517928 Zbl 0387.​60050 article

[34] M. Yor: “Grossisse­ment d’une fil­tra­tion et semi-mar­tin­gales: Théorèmes généraux” [En­large­ment of a fil­tra­tion and semi-mar­tin­gales: Gen­er­al the­or­ems], pp. 61–​69 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 519996 Zbl 0411.​60044 incollection

[35] T. Jeulin and M. Yor: “Grossisse­ment d’une fil­tra­tion et semi-mar­tin­gales: For­mules ex­pli­cites” [En­large­ment of a fil­tra­tion and semi-mar­tin­gales: Ex­pli­cit for­mu­las], pp. 78–​97 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 519998 Zbl 0411.​60045 incollection

[36] C. Del­lacher­ie, P.-A. Mey­er, and M. Yor: “Sur cer­taines pro­priétés des es­paces de Banach \( H^1 \) et BMO” [On cer­tain prop­er­ties of \( H^1 \) Banach and BMO spaces], pp. 98–​113 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 519999 Zbl 0392.​60009 incollection

[37] M. Yor: “Sous-es­paces denses dans \( L^1 \) ou \( H^1 \) et re­présen­t­a­tion des mar­tin­gales” [Dense sub­spaces in \( L^1 \) or \( H^1 \) and rep­res­ent­a­tion of mar­tin­gales], pp. 265–​309 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. With an ap­pendix by the au­thor and J. de Sam Laz­aro. MR 520008 Zbl 0391.​60046 incollection

[38] M. Yor and P.-A. Mey­er: “Sur l’ex­ten­sion d’un théorème de Doob à un noy­au \( \sigma \)-fini, d’après G. Mokobodzki” [On the ex­ten­sion of a the­or­em of Doob to a \( \sigma \)-fi­nite ker­nel, after G. Mokobodzki], pp. 482–​488 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 520022 Zbl 0391.​60047 incollection

[39] T. Jeulin and M. Yor: “Nou­veaux résul­tats sur le grossisse­ment des tribus” [New res­ults on the en­large­ment of fam­il­ies], Ann. Sci. Éc. Norm. Supér. (4) 11 : 3 (1978), pp. 429–​443. MR 521639 Zbl 0414.​60054 article

[40] M. Yor: “Quelques résul­tats sur cer­taines mesur­es ex­trémales: Ap­plic­a­tions à la re­présen­t­a­tion des mar­tin­gales” [Some res­ults on cer­tain ex­tremal meas­ures: Ap­plic­a­tions to the rep­res­ent­a­tion of mar­tin­gales], pp. 27–​36 in Meas­ure the­ory ap­plic­a­tions to stochast­ic ana­lys­is (Ober­wolfach, Ger­many, 3–9 Ju­ly 1977). Edi­ted by G. Kal­li­an­pur and D. Kölzow. Lec­ture Notes in Math­em­at­ics 695. Spring­er (Ber­lin), 1978. MR 527071 Zbl 0401.​60046 incollection

[41] M. Yor: “Sur la con­tinu­ité des temps lo­c­aux as­sociés à cer­taines semi-mar­tin­gales” [On the con­tinu­ity of loc­al time as­so­ci­ated with cer­tain semi-mar­tin­gales], pp. 23–​26 in Temps lo­c­aux [Loc­al times] (Par­is, 1976–1977). Edi­ted by J. Azéma and M. Yor. Astérisque 52–​53. Société Mathématique de France (Par­is), 1978. With an Eng­lish sum­mary. incollection

[42] M. Yor: “Sur l’étude des mar­tin­gales con­tin­ues ex­trêmales” [On the study of con­tinu­ous ex­tremal mar­tin­gales], Stochastics 2 : 3 (1979), pp. 191–​196. MR 528910 Zbl 0409.​60043 article

[43] M. Yor: “Quelques intérac­tions entre mesur­es vec­tor­i­elles et intégrales stochastiques” [Some in­ter­ac­tions between vec­tori­al meas­ures and stochast­ic in­teg­rals], pp. 264–​281 in Sémin­aire de théorie du po­ten­tiel, no. 4 [Po­ten­tial the­ory sem­in­ar, no. 4] (Par­is, 1977 — 1978). Edi­ted by F. Hirsch and G. Mokobodzki. Lec­ture Notes in Math­em­at­ics 713. Spring­er (Ber­lin), 1979. MR 543655 Zbl 0444.​60038 incollection

[44] J. Azéma and M. Yor: “Une solu­tion simple au problème de Skorok­hod” [A simple solu­tion to a prob­lem of Skorok­hod], pp. 90–​115 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544782 Zbl 0414.​60055 incollection

[45] T. Jeulin and M. Yor: “Inégalité de Hardy, se­mi­martin­gales, et faux-amis” [Hardy’s in­equal­ity, se­mi­martin­gales and false friends], pp. 332–​359 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544805 Zbl 0419.​60049 incollection

[46] T. Jeulin and M. Yor: “Sur l’ex­pres­sion de la du­alité entre \( H^1 \) et \( BMO \)” [On the ex­pres­sion of the du­al­ity between \( H^1 \) and \( BMO \)], pp. 360–​370 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544806 Zbl 0426.​60046 incollection

[47] M. Yor: “Quelques épi­logues” [Some con­clu­sions], pp. 400–​406 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544810 Zbl 0427.​60040 incollection

[48] M. Yor: “In search of a nat­ur­al defin­i­tion of op­tion­al stochast­ic in­teg­rals,” pp. 407–​426 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544811 Zbl 0439.​60041 incollection

[49] M. Yor: “Les fil­tra­tions de cer­taines mar­tin­gales du mouvement browni­en dans \( \mathbb{R}^n \)” [The fil­tra­tions of cer­tain mar­tin­gales of Browni­an mo­tion on \( \mathbb{R}^n \)], pp. 427–​440 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544812 Zbl 0418.​60057 incollection

[50] M. Yor: “Sur le balay­age des semi-mar­tin­gales con­tin­ues” [On the balay­age of con­tinu­ous semi-mar­tin­gales], pp. 453–​471 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544815 Zbl 0409.​60042 incollection

[51] P.-A. Mey­er, C. Strick­er, and M. Yor: “Sur une for­mule de la théorie du balay­age” [On a for­mula from balay­age the­ory], pp. 478–​487 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544817 Zbl 0415.​60031 incollection

[52] M. Yor: “Sur le su­prem­um du mouvement browni­en: Les théorèmes de P. Lévy et J. Pit­man” [On the su­prem­um of Browni­an mo­tion: The the­or­ems of P. Lévy and J. Pit­man], pp. 528–​532 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. This is an ap­pendix of T. Jeun­lin’s art­icle “Un théorème de J.W. Pit­man”. MR 544821 Zbl 0422.​60028 incollection

[53] M. Yor: “Un ex­emple de J. Pit­man” [An ex­ample of J. Pit­man], pp. 624 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544831 Zbl 0422.​60029 incollection

[54] J. Azéma and M. Yor: “Le problème de Skorok­hod: Com­pléments à l’ex­posé précédent” [The prob­lem of Skorok­hod: Sup­ple­ment to the pre­vi­ous talk], pp. 625–​633 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. This is a sup­ple­ment to the pre­ced­ing art­icle in Sémin­aire de prob­ab­ilités XIII 721 (1979). MR 544832 Zbl 0414.​60056 incollection

[55] M. Yor: “Les inégalités de sous-mar­tin­gales, comme conséquences de la re­la­tion de dom­in­a­tion” [In­equal­it­ies of sub-mar­tin­gales, as con­sequences of the dom­in­a­tion re­la­tion], Stochastics 3 : 1 (1979), pp. 1–​15. MR 546696 Zbl 0437.​60038 article

[56] M. Yor: “Fonc­tions et pro­ces­sus de Bessel” [Bessel func­tions and pro­cesses], C. R. Acad. Sci., Par­is, Sér. A 289 : 16 (1979), pp. 817–​819. MR 558806 Zbl 0419.​60031 article

[57] M. Yor: “Loi de l’in­dice du lacet browni­en, et dis­tri­bu­tion de Hart­man–Wat­son” [Law of in­dices of Browni­an laces, and the Hart­man–Wat­son dis­tri­bu­tion], Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 53 : 1 (January 1980), pp. 71–​95. MR 576898 Zbl 0436.​60057 article

[58] Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580103 Zbl 0416.​00014 book

[59] J. Azéma, R. F. Gundy, and M. Yor: “Sur l’intégrabilité uni­forme des mar­tin­gales con­tin­ues” [On the uni­form in­teg­rabil­ity of con­tinu­ous mar­tin­gales], pp. 53–​61 in Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580108 Zbl 0442.​60046 incollection

[60] M. T. Bar­low and M. Yor: “Sur la con­struc­tion d’une mar­tin­gale con­tin­ue, de valeur ab­solue donnée” [On the con­struc­tion of a con­tinu­ous mar­tin­gale of giv­en ab­so­lute value], pp. 62–​75 in Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580109 Zbl 0426.​60047 incollection

[61] M. Yor: “Ap­plic­a­tion d’un lemme de T. Jeulin au grossisse­ment de la fil­tra­tion browni­enne” [Ap­plic­a­tion of a lemma of T. Jeulin to the en­large­ment of the Browni­an fil­tra­tion], pp. 189–​199 in Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar], vol. 784. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580123 Zbl 0427.​60041 incollection

[62] J. Auer­han, D. Lépingle, and M. Yor: “Con­struc­tion d’une mar­tin­gale réelle con­tin­ue, de fil­tra­tion naturelle donnée” [Con­struc­tion of a real con­tinu­ous mar­tin­gale, of giv­en nat­ur­al fil­tra­tion], pp. 200–​204 in Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580124 Zbl 0432.​60056 incollection

[63] M. Yor: “Re­marques sur une for­mule de Paul Lévy” [Re­marks on a for­mula of Paul Lévy], pp. 343–​346 in Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580140 Zbl 0429.​60045 incollection

[64] C. Cocozza and M. Yor: “Démon­stra­tion d’un théorème de F. Knight à l’aide de mar­tin­gales ex­po­nen­ti­elles” [Demon­stra­tion of a the­or­em of F. Knight us­ing ex­po­nen­tial mar­tin­gales], pp. 496–​499 in Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580150 Zbl 0432.​60057 incollection

[65]D. W. Stroock and M. Yor: “On ex­tremal solu­tions of mar­tin­gale prob­lems,” Ann. Sci. École Norm. Sup. (4) 13 : 1 (1980), pp. 95–​164. MR 584083 Zbl 0447.​60034

[66] J. W. Pit­man and M. Yor: “Pro­ces­sus de Bessel, et mouvement browni­en, avec ‘drift’” [Bessel pro­cesses, and Browni­an mo­tion, with ‘drift’], C. R. Acad. Sci., Par­is, Sér. A 291 : 2 (1980), pp. 151–​153. MR 605004 Zbl 0438.​60063 article

[67] M. T. Bar­low and M. Yor: “(Semi-) mar­tin­gale in­equal­it­ies and loc­al times,” Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 55 : 3 (1981), pp. 237–​254. MR 608019 Zbl 0451.​60050 article

[68]N. Bouleau and M. Yor: “Sur la vari­ation quad­ratique des temps lo­c­aux de cer­taines semi­martin­gales” [On the quad­rat­ic vari­ation of loc­al times of some se­mi­martin­gales], C. R. Acad. Sci., Par­is, Sér. I 292 : 9 (1981), pp. 491–​494. MR 612544 Zbl 0476.​60046 article

[69] J. Pit­man and M. Yor: “Bessel pro­cesses and in­fin­itely di­vis­ible laws,” pp. 285–​370 in Stochast­ic in­teg­rals (Durham, UK, 7–17 Ju­ly 1980). Edi­ted by D. Wil­li­ams. Lec­ture Notes in Math­em­at­ics 851. Spring­er (Ber­lin), 1981. MR 620995 Zbl 0469.​60076 incollection

[70] Sémin­aire de prob­ab­ilités XV [Fif­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 850. Spring­er (Ber­lin), 1981. With a gen­er­al in­dex to the pa­pers from the Sem­inars 1966/67–1978/79. MR 622550 Zbl 0447.​00009 book

[71] T. Jeulin and M. Yor: “Sur les dis­tri­bu­tions de cer­taines fonc­tion­nelles du mouvement browni­en” [On the dis­tri­bu­tion of cer­tain func­tion­als of Browni­an mo­tion], pp. 210–​226 in Sémin­aire de prob­ab­ilités XV [Fif­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 850. Spring­er (Ber­lin), 1981. MR 622565 Zbl 0462.​60077 incollection

[72] M. Yor: “Sur cer­tains com­mutateurs d’une fil­tra­tion” [On cer­tain com­mut­at­ors of a fil­tra­tion], pp. 526–​528 in Sémin­aire de Prob­ab­ilités XV [Fif­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 850. Spring­er (Ber­lin), 1981. MR 622585 Zbl 0456.​60057 incollection

[73]D. W. Stroock and M. Yor: “Some re­mark­able mar­tin­gales,” pp. 590–​603 in Sem­in­ar on Prob­ab­il­ity (Univ. Stras­bourg, 1979/1980), vol. XV. Lec­ture Notes in Math. 850. Spring­er (Ber­lin), 1981. MR 622590 Zbl 0456.​60048

[74] D. Lépingle, P.-A. Mey­er, and M. Yor: “Ex­trémalité et re­m­plis­sage de tribus pour cer­taines mar­tin­gales pure­ment dis­con­tin­ues” [Ex­tremal­ity and the filling of fam­il­ies for cer­tain purely dis­con­tinu­ous mar­tin­gales], pp. 604–​617 in Sémin­aire de prob­ab­ilités XV [Fif­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 850. Spring­er (Ber­lin), 1981. MR 622591 Zbl 0461.​60064 incollection

[75] P. J. Bick­el, N. El Ka­roui, and M. Yor: Ecole d’eté de prob­ab­ilités de Saint-Flour IX–1979 [Ninth Saint-Flour prob­ab­il­ity sum­mer school–1979] (Saint-Flour, France, 1979). Edi­ted by P. L. Hen­nequin. Lec­ture Notes in Math­em­at­ics 876. Spring­er (Ber­lin), 1981. Yor’s con­tri­bu­tion to this book was re­prin­ted in Stochast­ic fil­ter­ing at Saint-Flour (2012). MR 637469 Zbl 0455.​00015 book

[76] M. Yor: “Sur la théorie du fil­trage” [On the the­ory of fil­tra­tion], pp. 239–​280 in P. J. Bick­el, N. El Ka­roui, and M. Yor: Ecole d’eté de prob­ab­ilités de Saint-Flour IX–1979 [Ninth Saint-Flour prob­ab­il­ity sum­mer school–1979] (Saint-Flour, France, 1979). Edi­ted by P. L. Hen­nequin. Lec­ture Notes in Math­em­at­ics 876. Spring­er (Ber­lin), 1981. Re­prin­ted in Stochast­ic fil­ter­ing at Saint-Flour (2012). MR 637472 Zbl 0474.​60032 incollection

[77] J. Pit­man and M. Yor: “A de­com­pos­i­tion of Bessel bridges,” Z. Wahr­sch. Verw. Ge­bi­ete 59 : 4 (December 1982), pp. 425–​457. Eng­lish trans­la­tion of French ori­gin­al from Func­tion­al ana­lys­is in Markov pro­cesses (1982). MR 656509 Zbl 0484.​60062 article

[78] Sémin­aire de prob­ab­ilités XVI [Six­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 920. Spring­er (Ber­lin), 1982. MR 658668 Zbl 0471.​00023 book

[79] N. Falkner, C. Strick­er, and M. Yor: “Temps d’arrêt riches et ap­plic­a­tions” [Rich stop­ping times and ap­plic­a­tions], pp. 213–​218 in Sémin­aire de prob­ab­ilités XVI [Six­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 920. Spring­er (Ber­lin), 1982. MR 658683 Zbl 0485.​60034 incollection

[80] M. Yor: “Ap­plic­a­tion de la réla­tion de dom­in­a­tion à cer­tains ren­force­ments des inégalités de mar­tin­gales” [Ap­plic­a­tions of the dom­in­a­tion re­la­tion for cer­tain strength­en­ings of mar­tin­gale in­equal­it­ies], pp. 221–​233 in Sémin­aire de prob­ab­ilités XVI [Six­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 920. Spring­er (Ber­lin), 1982. MR 658685 Zbl 0479.​60050 incollection

[81] M. Yor: “Sur la trans­formée de Hil­bert des temps lo­c­aux browni­ens, et une ex­ten­sion de la for­mule d’Itô” [On the Hil­bert trans­form­a­tion of Browni­an loc­al times, and an ex­ten­sion of Itô’s for­mula], pp. 238–​247 in Sémin­aire de prob­ab­ilités XVI [Six­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 920. Spring­er (Ber­lin), 1982. MR 658687 Zbl 0495.​60080 incollection

[82] Sémin­aire de prob­ab­ilités XVI: Sup­plément: Géométrie différen­ti­elle stochastique [Six­teenth prob­ab­il­ity sem­in­ar: Sup­ple­ment: Stochast­ic dif­fer­en­tial geo­metry]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 921. Spring­er (Ber­lin), 1982. MR 658721 Zbl 0471.​00024 book

[83] J. Pit­man and M. Yor: “Sur une décom­pos­i­tion des ponts de Bessel” [On a de­com­pos­i­tion of Bessel bridges], pp. 276–​285 in Func­tion­al ana­lys­is in Markov pro­cesses (Kata­ta and Kyoto, Ja­pan, 21–29 Au­gust 1981). Edi­ted by M. Fukushi­ma. Lec­ture Notes in Math­em­at­ics 923. Spring­er (Ber­lin), 1982. An Eng­lish trans­la­tion was pub­lished in Z. Wahr­sch. Verw. Ge­bi­ete 59:4 (1982). MR 661630 Zbl 0499.​60082 incollection

[84] M. T. Bar­low and M. Yor: “Ap­plic­a­tion du lemme de Gar­sia–Ro­demich–Rum­sey à cer­taines inégalités de (semi) mar­tin­gales con­tin­ues” [Ap­plic­a­tion of the lemma of Gar­sia–Ro­demich–Rum­sey to cer­tain in­equal­it­ies for con­tinu­ous (semi) mar­tin­gales], C. R. Acad. Sci., Par­is, Sér. I 294 : 19 (1982), pp. 665–​668. MR 664645 Zbl 0488.​60060 article

[85] P. Mes­su­lam and M. Yor: “D. Wil­li­ams’ ‘pinch­ing meth­od’ and some ap­plic­a­tions,” J. Lond. Math. Soc., II. Ser. 26 : 2 (1982), pp. 348–​364. MR 675178 Zbl 0518.​60088 article

[86] M. T. Bar­low and M. Yor: “Se­mi­martin­gale in­equal­it­ies via the Gar­sia–Ro­demich–Rum­sey lemma, and ap­plic­a­tions to loc­al times,” J. Funct. Anal. 49 : 2 (November 1982), pp. 198–​229. MR 680660 Zbl 0505.​60054 article

[87] M. Yor: “In­tro­duc­tion au cal­cul stochastique” [In­tro­duc­tion to stochast­ic cal­cu­lus], pp. 275–​292 in Sémin­aire Bourbaki: 1981/82, ex­posés 579–596. Astérisque 92–​93. Société Mathématique de France (Par­is), 1982. Ex­posé no. 590. MR 689534 Zbl 0497.​60055 incollection

[88] M. Yor: “Sur un pro­ces­sus as­socié aux temps lo­c­aux browni­ens” [On a pro­cess as­so­ci­ated with Browni­an loc­al times], Ann. Sci. Univ. Cler­mont-Fer­rand II, Math. 71 : 20 (1982), pp. 140–​148. MR 707543 Zbl 0523.​60069 article

[89] J.-M. Bis­mut and M. Yor: “An in­equal­ity for pro­cesses which sat­is­fy Kolmogorov’s con­tinu­ity cri­terion: Ap­plic­a­tion to con­tinu­ous mar­tin­gales,” J. Funct. Anal. 51 : 2 (1983), pp. 166–​173. MR 701054 Zbl 0524.​60020 article

[90] M. Yor: “Une inégalité op­ti­male pour le mouvement browni­en arrêté à un temps quel­conque” [An op­tim­al in­equal­ity for Browni­an mo­tion stopped at a giv­en time], C. R. Acad. Sci., Par­is, Sér. I 296 : 9 (1983), pp. 407–​409. MR 703908 Zbl 0532.​60071 article

[91] Sémin­aire de prob­ab­ilités XVII [Sev­en­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 986. Spring­er (Ber­lin), 1983. MR 770391 Zbl 0498.​00003 book

[92] J.-F. Le Gall and M. Yor: “Sur l’équa­tion stochastique de Tsirelson” [On Tsirelson’s stochast­ic equa­tion], pp. 81–​88 in Sémin­aire de prob­ab­ilités XVII [Sev­en­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 986. Spring­er (Ber­lin), 1983. MR 770399 Zbl 0535.​60052 incollection

[93] M. Yor: “Le drap browni­en comme lim­ite en loi de temps lo­c­aux linéaires” [The Browni­an sheet as a lim­it in law of loc­al lin­ear time], pp. 89–​105 in Sémin­aire de prob­ab­ilités XVII [Sev­en­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 986. Spring­er (Ber­lin), 1983. MR 770400 Zbl 0514.​60075 incollection

[94] J. Rosen: “A loc­al time ap­proach to the self-in­ter­sec­tions of Browni­an paths in space,” Comm. Math. Phys. 88 : 3 (1983), pp. 327–​338. MR 701921 Zbl 0534.​60070 article

[95] J. W. Pit­man and M. Yor: “The asymp­tot­ic joint dis­tri­bu­tion of wind­ings of planar Browni­an mo­tion,” Bull. Am. Math. Soc., New Ser. 10 : 1 (January 1984), pp. 109–​111. MR 722863 Zbl 0535.​60073 article

[96] M. T. Bar­low, S. D. Jacka, and M. Yor: “Inégalités pour un couple de pro­ces­sus arrêtés à un temps quel­conque” [In­equal­it­ies for a pair of pro­cesses stopped at a ran­dom time], C. R. Acad. Sci., Par­is, Sér. I 299 : 8 (1984), pp. 351–​354. MR 761264 Zbl 0574.​60022 article

[97] Sémin­aire de prob­ab­ilités XVIII [Eight­eenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 1059. Spring­er (Ber­lin), 1984. MR 770944 Zbl 0527.​00020 book

[98] M. Yor: “Square-root bound­ar­ies for Bessel pro­cesses, and pole-seek­ing Browni­an mo­tion,” pp. 100–​107 in Stochast­ic ana­lys­is and ap­plic­a­tion (Swansea, UK, 11–15 April 1983). Edi­ted by A. Tru­man and D. Wil­li­ams. Lec­ture Notes in Math­em­at­ics 1095. Spring­er (Ber­lin), 1984. MR 777516 Zbl 0598.​60086 incollection

[99] M. Yor: “À pro­pos de l’in­verse du mouvement browni­en dans \( \mathbb{R}^n\;(n\geq 3) \)” [The in­verse of Browni­an mo­tion on \( \mathbb{R}^n\;(n\geq 3) \)], Ann. Inst. Henri Poin­caré, Probab. Stat. 21 : 1 (1985), pp. 27–​38. MR 791267 Zbl 0556.​60032 article

[100] P. Bi­ane and M. Yor: “Valeurs prin­cip­ales as­sociées aux temps lo­c­aux browni­ens et pro­ces­sus stables symétriques” [Prin­cip­al val­ues as­so­ci­ated with Browni­an loc­al times and stable sym­met­ric pro­cesses], C. R. Acad. Sci., Par­is, Sér. I 300 : 20 (1985), pp. 695–​698. MR 799465 Zbl 0583.​60080 article

[101] M. Yor: “Une décom­pos­i­tion asymp­totique du nombre de tours du mouvement browni­en com­plexe” [An asymp­tot­ic de­com­pos­i­tion of the wind­ing num­ber of com­plex Browni­an mo­tion], pp. 103–​126 in Col­loque en l’hon­neur de Laurent Schwartz [Col­loqui­um in hon­or of Laurent Schwartz] (Par­is, 30 May–3 June 1983), vol. 2. Astérisque 132. Société Math­em­atique de France (Par­is), 1985. MR 816763 Zbl 0583.​60077 incollection

[102] Grossisse­ments de fil­tra­tions: Ex­emples et ap­plic­a­tions [En­large­ments of fil­tra­tions: Ex­amples and ap­plic­a­tions] (Par­is, 1982–1983). Edi­ted by T. Jeulin and M. Yor. Lec­ture Notes in Math­em­at­ics 1118. Spring­er (Ber­lin), 1985. Pro­ceed­ings of a sem­in­ar on stochast­ic cal­cu­lus. MR 884713 Zbl 0547.​00034 book

[103] Sémin­aire de prob­ab­ilités XIX [Nine­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 1123. Spring­er (Ber­lin), 1985. MR 889463 Zbl 0549.​00021 book

[104] M. Yor: “Com­pléments aux for­mules de Tana­ka–Rosen” [Com­ple­ments to the Tana­ka–Rosen for­mu­las], pp. 332–​349 in Sémin­aire de prob­ab­ilités XIX [Nine­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 1123. Spring­er (Ber­lin), 1985. MR 889493 Zbl 0563.​60073 incollection

[105] M. Yor: “Renor­m­al­isa­tion et con­ver­gence en loi pour les temps lo­c­aux d’in­ter­sec­tion du mouvement browni­en dans \( \mathbb{R}^3 \)” [Renor­mal­iz­a­tion and con­ver­gence in law for loc­al times of in­ter­sec­tion of Browni­an mo­tion on \( \mathbb{R}^3 \)], pp. 350–​365 in Sémin­aire de prob­ab­ilités XIX [Nine­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 1123. Spring­er (Ber­lin), 1985. MR 889494 Zbl 0569.​60075 incollection

[106] M. Yor: “In­eg­alités de mar­tin­gales con­tin­ues ar­retées à un temps quel­conque” [In­equal­it­ies of con­tinu­ous mar­tin­gales stop­ping at a ran­dom time], pp. 110–​146 in Grossisse­ments de fil­tra­tions: Ex­emples et ap­plic­a­tions [En­large­ments of fil­tra­tions: Ex­amples and ap­plic­a­tions] (Par­is, 1982–1983). Edi­ted by T. Jeulin and M. Yor. Lec­ture Notes in Math­em­at­ics 1118. Spring­er (Ber­lin), 1985. A fol­low-up pa­per was also pub­lished in Grossisse­ments de fil­tra­tions (1985). Zbl 0563.​60045 incollection

[107] M. Yor: “En­tropie d’une par­ti­tion, et grossisse­ment ini­tial d’une fil­tra­tion” [En­tropy of a par­ti­tion, and ini­tial en­large­ment of a fil­tra­tion], pp. 45–​58 in Grossisse­ments de fil­tra­tions: Ex­emples et ap­plic­a­tions [En­large­ments of fil­tra­tions: Ex­amples and ap­plic­a­tions] (Par­is, 1982–1983). Edi­ted by T. Jeulin and M. Yor. Lec­ture Notes in Math­em­at­ics 1118. Spring­er (Ber­lin), 1985. Zbl 0568.​60050 incollection

[108] M. Yor: “In­eg­alités de mar­tin­gales con­tin­ues ar­retées à un temps quel­conque: Le rôle de cer­tains es­paces BMO” [In­equal­it­ies of con­tinu­ous mar­tin­gales stop­ping at a ran­dom time: The role of cer­tain BMO spaces], pp. 147–​171 in Grossisse­ments de fil­tra­tions: Ex­emples et ap­plic­a­tions [En­large­ments of fil­tra­tions: Ex­amples and ap­plic­a­tions]. Edi­ted by T. Jeulin and M. Yor. Lec­ture Notes in Math­em­at­ics 1118. Spring­er, 1985. Fol­low-up to a pa­per also pub­lished in Grossisse­ments de fil­tra­tions (1985). Zbl 0568.​60051 incollection

[109] M. Yor: “Grossisse­ment de fil­tra­tions et ab­solue con­tinu­ite de noy­aux” [En­large­ment of fil­tra­tions and ab­so­lute con­tinu­ity of ker­nels], pp. 6–​14 in Grossisse­ments de fil­tra­tions: Ex­emples et ap­plic­a­tions [En­large­ments of fil­tra­tions: Ex­amples and ap­plic­a­tions] (Par­is, 1982–1983). Edi­ted by T. Jeulin and M. Yor. Lec­ture Notes in Math­em­at­ics 1118. Spring­er (Ber­lin), 1985. Zbl 0576.​60038 incollection

[110] M. T. Bar­low, S. D. Jacka, and M. Yor: “In­equal­it­ies for a pair of pro­cesses stopped at a ran­dom time,” Proc. Lond. Math. Soc. (3) 52 : 1 (1986), pp. 142–​172. MR 812449 Zbl 0585.​60055 article

[111] J.-F. Le Gall and M. Yor: “Étude asymp­totique de cer­tains mouve­ments browni­ens com­plexes avec drift” [Asymp­tot­ic study of cer­tain com­plex Browni­an mo­tions with drift], Probab. The­ory Re­lat. Fields 71 : 2 (January 1986), pp. 183–​229. MR 816704 Zbl 0579.​60077 article

[112] J. Pit­man and M. Yor: “Asymp­tot­ic laws of planar Browni­an mo­tion,” Ann. Probab. 14 : 3 (1986), pp. 733–​779. A fol­low-up to this was pub­lished in Ann. Probab. 17:3 (1989). MR 841582 Zbl 0607.​60070 article

[113] J. Pit­man and M. Yor: “Level cross­ings of a Cauchy pro­cess,” Ann. Probab. 14 : 3 (1986), pp. 780–​792. MR 841583 Zbl 0602.​60059 article

[114] J.-F. Le Gall and M. Yor: “Ex­cur­sions browni­ennes et carrés de pro­ces­sus de Bessel” [Browni­an ex­cur­sions and squares of Bessel pro­cesses], C. R. Acad. Sci., Par­is, Sér. I 303 : 3 (1986), pp. 73–​76. MR 851079 Zbl 0589.​60070 article

[115] J. W. Pit­man and M. Yor: “Some di­ver­gent in­teg­rals of Browni­an mo­tion,” pp. 109–​116 in Ana­lyt­ic and geo­met­ric stochastics: Pa­pers in hon­our of G. E. H. Re­u­ter, published as Adv. Ap­pl. Probab. 18. Issue edi­ted by D. G. Kend­all, J. F. C. Wil­li­ams, and D. Wil­li­ams. Ap­plied Prob­ab­il­ity Trust (Shef­field, UK), December 1986. Sup­ple­ment­ary is­sue. MR 868512 Zbl 0618.​60074 incollection

[116] Sémin­aire de prob­ab­ilités XX [Twen­ti­eth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 1204. Spring­er (Ber­lin), 1986. MR 942008 Zbl 0593.​00014 book

[117] M. Yor: “Sur la re­présen­t­a­tion comme intégrales stochastiques des temps d’oc­cu­pa­tion du mouvement Browni­en dans \( \mathbb{R}^d \)” [On the stochast­ic in­teg­ral rep­res­ent­a­tion of oc­cu­pa­tion times of Browni­an mo­tion in \( \mathbb{R}^d \)], pp. 543–​552 in Sémin­aire de prob­ab­ilités XX [Twen­ti­eth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 1204. Spring­er (Ber­lin), 1986. MR 942043 Zbl 0611.​60067 incollection

[118] M. Yor: “Précisions sur l’ex­ist­ence et la con­tinu­ité des temps lo­c­aux d’in­ter­sec­tion du mouvement browni­en dans \( \mathbb{R}^2 \)” [De­tails on the ex­ist­ence and con­tinu­ity of in­ter­sec­tion loc­al times of Browni­an mo­tion in \( \mathbb{R}^2 \)], pp. 532–​542 in Sémin­aire de prob­ab­ilités XX [Twen­ti­eth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 1204. Spring­er (Ber­lin), 1986. MR 942042 Zbl 0611.​60066 incollection

[119] K. Burdzy, J. W. Pit­man, and M. Yor: Some asymp­tot­ic laws for cross­ings and ex­cur­sions. Tech­nic­al re­port 112, De­part­ment of Stat­ist­ics, UC-Berke­ley, September 1987. Also pub­lished in Col­loque Paul Lévy sur les pro­ces­sus stochastiques (1988). techreport

[120] J.-F. Le Gall and M. Yor: “Étude asymp­totique des en­lace­ments du mouvement browni­en au­tour des droites de l’es­pace” [Asymp­tot­ic study of wind­ings of Browni­an mo­tion around straight lines], Probab. The­ory Re­lat. Fields 74 : 4 (April 1987), pp. 617–​635. MR 876259 Zbl 0594.​60083 article

[121] P. Bi­ane and M. Yor: “Valeurs prin­cip­ales as­sociées aux temps lo­c­aux browni­ens” [Prin­cip­al val­ues as­so­ci­ated to Browni­an loc­al times], Bull. Sci. Math., II. Sér. 111 : 1 (1987), pp. 23–​101. MR 886959 Zbl 0619.​60072 article

[122] P. Bi­ane and M. Yor: “Vari­ations sur une for­mule de Paul Lévy” [Vari­ations on a for­mula of Paul Lévy], Ann. Inst. Henri Poin­caré, Probab. Stat. 23 : S2 (1987), pp. 359–​377. MR 898500 Zbl 0623.​60099 article

[123] M. Yor: “Some re­cent stud­ies of Browni­an paths in­ter­sec­tions,” pp. 439–​446 in VIIIth in­ter­na­tion­al con­gress on math­em­at­ic­al phys­ics (Mar­seille, 16–25 Ju­ly 1986). Edi­ted by M. Meb­khout and R. Sénéor. World Sci­entif­ic (Singa­pore), 1987. MR 915590 incollection

[124] J. Pit­man and M. Yor: “Com­pléments à l’étude asymp­totique des nombres de tours du mouvement browni­en com­plexe au­tour d’un nombre fini de points” [Com­ple­ments to the study of the wind­ing num­bers of com­plex Browni­an mo­tion around a fi­nite set of points], C. R. Acad. Sci., Par­is, Sér. I 305 : 17 (1987), pp. 757–​760. MR 921145 Zbl 0624.​60088 article

[125] Sémin­aire de prob­ab­ilités XXI [Twenty-first prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1247. Spring­er (Ber­lin), 1987. MR 941971 Zbl 0606.​00022 book

[126] S. Song and M. Yor: “Inégalités pour les pro­ces­sus self-sim­il­aires arrêtés à un temps quel­conque” [In­equal­it­ies for self-sim­il­ar pro­cesses stop­ping at an ar­bit­rary time], pp. 230–​245 in Sémin­aire de prob­ab­ilités XXI [Twenty-first prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1247. Spring­er (Ber­lin), 1987. MR 941987 Zbl 0624.​60065 incollection

[127] J. Azéma and M. Yor: “In­ter­préta­tion d’un cal­cul de H. Tana­ka en théorie générale des pro­ces­sus” [In­ter­pret­a­tion of a cal­cu­lus of H. Tana­ka in the gen­er­al the­ory of pro­cesses], pp. 262–​269 in Sémin­aire de prob­ab­ilités XXI [Twenty-first prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1247. Spring­er (Ber­lin), 1987. MR 941989 Zbl 0621.​60085 incollection

[128] P. Bi­ane, J.-F. Le Gall, and M. Yor: “Un pro­ces­sus qui ressemble au pont browni­en” [A pro­cess that re­sembles the Browni­an bridge], pp. 270–​275 in Sémin­aire de prob­ab­ilités XXI [Twenty-first prob­ab­il­ity sem­in­ar]. Edi­ted by J. Az’e\ma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1247. Spring­er (Ber­lin), 1987. MR 941990 Zbl 0621.​60086 incollection

[129] J. Y. Cal­ais and M. Yor: “Renor­m­al­isa­tion et con­ver­gence en loi pour cer­taines intégrales mul­tiples as­sociées au mouvement browni­en dans \( \mathbb{R}^d \)” [Renor­m­al­isa­tion and con­ver­gence in law for cer­tain mul­tiple in­teg­rals as­so­ci­ated with Browni­an mo­tion in \( \mathbb{R}^d \)], pp. 375–​403 in Sémin­aire de prob­ab­ilités XXI [Twenty-first prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1247. Spring­er (Ber­lin), 1987. MR 941995 Zbl 0624.​60067 incollection

[130] P. Bi­ane and M. Yor: “Quelques précisions sur le méan­dre browni­en” [Some de­tails on the Browni­an me­ander], Bull. Sci. Math., II. Sér. 112 : 1 (1988), pp. 101–​109. MR 942801 Zbl 0665.​60081 article

[131] Sémin­aire de prob­ab­ilités XXII [Twenty-second prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1321. Spring­er (Ber­lin), 1988. MR 960506 Zbl 0635.​00013 book

[132] M. Yor: “Re­marques sur cer­taines con­struc­tions des mouve­ments browni­ens frac­tion­naires” [Re­marks on cer­tain con­struc­tions of frac­tion­al Browni­an mo­tions], pp. 217–​224 in Sémin­aire de prob­ab­ilités XXII [Twenty-second prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1321. Spring­er (Ber­lin), 1988. MR 960530 Zbl 0656.​60087 incollection

[133] S. Weinryb and M. Yor: “Le mouvement browni­en de Lévy in­dexé par \( \mathbb{R}^3 \) comme lim­ite cent­rale de temps lo­c­aux d’in­ter­sec­tion” [Lévy Browni­an mo­tion for \( \mathbb{R}^3 \) as cent­ral lim­it of in­ter­sec­tion loc­al times], pp. 225–​248 in Sémin­aire de prob­ab­ilités XXII [Twenty-second prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1321. Spring­er (Ber­lin), 1988. MR 960531 Zbl 0653.​60074 incollection

[134] P. Bi­ane and M. Yor: “Sur la loi des temps lo­c­aux browni­ens pris en un temps ex­po­nen­tiel” [On the law of Browni­an loc­al times at an ex­po­nen­tial time], pp. 454–​466 in Sémin­aire de prob­ab­ilités XXII [Twenty-second prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1321. Spring­er (Ber­lin), 1988. MR 960541 Zbl 0652.​60081 incollection

[135] K. Burdzy, J. W. Pit­man, and M. Yor: “Some asymp­tot­ic laws for cross­ings and ex­cur­sions,” pp. 59–​74 in Col­loque Paul Lévy sur les pro­ces­sus stochastiques [Paul Lévy col­loqui­um on stochast­ic pro­cesses] (Pal­aiseau, France, 22–26 June 1987). Edi­ted by M. Mét­ivi­er. Astérisque 157–​158. Société Mathématique de France (Par­is), 1988. Also pub­lished as a 1988 UC-Berke­ley tech­nic­al re­port. MR 976213 Zbl 0666.​60070 incollection

[136] M. Yor: “Une ex­ten­sion markovi­enne de l’algèbre des lois béta-gamma” [A Markovi­an ex­ten­sion of the al­gebra of the beta-gamma law], C. R. Acad. Sci., Par­is, Sér. I Math. 308 : 8 (1989), pp. 257–​260. MR 1006074 Zbl 0664.​60073 article

[137] M. Yor: “On stochast­ic areas and av­er­ages of planar Browni­an mo­tion,” J. Phys. A 22 : 15 (1989), pp. 3049–​3057. MR 1007232 Zbl 0717.​60095 article

[138] J. Pit­man and M. Yor: “Fur­ther asymp­tot­ic laws of planar Browni­an mo­tion,” Ann. Probab. 17 : 3 (1989), pp. 965–​1011. This was a fol­low-up to an art­icle pub­lished in Ann. Probab. 14:3 (1986). MR 1009441 Zbl 0686.​60085 article

[139] Sémin­aire de prob­ab­ilités XXIII [Twenty-third prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1372. Spring­er (Ber­lin), 1989. MR 1022893 Zbl 0722.​00030 book

[140] J. Azéma and M. Yor: “Étude d’une mar­tin­gale re­marquable” [Study of a re­mark­able mar­tin­gale], pp. 88–​130 in Sémin­aire de prob­ab­ilités XXIII [Twenty-third prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1372. Spring­er (Ber­lin), 1989. MR 1022900 Zbl 0743.​60045 incollection

[141] M. Bar­low, J. Pit­man, and M. Yor: “On Walsh’s Browni­an mo­tions,” pp. 275–​293 in Sémin­aire de prob­ab­ilités XXIII [Twenty-third prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1372. Spring­er (Ber­lin), 1989. MR 1022917 Zbl 0747.​60072 incollection

[142] M. Bar­low, J. Pit­man, and M. Yor: “Une ex­ten­sion mul­ti­di­men­sion­nelle de la loi de l’arc si­nus” [A mul­ti­di­men­sion­al ex­ten­sion of the arc­sine law], pp. 294–​314 in Sémin­aire de prob­ab­ilités XXIII [Twenty-third prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1372. Spring­er (Ber­lin), 1989. MR 1022918 Zbl 0738.​60072 incollection

[143] C. Donati-Mar­tin and M. Yor: “Mouvement browni­en et inégalité de Hardy dans \( L^2 \)” [Browni­an mo­tion and the Hardy in­equal­ity on \( L^2 \)], pp. 315–​323 in Sémin­aire de prob­ab­ilités XXIII [Twenty-third prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1372. Spring­er (Ber­lin), 1989. MR 1022919 Zbl 0739.​60073 incollection

[144] M. Yor: “De nou­veaux résul­tats sur l’équa­tion de Tsirel’son” [Some new res­ults on Tsirel’son’s equa­tion], C. R. Acad. Sci., Par­is, Sér. I 309 : 7 (1989), pp. 511–​514. MR 1055470 Zbl 0697.​60062 article

[145] J.-F. Le Gall and M. Yor: “En­lace­ments du mouvement browni­en au­tour des courbes de l’es­pace” [Wind­ing of Browni­an mo­tion around space curves], Trans. Am. Math. Soc. 317 : 2 (February 1990), pp. 687–​722. MR 946219 Zbl 0696.​60072 article

[146] K. Burdzy, J. Pit­man, and M. Yor: “Browni­an cross­ings between spheres,” J. Math. Anal. Ap­pl. 148 : 1 (May 1990), pp. 101–​120. MR 1052048 Zbl 0713.​60082 article

[147] Sémin­aire de prob­ab­ilités XXIV [Twenty-fourth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1426. Spring­er (Ber­lin), 1990. MR 1071527 Zbl 0695.​00024 book

[148] J. Azéma and M. Yor: “Dériv­a­tion par rap­port au pro­ces­sus de Bessel” [De­riv­a­tion with re­spect to a Bessel pro­cess], pp. 210–​226 in Sémin­aire de prob­ab­ilités XXIV [Twenty-fourth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1426. Spring­er (Ber­lin), 1990. MR 1071542 Zbl 0723.​60094 incollection

[149] T. Jeulin and M. Yor: “Fil­tra­tion des ponts browni­ens et équa­tions différen­ti­elles stochastiques linéaires” [Fil­ter­ing of Browni­an bridges and lin­ear stochast­ic dif­fer­en­tial equa­tions], pp. 227–​265 in Sémin­aire de prob­ab­ilités XXIV [Twenty-fourth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1426. Spring­er (Ber­lin), 1990. MR 1071543 Zbl 0699.​60075 incollection

[150] D. Re­vuz and M. Yor: Con­tinu­ous mar­tin­gales and Browni­an mo­tion. Grundlehren der Math­em­at­ischen Wis­senschaften 293. Spring­er (Ber­lin), 1991. A 2nd edi­tion was pub­lished in 1994. A 3rd edi­tion was pub­lished in 1999. MR 1083357 Zbl 0731.​60002 book

[151] J. Rosen and M. Yor: “Tana­ka for­mu­lae and renor­mal­iz­a­tion for triple in­ter­sec­tions of Browni­an mo­tion in the plane,” Ann. Probab. 19 : 1 (1991), pp. 142–​159. MR 1085330 Zbl 0719.​60084 article

[152] C. Donati-Mar­tin and M. Yor: “Fu­bini’s the­or­em for double Wien­er in­teg­rals and the vari­ance of the Browni­an path,” Ann. Inst. Henri Poin­caré, Probab. Stat. 27 : 2 (1991), pp. 181–​200. MR 1118933 Zbl 0738.​60074 article

[153] M. Yor: “Une ex­plic­a­tion du théorème de Ciesiel­ski–Taylor” [An ex­plan­a­tion of the Ciesiel­ski–Taylor the­or­em], Ann. Inst. Henri Poin­caré, Probab. Stat. 27 : 2 (1991), pp. 201–​213. MR 1118934 Zbl 0743.​60080 article

[154] M. Yor: “Étude asymp­totique des nombres de tours de plusieurs mouve­ments browni­ens com­plexes corrélés” [Asymp­tot­ic study of the wind­ing num­bers of sev­er­al cor­rel­ated com­plex Browni­an mo­tions], pp. 441–​455 in Ran­dom walks, Browni­an mo­tion, and in­ter­act­ing particle sys­tems: Fest­s­chrift in hon­or of Frank Spitzer. Edi­ted by R. Dur­rett and H. Kesten. Pro­gress in Prob­ab­il­ity 28. Birkhäuser (Bo­ston, MA), 1991. MR 1146463 Zbl 0747.​60076 incollection

[155] M. Yor: “The laws of some Browni­an func­tion­als,” pp. 1105–​1112 in Pro­ceed­ings of the In­ter­na­tion­al Con­gress of Math­em­aticians (Kyoto, 21–29 Au­gust 1990), vol. 2. Edi­ted by I. Satake. Spring­er (Tokyo), 1991. MR 1159295 Zbl 0751.​60077 incollection

[156] 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 1187763 Zbl 0733.​00018 book

[157] L. E. Du­bins, M. Émery, and M. Yor: “A con­tinu­ous mar­tin­gale in the plane that may spir­al away to in­fin­ity,” pp. 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

[158] M. Yor: “Tsirel’son’s equa­tion in dis­crete time,” Probab. The­ory Re­lat. Fields 91 : 2 (June 1992), pp. 135–​152. MR 1147613 Zbl 0744.​60033 article

[159] M. Yor: “Sur cer­taines fonc­tion­nelles ex­po­nen­ti­elles du mouvement browni­en réel” [On cer­tain ex­po­nen­tial func­tion­als of real-val­ued Browni­an mo­tion], J. Ap­pl. Probab. 29 : 1 (1992), pp. 202–​208. Trans­lated in­to Eng­lish in Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses (2001). MR 1147781 Zbl 0758.​60085 article

[160] H. Ge­man and M. Yor: “Quelques re­la­tions entre pro­ces­sus de Bessel, op­tions asi­atiques et fonc­tions con­flu­entes hy­pergéométriques” [Some re­la­tions between Bessel pro­cesses, Asi­an op­tions and con­flu­ent hy­per­geo­met­ric func­tions], C. R. Acad. Sci., Par­is, Sér. I 314 : 6 (1992), pp. 471–​474. Trans­lated in­to Eng­lish in Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses (2001). MR 1154389 Zbl 0759.​60084 article

[161] M. Per­man, J. Pit­man, and M. Yor: “Size-biased sampling of Pois­son point pro­cesses and ex­cur­sions,” Probab. The­ory Re­lat. Fields 92 : 1 (March 1992), pp. 21–​39. MR 1156448 Zbl 0741.​60037 article

[162] J. Pit­man and M. Yor: “Arc­sine laws and in­ter­val par­ti­tions de­rived from a stable sub­or­din­at­or,” Proc. Lon­don Math. Soc. (3) 65 : 2 (September 1992), pp. 326–​356. MR 1168191 Zbl 0769.​60014 article

[163] M. Yor: “Sur les lois des fonc­tion­nelles ex­po­nen­ti­elles du mouvement browni­en, considérées en cer­tains in­stants aléatoires” [The laws of ex­po­nen­tial func­tion­als of Browni­an mo­tion, taken at vari­ous ran­dom times], C. R. Acad. Sci., Par­is, Sér. I 314 : 12 (1992), pp. 951–​956. Abridged Eng­lish ver­sion re­prin­ted in Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses (2001). MR 1168332 Zbl 0751.​60076 article

[164] S. M. Kozlov, J. W. Pit­man, and M. Yor: “Browni­an in­ter­pret­a­tions of an el­lipt­ic in­teg­ral,” pp. 83–​95 in Sem­in­ar on stochast­ic pro­cesses, 1991 (Los Angeles, 23–25 March 1991). Edi­ted by E. Çin­lar, K. L. Chung, and M. J. Sharpe. Pro­gress in Prob­ab­il­ity 29. Birkhäuser (Bo­ston, MA), 1992. Pro­ceed­ings ded­ic­ated to the memory of Steven Orey. MR 1172145 Zbl 0765.​60082 incollection

[165] M. Yor: “On some ex­po­nen­tial func­tion­als of Browni­an mo­tion,” Adv. Ap­pl. Probab. 24 : 3 (1992), pp. 509–​531. Re­prin­ted in Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses (2001). MR 1174378 Zbl 0765.​60084 article

[166] C. Donati-Mar­tin and M. Yor: “Ex­ten­sion d’une for­mule de Paul Lévy pour la vari­ation quad­ratique du mouvement browni­en plan” [Ex­ten­sion of a for­mula of Paul Lévy for the quad­rat­ic vari­ation of planar Browni­an mo­tion], Bull. Sci. Math., II Sér. 116 : 3 (1992), pp. 353–​382. MR 1177286 Zbl 0763.​60036 article

[167] M. Yor: Some as­pects of Browni­an mo­tion, part 1: Some spe­cial func­tion­als. Lec­tures in Math­em­at­ics ETH Zürich. Birkhäuser (Basel), 1992. MR 1193919 Zbl 0779.​60070 book

[168] S. M. Kozlov, J. Pit­man, and M. Yor: “Wien­er foot­ball,” Teor. Veroy­at­nost. i Primenen. 37 : 3 (1992), pp. 562–​564. An Eng­lish trans­la­tion was pub­lished in The­ory Probab. Ap­pl. 37:3 (1992). A let­ter con­cern­ing this art­icle ap­peared in Teor. Veroy­at­nost. i Primenen. 38:1 (1993). MR 1214362 article

[169] Sémin­aire de prob­ab­ilités XXVI [Twenty-sixth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1526. Spring­er (Ber­lin), 1992. MR 1231978 Zbl 0754.​00008 book

[170] J. Azéma and M. Yor: “Sur les zéros des mar­tin­gales con­tin­ues” [On the zer­os of con­tinu­ous mar­tin­gales], pp. 248–​306 in Sémin­aire de prob­ab­ilités XXVI [Twenty-sixth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1526. Spring­er (Ber­lin), 1992. MR 1231999 Zbl 0765.​60038 incollection

[171] J. Azéma, P.-A. Mey­er, and M. Yor: “Mar­tin­gales re­l­at­ives” [Re­l­at­ive mar­tin­gales], pp. 307–​321 in Sémin­aire de prob­ab­ilités XXVI [Twenty-sixth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1526. Spring­er (Ber­lin), 1992. MR 1232000 Zbl 0765.​60037 incollection

[172] T. Jeulin and M. Yor: “Une décom­pos­i­tion non-can­o­nique du drap browni­en” [A non-ca­non­ic­al de­com­pos­i­tion of the Browni­an sheet], pp. 322–​347 in Sémin­aire de prob­ab­ilités XXVI [Twenty-sixth sem­in­ar on prob­ab­il­ity]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1526. Spring­er (Ber­lin), 1992. MR 1232001 Zbl 0767.​60082 incollection

[173] S. M. Kozlov, J. B. Pit­man, and M. Yor: “Wien­er foot­ball,” The­ory Probab. Ap­pl. 37 : 3 (1992), pp. 550–​553. Rus­si­an ori­gin­al was pub­lished in Teor. Veroy­at­nost. i Primenen. 37:3 (1992). Zbl 0773.​60079 article

[174] J. W. Pit­man and M. Yor: “Dilata­tions d’es­pace-temps, réar­range­ments des tra­jectoires browni­ennes, et quelques ex­ten­sions d’une iden­tité de Knight” [Space­time dila­tions, re­arrange­ments of Browni­an tra­ject­or­ies, and some ex­ten­sions of an iden­tity of Knight], C. R. Acad. Sci., Par­is, Sér. I 316 : 7 (1993), pp. 723–​726. MR 1214423 Zbl 0789.​60059 article

[175] M. Yor: “On an iden­tity in law ob­tained by A. Földes and P. Révész,” Ann. Inst. Henri Poin­caré, Probab. Stat. 29 : 2 (1993), pp. 321–​324. MR 1227422 Zbl 0776.​60102 article

[176] C. Donati-Mar­tin and M. Yor: “On some ex­amples of quad­rat­ic func­tion­als of Browni­an mo­tion,” Adv. Ap­pl. Probab. 25 : 3 (1993), pp. 570–​584. MR 1234297 Zbl 0781.​60066 article

[177] S. D. Jacka and M. Yor: “In­equal­it­ies for non-mod­er­ate func­tions of a pair of stochast­ic pro­cesses,” Proc. Lon­don Math. Soc. (3) 67 : 3 (November 1993), pp. 649–​672. MR 1238048 Zbl 0789.​60016 article

[178] M. Yor: “From planar Browni­an wind­ings to Asi­an op­tions,” In­sur­ance Math. Eco­nom. 13 : 1 (September 1993), pp. 23–​34. MR 1242683 Zbl 0792.​60074 article

[179] S. Weinryb and M. Yor: “Théorème cent­ral lim­ite pour l’in­ter­sec­tion de deux sau­cisses de Wien­er indépendantes” [Cent­ral lim­it the­or­em for the in­ter­sec­tion of two in­de­pend­ent Wien­er saus­ages], Probab. The­ory Re­lat. Fields 97 : 3 (September 1993), pp. 383–​401. MR 1245251 Zbl 0792.​60019 article

[180] P. Fitz­sim­mons, J. Pit­man, and M. Yor: “Markovi­an bridges: Con­struc­tion, Palm in­ter­pret­a­tion, and spli­cing,” pp. 101–​134 in Sem­in­ar on stochast­ic pro­cesses, 1992 (Seattle, WA, 26–28 March 1992). Edi­ted by E. Çin­lar, K. L. Chung, and M. J. Sharpe. Pro­gress in Prob­ab­il­ity 33. Birkhäuser (Bo­ston, MA), 1993. MR 1278079 Zbl 0844.​60054 incollection

[181] 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. MR 1308545 Zbl 0780.​00013 book

[182] T. Jeulin and M. Yor: “Moy­ennes mo­biles et se­mi­martin­gales” [Mov­ing av­er­ages and se­mi­martin­gales], pp. 53–​77 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. MR 1308553 Zbl 0788.​60059 incollection

[183] L. E. Du­bins, M. Émery, and M. Yor: “On the Lévy trans­form­a­tion of Browni­an mo­tions and con­tinu­ous mar­tin­gales,” pp. 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

[184] J. Azéma, T. Jeulin, F. Knight, and M. Yor: “Le théorème d’arrêt en une fin d’en­semble prévis­ible” [The stop­ping time the­or­em of a pre­dict­able set], pp. 133–​158 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. MR 1308560 Zbl 0798.​60048 incollection

[185] K. D. El­worthy and M. Yor: “Con­di­tion­al ex­pect­a­tions for de­riv­at­ives of cer­tain stochast­ic flows,” pp. 159–​172 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. MR 1308561 Zbl 0795.​60046 incollection

[186] S. M. Kozlov: “Let­ter to the ed­it­ors: ‘Wien­er soc­cer’,” Teor. Veroy­at­nost. i Primenen. 38 : 1 (1993), pp. 204. This con­cerns an art­icle pub­lished in Teor. Veroy­at­nost. i Primenen. 37:3 (1992). MR 1317797 article

[187] H. Ge­man and M. Yor: “Bessel pro­cesses, Asi­an op­tions, and per­petu­it­ies,” Math. Fin­ance 3 : 4 (October 1993), pp. 349–​375. Zbl 0884.​90029 article

[188] M. Yor: “On some ex­po­nen­tial-in­teg­ral func­tion­als of Bessel pro­cesses,” pp. 231–​240, published as Math. Fin­ance 3 : 2 (April 1993). Also pub­lished in Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses (2001). Zbl 0884.​90056 incollection

[189] F. Knight: “Some as­pects of Browni­an mo­tion, part 1 (Marc Yor),” SIAM Rev. 36 : 3 (September 1994), pp. 511–​512. article

[190] C. Donati-Mar­tin, S. Song, and M. Yor: “On sym­met­ric stable ran­dom vari­ables and mat­rix trans­pos­i­tion,” Ann. Inst. Henri Poin­caré, Probab. Stat. 30 : 3 (1994), pp. 397–​413. MR 1288357 Zbl 0856.​60020 article

[191] P. Car­mona, F. Petit, and M. Yor: “Some ex­ten­sions of the arc sine law as par­tial con­sequences of the scal­ing prop­erty of Browni­an mo­tion,” Probab. The­ory Re­lated Fields 100 : 1 (March 1994), pp. 1–​29. MR 1292188 Zbl 0808.​60066 article

[192] D. Re­vuz and M. Yor: Con­tinu­ous mar­tin­gales and Browni­an mo­tion, 2nd edition. Grundlehren der Math­em­at­ischen Wis­senschaften 293. Spring­er (Ber­lin), 1994. Re­pub­lic­a­tion of 1991 ori­gin­al. A 3rd edi­tion was pub­lished in 1999. MR 1303781 Zbl 0804.​60001 book

[193] Sémin­aire de prob­ab­ilités XXVIII [Twenty-eighth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1583. Spring­er (Ber­lin), 1994. MR 1329096 Zbl 0797.​00020 book

[194] C. Donati-Mar­tin, S. Song, and M. Yor: “Sym­met­ric stable pro­cesses, Fu­bini’s the­or­em, and some ex­ten­sions of the Ciesiel­ski–Taylor iden­tit­ies in law,” Stochastics Stochastics Rep. 50 : 1–​2 (1994), pp. 1–​33. MR 1784742 Zbl 0831.​60049 article

[195] P. Car­mona, F. Petit, and M. Yor: “Sur les fonc­tion­nelles ex­po­nen­ti­elles de cer­tains pro­ces­sus de Lévy” [On the ex­po­nen­tial func­tion­als of cer­tain Lévy pro­cesses], Stochastics Stochastics Rep. 47 : 1–​2 (1994), pp. 71–​101. MR 1787143 Zbl 0830.​60072 article

[196] M. Yor: “The dis­tri­bu­tion of Browni­an quantiles,” J. Ap­pl. Probab. 32 : 2 (1995), pp. 405–​416. MR 1334895 Zbl 0829.​60065 article

[197] B. Ra­jeev and M. Yor: “Loc­al times and al­most sure con­ver­gence of semi-mar­tin­gales,” Ann. Inst. Henri Poin­caré, Probab. Stat. 31 : 4 (1995), pp. 653–​667. MR 1355611 Zbl 0834.​60047 article

[198] P. Em­brechts, L. C. G. Ro­gers, and M. Yor: “A proof of Dassi­os’ rep­res­ent­a­tion of the \( \alpha \)-quantile of Browni­an mo­tion with drift,” Ann. Ap­pl. Probab. 5 : 3 (1995), pp. 757–​767. MR 1359828 Zbl 0844.​60044 article

[199] M. Yor: “Ran­dom Browni­an scal­ing and some ab­so­lute con­tinu­ity re­la­tion­ships,” pp. 243–​252 in Sem­in­ar on stochast­ic ana­lys­is, ran­dom fields and ap­plic­a­tions (As­cona, Switzer­land, 7–12 June 1993). Edi­ted by E. Bolthausen, M. Dozzi, and F. Russo. Pro­gress in Prob­ab­il­ity 36. Birkhäuser (Basel), 1995. MR 1360280 Zbl 0827.​60010 incollection

[200] 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

[201] M. Yor: Loc­al times and ex­cur­sions for Browni­an mo­tion: A con­cise in­tro­duc­tion. Lec­ciones en Matemátic­as. Uni­ver­sid­ad Cent­ral de Venezuela (Ca­ra­cas), 1995. book

[202] M. Yor: Loc­al times and ex­cur­sions for Browni­an mo­tion: A con­cise in­tro­duc­tion. Lec­ciones en Matemátic­as. Uni­ver­sid­ad Cent­ral de Venezuela (Ca­ra­cas), 1995. book

[203] J. Ber­toin and M. Yor: “Some in­de­pend­ence res­ults re­lated to the arc-sine law,” J. The­or­et. Probab. 9 : 2 (April 1996), pp. 447–​458. MR 1385407 Zbl 0876.​60060 article

[204] J. Pit­man and M. Yor: “Ran­dom dis­crete dis­tri­bu­tions de­rived from self-sim­il­ar ran­dom sets,” Elec­tron. J. Probab. 1 : 4 (1996). Art­icle no. 4, 28 pp. MR 1386296 Zbl 0891.​60042 article

[205] J. W. Pit­man and M. Yor: “Quelques iden­tités en loi pour les pro­ces­sus de Bessel” [Some iden­tit­ies in law for Bessel pro­cesses], pp. 249–​276 in Hom­mage à P. A. Mey­er et J. Neveu [In homage to P. A. Mey­er and J. Neveu]. Astérisque 236. Société Mathématique de France (Par­is), 1996. MR 1417987 Zbl 0863.​60035 incollection

[206] J. Pit­man and M. Yor: “De­com­pos­i­tion at the max­im­um for ex­cur­sions and bridges of one-di­men­sion­al dif­fu­sions,” pp. 293–​310 in Itô’s stochast­ic cal­cu­lus and prob­ab­il­ity the­ory. Edi­ted by N. Ike­da. Spring­er (Tokyo), 1996. Book ded­ic­ated to ded­ic­ated to Kiy­osi Itô on the oc­ca­sion of his 80th birth­day. MR 1439532 Zbl 0877.​60053 incollection

[207] 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