Celebratio Mathematica

Marc Yor

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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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

H. Ge­man and M. Yor: “Pri­cing and hedging double-bar­ri­er op­tions: A prob­ab­il­ist­ic ap­proach,” Math. Fin­ance 6 : 4 (October 1996), pp. 365–​378. Zbl 0915.​90016 article

Z. Shi and M. Yor: “On an iden­tity in law for the vari­ance of the Browni­an bridge,” Bull. Lon­don Math. Soc. 29 : 1 (1997), pp. 103–​108. MR 1416415 Zbl 0956.​60085 article

M. Ches­ney, M. Jean­blanc-Pic­qué, and M. Yor: “Browni­an ex­cur­sions and Parisi­an bar­ri­er op­tions,” Adv. Ap­pl. Probab. 29 : 1 (March 1997), pp. 165–​184. MR 1432935 Zbl 0882.​60042 article

J. Pit­man and M. Yor: “The two-para­met­er Pois­son–Di­rich­let dis­tri­bu­tion de­rived from a stable sub­or­din­at­or,” Ann. Probab. 25 : 2 (1997), pp. 855–​900. MR 1434129 Zbl 0880.​60076 article

M. Yor: Some as­pects of Browni­an mo­tion, part 2: Some re­cent mar­tin­gale prob­lems. Lec­tures in Math­em­at­ics ETH Zürich. Birkhäuser (Basel), 1997. MR 1442263 Zbl 0880.​60082 book

Z. Shi and M. Yor: “In­teg­rabil­ity and lower lim­its of the loc­al time of it­er­ated Browni­an mo­tion,” Stu­dia Sci. Math. Hung. 33 : 1–​3 (1997), pp. 279–​298. Ded­ic­ated to En­dre Csáki on his six­tieth birth­day. MR 1454115 Zbl 0909.​60068 article

M. Yor: “Gen­er­al­ized me­anders as lim­its of weighted Bessel pro­cesses, and an ele­ment­ary proof of Spitzer’s asymp­tot­ic res­ult on Browni­an wind­ings,” Stu­dia Sci. Math. Hung. 33 : 1–​3 (1997), pp. 339–​343. Ded­ic­ated to Pro­fess­or E. Csáki on his six­tieth birth­day. MR 1454119 Zbl 0909.​60070 article

C. Donati-Mar­tin and M. Yor: “Some Browni­an func­tion­als and their laws,” Ann. Probab. 25 : 3 (1997), pp. 1011–​1058. MR 1457611 Zbl 0885.​60072 article

M. Jean­blanc, J. Pit­man, and M. Yor: “The Feyn­man–Kac for­mula and de­com­pos­i­tion of Browni­an paths,” Com­put. Ap­pl. Math. 16 : 1 (1997), pp. 27–​52. MR 1458521 Zbl 0877.​60027 article

K. D. El­worthy, X. M. Li, and M. Yor: “On the tails of the su­prem­um and the quad­rat­ic vari­ation of strictly loc­al mar­tin­gales,” pp. 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

J. Pit­man and M. Yor: “On the lengths of ex­cur­sions of some Markov pro­cesses,” pp. 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

J. Pit­man and M. Yor: “On the re­l­at­ive lengths of ex­cur­sions de­rived from a stable sub­or­din­at­or,” pp. 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

M. Yor: “Some re­marks about the joint law of Browni­an mo­tion and its su­prem­um,” pp. 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

M. Yor: “On cer­tain dis­coun­ted arc-sine laws,” Stochast­ic Pro­cess. Ap­pl. 71 : 1 (October 1997), pp. 111–​122. MR 1480642 Zbl 0943.​60069 article

J. Ber­toin, L. Chaumont, and M. Yor: “Two chain-trans­form­a­tions and their ap­plic­a­tions to quantiles,” J. Ap­pl. Probab. 34 : 4 (1997), pp. 882–​897. MR 1484022 Zbl 0904.​60059 article

M. Yor, M. Ches­ney, H. Ge­man, and M. Jean­blanc-Pic­qué: “Some com­bin­a­tions of Asi­an, Parisi­an and bar­ri­er op­tions,” pp. 61–​87 in Math­em­at­ics of de­riv­at­ive se­cur­it­ies (Cam­bridge, UK, Janu­ary–June 1995). Edi­ted by M. De­mp­ster and S. R. Pleska. Pub­lic­a­tions of the New­ton In­sti­tute 15. Cam­bridge Uni­versity Press, 1997. MR 1491368 Zbl 0911.​90036 incollection

H. Ge­man and M. Yor: “Stochast­ic time changes in cata­strophe op­tion pri­cing,” In­sur­ance Math. Eco­nom. 21 : 3 (December 1997), pp. 185–​193. MR 1614517 Zbl 0894.​90046 article

Ex­po­nen­tial func­tion­als and prin­cip­al val­ues re­lated to Browni­an mo­tion. Edi­ted by M. Yor. Bib­li­oteca de la Rev­ista Matemática Iberoamer­ic­ana. Uni­ver­sid­ad Autónoma de Mad­rid, 1997. MR 1648653 Zbl 0889.​00015 book

L. Alili, D. Du­fresne, and M. Yor: “Sur l’iden­tité de Bouger­ol pour les fonc­tion­nelles ex­po­nen­ti­elles du mouvement browni­en avec drift” [On the Bouger­ol iden­tity for the ex­po­nen­tial func­tion­als of Browni­an mo­tion with drift], pp. 3–​14 in Ex­po­nen­tial func­tion­als and prin­cip­al val­ues re­lated to Browni­an mo­tion. Edi­ted by M. Yor. Bib­li­oteca de la Rev­ista Matemática Iberoamer­ic­ana. Uni­ver­sid­ad Autónoma de Mad­rid, 1997. MR 1648654 Zbl 0905.​60059 incollection

P. Car­mona, F. Petit, and M. Yor: “On the dis­tri­bu­tion and asymp­tot­ic res­ults for ex­po­nen­tial func­tion­als of Lévy pro­cesses,” pp. 73–​130 in Ex­po­nen­tial func­tion­als and prin­cip­al val­ues re­lated to Browni­an mo­tion. Edi­ted by M. Yor. Bib­li­oteca de la Rev­ista Matemática Iberoamer­ic­ana. Uni­ver­sid­ad Autónoma de Mad­rid, 1997. MR 1648657 Zbl 0905.​60056 incollection

L. Alili, C. Donati-Mar­tin, and M. Yor: “Une iden­tité en loi re­marquable pour l’ex­cur­sion browni­enne nor­malisée” [A re­mark­able iden­tity in law for the nor­m­al­ised Browni­an ex­cur­sion], pp. 155–​180 in Ex­po­nen­tial func­tion­als and prin­cip­al val­ues re­lated to Browni­an mo­tion. Edi­ted by M. Yor. Bib­li­oteca de la Rev­ista Matemática Iberoamer­ic­ana. Uni­ver­sid­ad Autónoma de Mad­rid, 1997. MR 1648659 Zbl 0916.​60072 incollection

Y. Hu, Z. Shi, and M. Yor: “Some ap­plic­a­tions of Lévy’s area for­mula to pseudo-Browni­an and pseudo-Bessel bridges,” pp. 181–​209 in Ex­po­nen­tial func­tion­als and prin­cip­al val­ues re­lated to Browni­an mo­tion. Bib­li­oteca de la Rev­ista Matemática Iberoamer­ic­ana. Uni­ver­sid­ad Autónoma de Mad­rid, 1997. MR 1648660 Zbl 0911.​60072 incollection

J. War­ren and M. Yor: Skew-products in­volving Bessel and Jac­obi pro­cesses. Tech­nic­al re­port, Stat­ist­ics Group, Uni­versity of Bath, 1997. techreport

P. Chas­sa­ing, J. Mar­ck­ert, and M. Yor: Stochast­ic prop­er­ties of two al­gorithms search­ing the zer­os of simple ran­dom walks, and ap­plic­a­tions, June 1998. unpublished

A. Comtet, C. Monthus, and M. Yor: “Ex­po­nen­tial func­tion­als of Browni­an mo­tion and dis­ordered sys­tems,” J. Ap­pl. Probab. 35 : 2 (June 1998), pp. 255–​271. MR 1641852 Zbl 0929.​60063 ArXiv cond-​mat/​9601014 article

R. A. Doney and M. Yor: “On a for­mula of Takács for Browni­an mo­tion with drift,” J. Ap­pl. Probab. 35 : 2 (June 1998), pp. 272–​280. MR 1641856 Zbl 0914.​60044 article

J. Pit­man and M. Yor: “Ranked func­tion­als of Browni­an ex­cur­sions,” C. R. Acad. Sci., Par­is, Sér. I 326 : 1 (1998), pp. 93–​97. With French sum­mary. MR 1649517 Zbl 0924.​60073 article

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

P. Car­mona, F. Petit, and M. Yor: “Beta-gamma ran­dom vari­ables and in­ter­twin­ing re­la­tions between cer­tain Markov pro­cesses,” Rev. Mat. Iberoamer­ic­ana 14 : 2 (1998), pp. 311–​367. MR 1654531 Zbl 0919.​60074 article

R. A. Doney, J. War­ren, and M. Yor: “Per­turbed Bessel pro­cesses,” pp. 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

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

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

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

J. War­ren and M. Yor: “The Browni­an burg­lar: Con­di­tion­ing Browni­an mo­tion by its loc­al time pro­cess,” pp. 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

S. Sato and M. Yor: “Com­pu­ta­tions of mo­ments for dis­coun­ted Browni­an ad­dit­ive func­tion­als,” J. Math. Kyoto Univ. 38 : 3 (1998), pp. 475–​486. MR 1661228 Zbl 0943.​60068 article

Y. Hu and M. Yor: “Con­ver­gence in law and con­ver­gence of mo­ments: An ex­ample re­lated to Bessel pro­cesses,” pp. 387–​397 in Asymp­tot­ic meth­ods in prob­ab­il­ity and stat­ist­ics (Ot­t­awa, ON, 8–13 Ju­ly 1997). Edi­ted by B. Szyszkow­icz. North-Hol­land/El­sevi­er (Am­s­ter­dam), 1998. A volume in hon­our of Miklós Csörgő. MR 1661495 Zbl 0933.​60021 incollection

P. Car­mona, F. Petit, and M. Yor: “Beta vari­ables as times spent in \( [0,\infty[ \) by cer­tain per­turbed Browni­an mo­tions,” J. Lond. Math. Soc., II. Ser. 58 : 1 (August 1998), pp. 239–​256. MR 1670130 Zbl 0924.​60067 article

J. Pit­man and M. Yor: “Ran­dom Browni­an scal­ing iden­tit­ies and spli­cing of Bessel pro­cesses,” Ann. Probab. 26 : 4 (1998), pp. 1683–​1702. MR 1675059 Zbl 0937.​60079 article

H. Mat­sumoto and M. Yor: “On Bouger­ol and Du­fresne’s iden­tit­ies for ex­po­nen­tial Browni­an func­tion­als,” Proc. Ja­pan Acad. Ser. A Math. Sci. 74 : 10 (1998), pp. 152–​155. MR 1675456 Zbl 0942.​60063 article

B. Leb­lanc and M. Yor: “Lévy pro­cesses in fin­ance: A rem­edy to the non-sta­tion­ar­ity of con­tinu­ous mar­tin­gales,” Fin­ance Stoch. 2 : 4 (August 1998), pp. 399–​408. MR 1809527 Zbl 0909.​90025 article

J. Pit­man and M. Yor: Laws of ho­mo­gen­eous func­tion­als of Browni­an mo­tion, 1998. unpublished

Y. Hu, Z. Shi, and M. Yor: “Rates of con­ver­gence of dif­fu­sions with drif­ted Browni­an po­ten­tials,” Trans. Am. Math. Soc. 351 : 10 (1999), pp. 3915–​3934. MR 1637078 Zbl 0932.​60083 article

P. Car­mona, F. Petit, and M. Yor: “An iden­tity in law in­volving re­flect­ing Browni­an mo­tion, de­rived from gen­er­al­ized arc-sine laws for per­turbed Browni­an mo­tions,” Stochast­ic Pro­cesses Ap­pl. 79 : 2 (February 1999), pp. 323–​333. MR 1671824 Zbl 0965.​60074 article

J. Pit­man and M. Yor: “Laplace trans­forms re­lated to ex­cur­sions of a one-di­men­sion­al dif­fu­sion,” Bernoulli 5 : 2 (1999), pp. 249–​255. MR 1681697 Zbl 0921.​60015 article

M. Bal­az­ard, E. Sai­as, and M. Yor: “Notes sur la fonc­tion \( \zeta \) de Riemann, 2” [Notes on the Riemann \( \zeta \)-func­tion, 2], Adv. Math. 143 : 2 (May 1999), pp. 284–​287. MR 1686420 Zbl 0937.​11032 article

H. Mat­sumoto and M. Yor: “A ver­sion of Pit­man’s \( 2M{-}X \) the­or­em for geo­met­ric Browni­an mo­tions,” C. R. Acad. Sci., Par­is, Sér. I 328 : 11 (June 1999), pp. 1067–​1074. With French sum­mary. MR 1696208 Zbl 0936.​60076 article

C. Donati-Mar­tin and M. Yor: “Intégrales stochastiques de pro­ces­sus an­ti­cipants et pro­jec­tions duales prévis­ibles” [Stochast­ic in­teg­rals of an­ti­cip­at­ing pro­cesses and pre­dict­able dual pro­jec­tions], Publ. Mat. 43 : 1 (1999), pp. 281–​301. MR 1697526 Zbl 0936.​60051 article

J. Pit­man and M. Yor: “The law of the max­im­um of a Bessel bridge,” Elec­tron. J. Probab. 4 (1999). Art­icle no. 15, 35 pp. MR 1701890 Zbl 0943.​60084 article

M. Grad­inaru, B. Roynette, P. Val­lois, and M. Yor: “Abel trans­form and in­teg­rals of Bessel loc­al times,” Ann. Inst. Henri Poin­caré, Probab. Stat. 35 : 4 (July 1999), pp. 531–​572. MR 1702241 Zbl 0937.​60080 article

H. Mat­sumoto and M. Yor: “Some changes of prob­ab­il­it­ies re­lated to a geo­met­ric Browni­an mo­tion ver­sion of Pit­man’s \( 2M{-}X \) the­or­em,” Elec­tron. Com­mun. Probab. 4 (1999), pp. 15–​23. MR 1703607 Zbl 0929.​60031 article

H. Föllmer, C.-T. Wu, and M. Yor: “Ca­non­ic­al de­com­pos­i­tion of lin­ear trans­form­a­tions of two in­de­pend­ent Browni­an mo­tions mo­tiv­ated by mod­els of in­sider trad­ing,” Stochast­ic Pro­cesses Ap­pl. 84 : 1 (November 1999), pp. 137–​164. MR 1720102 Zbl 0996.​60079 article

D. Re­vuz and M. Yor: Con­tinu­ous mar­tin­gales and Browni­an mo­tion, 3rd edition. Grundlehren der Math­em­at­ischen Wis­senschaften 293. Spring­er (Ber­lin), 1999. Re­pub­lic­a­tion of 1991 ori­gin­al. A 2nd edi­tion was pub­lished in 1994. MR 1725357 Zbl 0917.​60006 book

K. D. El­worthy, X.-M. Li, and M. Yor: “The im­port­ance of strictly loc­al mar­tin­gales: Ap­plic­a­tions to ra­di­al Orn­stein–Uh­len­beck pro­cesses,” Probab. The­ory Re­lat. Fields 115 : 3 (1999), pp. 325–​355. MR 1725406 Zbl 0960.​60046 article

M. Csör­gő, Z. Shi, and M. Yor: “Some asymp­tot­ic prop­er­ties of the loc­al time of the uni­form em­pir­ic­al pro­cess,” Bernoulli 5 : 6 (1999), pp. 1035–​1058. MR 1735784 Zbl 0960.​60023 article

R. Douady, M. Yor, and A. N. Shiry­aev: “On the prob­ab­il­ity char­ac­ter­ist­ics of ‘drop’ vari­ables in stand­ard Browni­an mo­tion,” Teor. Veroy­at­nost. i Primenen. 44 : 1 (1999), pp. 3–​13. An Eng­lish trans­la­tion was pub­lished in The­ory Probab. Ap­pl. 44:1 (1999). MR 1751185 article

Y. Hu and M. Yor: “Asymp­tot­ic stud­ies of Browni­an func­tion­als,” pp. 187–​217 in Ran­dom walks (Bud­apest, 13–24 Ju­ly 1998). Edi­ted by P. Révész and T. Bálint. Bolyai So­ci­ety Math­em­at­ic­al Stud­ies 9. János Bolyai Math­em­at­ic­al So­ci­ety (Bud­apest), 1999. MR 1752895 Zbl 0973.​60084 incollection

J. Pit­man and M. Yor: “Path de­com­pos­i­tions of a Browni­an bridge re­lated to the ra­tio of its max­im­um and amp­litude,” Stu­dia Sci. Math. Hung. 35 : 3–​4 (1999), pp. 457–​474. MR 1761927 Zbl 0973.​60082 article

P. Car­mona, F. Petit, J. Pit­man, and M. Yor: “On the laws of ho­mo­gen­eous func­tion­als of the Browni­an bridge,” Stu­dia Sci. Math. Hung. 35 : 3–​4 (1999), pp. 445–​455. MR 1762255 Zbl 0980.​60099 article

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

M. Grad­inaru, B. Roynette, P. Val­lois, and M. Yor: “The laws of Browni­an loc­al time in­teg­rals,” Com­put. Ap­pl. Math. 18 : 3 (1999), pp. 259–​331. MR 1993869 Zbl 1123.​60065 article

N. Tsilevich, A. Ver­shik, and M. Yor: Quasi-in­vari­ance of the gamma pro­cess and mul­ti­plic­at­ive prop­er­ties of the Pois­son–Di­rich­let meas­ures. Pre­print, 1999. techreport

R. Douady, A. N. Shiry­aev, and M. Yor: “On prob­ab­il­ity char­ac­ter­ist­ics of ‘down­falls’ in a stand­ard Browni­an mo­tion,” The­ory Probab. Ap­pl. 44 : 1 (1999), pp. 29–​38. Ori­gin­al Rus­si­an ver­sion was pub­lished in Teor. Veroy­at­nost. i Primenen. 44:1 (1999). Zbl 0959.​60073 article

C. Donati-Mar­tin, Z. Shi, and M. Yor: “The joint law of the last zer­os of Browni­an mo­tion and of its Lévy trans­form,” Er­god­ic The­ory Dyn. Syst. 20 : 3 (2000), pp. 709–​725. MR 1764924 Zbl 0965.​60080 article

L. Vostrikova and M. Yor: “Some in­vari­ance prop­er­ties (of the laws) of Ocone’s mar­tin­gales,” pp. 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

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

C. Donati-Mar­tin and M. Yor: “Some meas­ure-val­ued Markov pro­cesses at­tached to oc­cu­pa­tion times of Browni­an mo­tion,” Bernoulli 6 : 1 (February 2000), pp. 63–​72. MR 1781182 Zbl 0956.​60086 article

H. Mat­sumoto and M. Yor: “An ana­logue of Pit­man’s \( 2M{-}X \) the­or­em for ex­po­nen­tial Wien­er func­tion­als, I: A time-in­ver­sion ap­proach,” Nagoya Math. J. 159 (2000), pp. 125–​166. MR 1783567 Zbl 0963.​60076 article

H. Föllmer, C.-T. Wu, and M. Yor: “On weak Browni­an mo­tions of ar­bit­rary or­der,” Ann. Inst. Henri Poin­caré, Probab. Stat. 36 : 4 (2000), pp. 447–​487. MR 1785391 Zbl 0968.​60069 article

C. Donati-Mar­tin, H. Mat­sumoto, and M. Yor: “On pos­it­ive and neg­at­ive mo­ments of the in­teg­ral of geo­met­ric Browni­an mo­tions,” Stat­ist. Probab. Lett. 49 : 1 (August 2000), pp. 45–​52. MR 1789663 Zbl 0974.​60069 article

M. Yor: “Le mouvement browni­en: Quelques déve­lop­pe­ments de 1950 à 1995” [Browni­an mo­tion: Some de­vel­op­ments from 1950 to 1995], pp. 1187–​1202 in De­vel­op­ment of math­em­at­ics 1950–2000. Edi­ted by J.-P. Pier. Birkhäuser (Basel), 2000. MR 1796872 Zbl 0968.​60007 incollection

P. Chas­sa­ing, J. F. Mar­ck­ert, and M. Yor: “The height and width of simple trees,” pp. 17–​30 in Math­em­at­ics and com­puter sci­ence: Al­gorithms, trees, com­bin­at­or­ics and prob­ab­il­it­ies (Ver­sailles, France, 18–20 Septem­ber 2000), vol. 1. Edi­ted by D. Gardy and A. Mokka­dem. Trends in Math­em­at­ics. Birkhäuser (Basel), 2000. MR 1798284 Zbl 0965.​68067 incollection

C. Donati-Mar­tin, R. Ghom­rasni, and M. Yor: “Af­fine ran­dom equa­tions and the stable \( (1/2) \) dis­tri­bu­tion,” Stu­dia Sci. Math. Hung. 36 : 3–​4 (2000), pp. 387–​405. MR 1798746 Zbl 0980.​60023 article

R. J. El­li­ott, M. Jean­blanc, and M. Yor: “On mod­els of de­fault risk,” pp. 179–​195 in Tenth IN­FORMS ap­plied prob­ab­il­ity con­fer­ence (Ulm, Ger­many, 26–28 Ju­ly 1999), published as Math. Fin­ance 10 : 2. Issue edi­ted by W. J. Rung­gal­dier. Wiley-Black­well (Hoboken, NJ), 2000. MR 1802597 Zbl 1042.​91038 incollection

C. Donati-Mar­tin, H. Mat­sumoto, and M. Yor: “On strik­ing iden­tit­ies about the ex­po­nen­tial func­tion­als of the Browni­an bridge and Browni­an mo­tion,” Peri­od. Math. Hung. 41 : 1–​2 (November 2000), pp. 103–​119. Ded­ic­ated to Pro­fess­or En­dre Csáki on the oc­ca­sion of his 65th birth­day. MR 1812799 Zbl 1062.​60080 article

G. Pap and M. Yor: “The ac­cur­acy of Cauchy ap­prox­im­a­tion for the wind­ings of planar Browni­an mo­tion,” Peri­od. Math. Hung. 41 : 1–​2 (November 2000), pp. 213–​226. Ded­ic­ated to Pro­fess­or En­dre Csáki on the oc­ca­sion of his 65th birth­day. MR 1812807 Zbl 1074.​60507 article

M. Yor: “Présen­t­a­tion du pli cacheté” [Present­a­tion of the sealed en­vel­ope], C. R. Acad. Sci., Par­is, Sér. I 331 : 12, part 2 (special issue) (2000), pp. 1033–​1035. Part of the multi-au­thor piece “Sur l’équa­tion de Kolmogoroff, par W. Doeblin”. This forms the first part of a three-au­thor item. MR 1835814 Zbl 1035.​01517 article

B. Bru, W. Doeblin, and M. Yor: “Sur l’équa­tion de Kolmogoroff, par W. Doeblin” [On Kolmogoroff’s equa­tion, for W. Doeblin], C. R. Acad. Sci., Par­is, Sér. I 331 : 12, part 2 (special issue) (2000), pp. i–​ii, 1033–​1187. The first part of this is a piece au­thored by Yor alone. MR 1835815 Zbl 0973.​00016 article

N. Tsilevich, A. Ver­shik, and M. Yor: Dis­tin­guished prop­er­ties of the gamma pro­cess and re­lated top­ics. Pre­print 575, March 2000. ArXiv math.​PR/​0005287 techreport

H. Ge­man and M. Yor: “Some re­la­tions between Bessel pro­cesses, Asi­an op­tions and con­flu­ent hy­per­geo­met­ric func­tions,” pp. 49–​54 in M. Yor: Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses. Spring­er Fin­ance. Spring­er (Ber­lin), 2001. Eng­lish trans­la­tion of an art­icle pub­lished in C. R. Acad. Sci., Par­is, Sér. I 314:6 (1992). incollection

H. Ge­man, D. B. Madan, and M. Yor: “Time changes for Lévy pro­cesses,” Math. Fin­ance 11 : 1 (2001), pp. 79–​96. MR 1807849 Zbl 0983.​60082 article

J. Pit­man and M. Yor: “On the dis­tri­bu­tion of ranked heights of ex­cur­sions of a Browni­an bridge,” Ann. Probab. 29 : 1 (2001), pp. 361–​384. MR 1825154 Zbl 1033.​60050 article

M. Yor and M. Zani: “Large de­vi­ations for the Bessel clock,” Bernoulli 7 : 2 (April 2001), pp. 351–​362. MR 1828510 Zbl 0993.​60082 article

R. Pe­mantle, Y. Peres, J. Pit­man, and M. Yor: “Where did the Browni­an particle go?,” Elec­tron. J. Probab. 6 (2001). Art­icle no. 10, 22 pp. MR 1831805 Zbl 0977.​60071 ArXiv math/​0404097 article

H. Mat­sumoto and M. Yor: “A re­la­tion­ship between Browni­an mo­tions with op­pos­ite drifts via cer­tain en­large­ments of the Browni­an fil­tra­tion,” Osaka J. Math. 38 : 2 (2001), pp. 383–​398. MR 1833628 Zbl 0981.​60078 article

P. Car­mona, F. Petit, and M. Yor: “Ex­po­nen­tial func­tion­als of Lévy pro­cesses,” pp. 41–​55 in Lévy pro­cesses: The­ory and ap­plic­a­tions. Edi­ted by O. E. Barndorff-Nielsen, S. I. Res­nick, and T. Mikosch. Birkhäuser (Bo­ston, MA), 2001. MR 1833691 Zbl 0979.​60038 incollection

M. Yor: “In­ter­pret­a­tions in terms of Browni­an and Bessel me­anders of the dis­tri­bu­tion of a sub­or­din­ated per­petu­ity,” pp. 361–​375 in Lévy pro­cesses: The­ory and ap­plic­a­tions. Edi­ted by O. E. Barndorff-Nielsen, S. I. Res­nick, and T. Mikosch. Birkhäuser (Bo­ston), 2001. MR 1833705 Zbl 0982.​60080 incollection

H. Mat­sumoto and M. Yor: “An ana­logue of Pit­man’s \( 2M{-}X \) the­or­em for ex­po­nen­tial Wien­er func­tion­als, II: The role of the gen­er­al­ized in­verse Gaus­si­an laws,” Nagoya Math. J. 162 (June 2001), pp. 65–​86. MR 1836133 Zbl 0983.​60075 article

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

L. Chaumont, D. G. Hob­son, and M. Yor: “Some con­sequences of the cyc­lic ex­change­ab­il­ity prop­erty for ex­po­nen­tial func­tion­als of Lévy pro­cesses,” pp. 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

C. Donati-Mar­tin, R. Ghom­rasni, and M. Yor: “On cer­tain Markov pro­cesses at­tached to ex­po­nen­tial func­tion­als of Browni­an mo­tion: Ap­plic­a­tion to Asi­an op­tions,” Rev. Mat. Iberoamer­ic­ana 17 : 1 (2001), pp. 179–​193. MR 1846094 Zbl 0979.​60073 article

P. Bi­ane, J. Pit­man, and M. Yor: “Prob­ab­il­ity laws re­lated to the Jac­obi theta and Riemann zeta func­tions, and Browni­an ex­cur­sions,” Bull. Am. Math. Soc. (N.S.) 38 : 4 (2001), pp. 435–​465. MR 1848256 Zbl 1040.​11061 ArXiv math.​PR/​9912170 article

N. Tsilevich, A. Ver­shik, and M. Yor: “An in­fin­ite-di­men­sion­al ana­logue of the Le­besgue meas­ure and dis­tin­guished prop­er­ties of the gamma pro­cess,” J. Funct. Anal. 185 : 1 (September 2001), pp. 274–​296. MR 1853759 Zbl 0990.​60053 article

M. Yor: Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses. Spring­er Fin­ance. Spring­er (Ber­lin), 2001. With an in­tro­duct­ory chapter by Hély­ette Ge­man. MR 1854494 Zbl 0999.​60004 book

C. Donati-Mar­tin, H. Mat­sumoto, and M. Yor: “Some ab­so­lute con­tinu­ity re­la­tion­ships for cer­tain an­ti­cip­at­ive trans­form­a­tions of geo­met­ric Browni­an mo­tions,” Publ. Res. Inst. Math. Sci. 37 : 3 (2001), pp. 295–​326. MR 1855425 Zbl 1033.​60085 article

N. O’Con­nell and M. Yor: “Browni­an ana­logues of Burke’s the­or­em,” Stochast­ic Pro­cess. Ap­pl. 96 : 2 (December 2001), pp. 285–​304. MR 1865759 Zbl 1058.​60078 article

J. Ber­toin and M. Yor: “On sub­or­din­at­ors, self-sim­il­ar Markov pro­cesses and some fac­tor­iz­a­tions of the ex­po­nen­tial vari­able,” Elec­tron. Com­mun. Probab. 6 (2001), pp. 95–​106. Art­icle no. 10. MR 1871698 Zbl 1024.​60030 article

B. De Mey­er, B. Roynette, P. Val­lois, and M. Yor: “Sur l’indépendance d’un temps d’arrêt \( T \) et de la po­s­i­tion \( B_T \) d’un mouvement browni­en \( (B_u \), \( u\geqq 0) \)” [On the in­de­pend­ence of a stop­ping time \( T \) and the po­s­i­tion \( B_T \) of a Browni­an mo­tion \( (B_u \), \( u\geqq 0) \)], C. R. Acad. Sci., Par­is, Sér. I 333 : 11 (December 2001), pp. 1017–​1022. MR 1872465 Zbl 0995.​60077 article

H. Ge­man, D. B. Madan, and M. Yor: “As­set prices are Browni­an mo­tion: Only in busi­ness time,” pp. 103–​146 in Quant­it­at­ive ana­lys­is in fin­an­cial mar­kets: Col­lec­ted pa­pers of the New York Uni­versity math­em­at­ic­al fin­ance sem­in­ar (New York, 1995–1998), vol. 2. Edi­ted by M. Avel­laneda. World Sci­entif­ic (River Edge, NJ), 2001. MR 1886692 Zbl 1134.​91019 incollection

P. Baldi, E. Cas­a­d­io Tar­ab­usi, A. Figà-Tala­manca, and M. Yor: “Non-sym­met­ric hit­ting dis­tri­bu­tions on the hy­per­bol­ic half-plane and sub­or­din­ated per­petu­it­ies,” Rev. Mat. Iberoamer­ic­ana 17 : 3 (2001), pp. 587–​605. MR 1900896 Zbl 1001.​60018 article

A. Rou­ault, M. Zani, and M. Yor: A LDP re­lated to the Jac­obi pro­cesses, January 2001. unpublished

M. Yor: “On cer­tain ex­po­nen­tial func­tion­als of real-val­ued Browni­an mo­tion,” pp. 14–​22 in M. Yor: Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses. Spring­er Fin­ance. Spring­er (Ber­lin), 2001. Eng­lish trans­la­tion of French ori­gin­al pub­lished in J. Ap­pl. Probab. 29:1 (1992). incollection

M. Yor: “On some ex­po­nen­tial func­tion­als of Browni­an mo­tion,” pp. 23–​48 in M. Yor: Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses. Spring­er Fin­ance. Spring­er (Ber­lin), 2001. This art­icle was ori­gin­ally pub­lished in Adv. Ap­pl. Probab. 24:3 (1992). incollection

M. Yor: “On some ex­po­nen­tial-in­teg­ral func­tion­als of Bessel pro­cesses,” pp. 172–​181 in M. Yor: Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses. Spring­er Fin­ance. Spring­er (Ber­lin), 2001. Ori­gin­ally pub­lished in Math. Fin­ance 3:2 (1993). incollection

M. Yor: “The laws of ex­po­nen­tial func­tion­als of Browni­an mo­tion, taken at vari­ous ran­dom times,” pp. 55–​62 in M. Yor: Ex­po­nen­tial func­tion­als of Browni­an mo­tion and re­lated pro­cesses. Spring­er Fin­ance. Spring­er (Ber­lin), 2001. Abridged Eng­lish trans­la­tion of an art­icle pub­lished in C. R. Acad. Sci., Par­is, Sér. I 314:12 (1992). incollection

P. Carr, H. Ge­man, D. B. Madan, and M. Yor: “The fine struc­ture of as­set re­turns: An em­pir­ic­al in­vest­ig­a­tion,” J. Busi­ness 75 : 2 (April 2002), pp. 305–​332. article

B. Bru and M. Yor: “Com­ments on the life and math­em­at­ic­al leg­acy of Wolfgang Doeblin,” Fin­ance Stoch. 6 : 1 (January 2002), pp. 3–​47. MR 1885582 Zbl 1046.​01009 article

H. Ge­man, D. B. Madan, and M. Yor: “Stochast­ic volat­il­ity, jumps and hid­den time changes,” Fin­ance Stoch. 6 : 1 (January 2002), pp. 63–​90. MR 1885584 Zbl 1006.​60026 article

N. O’Con­nell and M. Yor: “A rep­res­ent­a­tion for non-col­lid­ing ran­dom walks,” Elec­tron. Com­mun. Probab. 7 (2002), pp. 1–​12. Art­icle no. 1. MR 1887169 Zbl 1037.​15019 article

C.-T. Wu and M. Yor: “Lin­ear trans­form­a­tions of two in­de­pend­ent Browni­an mo­tions and or­tho­gon­al de­com­pos­i­tions of Browni­an fil­tra­tions,” Publ. Mat., Barc. 46 : 1 (2002), pp. 237–​256. MR 1904865 Zbl 1007.​60024 article

B. Roynette, P. Val­lois, and M. Yor: “A solu­tion to Skorok­hod’s em­bed­ding for lin­ear Browni­an mo­tion and its loc­al time,” Stu­dia Sci. Math. Hung. 39 : 1–​2 (May 2002), pp. 97–​127. MR 1909150 Zbl 1026.​60047 article

D. B. Madan and M. Yor: “Mak­ing Markov mar­tin­gales meet mar­gin­als: With ex­pli­cit con­struc­tions,” Bernoulli 8 : 4 (2002), pp. 509–​536. MR 1914701 Zbl 1009.​60037 article

J. Ber­toin and M. Yor: “The en­trance laws of self-sim­il­ar Markov pro­cesses and ex­po­nen­tial func­tion­als of Lévy pro­cesses,” Po­ten­tial Anal. 17 : 4 (December 2002), pp. 389–​400. MR 1918243 Zbl 1004.​60046 article

M. Jean­blanc, J. Pit­man, and M. Yor: “Self-sim­il­ar pro­cesses with in­de­pend­ent in­cre­ments as­so­ci­ated with Lévy and Bessel pro­cesses,” Stochast­ic Pro­cess. Ap­pl. 100 : 1–​2 (2002), pp. 223–​231. MR 1919614 Zbl 1059.​60052 article

A. Rou­ault, M. Yor, and M. Zani: “A large de­vi­ations prin­ciple re­lated to the strong arc-sine law,” J. The­or­et. Probab. 15 : 3 (July 2002), pp. 793–​815. MR 1922447 Zbl 1011.​60006 article

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

F. Del­baen and M. Yor: “Pass­port op­tions,” Math. Fin­ance 12 : 4 (2002), pp. 299–​328. MR 1926234 Zbl 1048.​91063 article

B. De Mey­er, B. Roynette, P. Val­lois, and M. Yor: “On in­de­pend­ent times and po­s­i­tions for Browni­an mo­tions,” Rev. Mat. Iberoamer­ic­ana 18 : 3 (2002), pp. 541–​586. MR 1954864 Zbl 1055.​60078 article

C. Donati-Mar­tin, H. Mat­sumoto, and M. Yor: “The law of geo­met­ric Browni­an mo­tion and its in­teg­ral, re­vis­ited: Ap­plic­a­tion to con­di­tion­al mo­ments,” pp. 221–​243 in Math­em­at­ic­al fin­ance — Bacheli­er Con­gress, 2000 (Par­is, 29 June–1 Ju­ly 2000). Edi­ted by H. Ge­man, D. Madan, S. R. Pliska, and T. Vorst. Spring­er Fin­ance. Spring­er (Ber­lin), 2002. MR 1960566 Zbl 1030.​91029 incollection

A. S. Cherny, A. N. Shiry­aev, and M. Yor: “Lim­it be­ha­viour of the ‘ho­ri­zont­al-ver­tic­al’ ran­dom walk and some ex­ten­sions of the Don­sker–Prok­horov in­vari­ance prin­ciple,” Teor. Veroy­at­nost. i Primenen. 47 : 3 (2002), pp. 498–​517. An Eng­lish trans­la­tion was pub­lished in The­ory Probab. Ap­pl. 47:3 (2002). MR 1975425 article

E. Csáki, Z. Shi, and M. Yor: “Frac­tion­al Browni­an mo­tions as ‘high­er-or­der’ frac­tion­al de­riv­at­ives of Browni­an loc­al times,” pp. 365–​387 in Lim­it the­or­ems in prob­ab­il­ity and stat­ist­ics: Fourth Hun­gari­an col­loqui­um on lim­it the­or­ems in prob­ab­il­ity and stat­ist­ics (Balaton­lelle, Hun­gary, 28 June–2 Ju­ly 1999), vol. 1. Edi­ted by I. Berkes, E. Csáki, and M. Csör­gő. János Bolyai Math­em­at­ic­al So­ci­ety (Bud­apest), 2002. Ded­ic­ated to Pál Révész on the oc­ca­sion of his 65th birth­day. MR 1979974 Zbl 1030.​60073 incollection

J. Ber­toin and M. Yor: “On the en­tire mo­ments of self-sim­il­ar Markov pro­cesses and ex­po­nen­tial func­tion­als of Lévy pro­cesses,” Ann. Fac. Sci. Toulouse Math. (6) 11 : 1 (2002), pp. 33–​45. MR 1986381 Zbl 1031.​60038 article

Stochast­ic pro­cesses and re­lated top­ics (Siegmunds­burg, Ger­many, 27 Feb­ru­ary–4 March 2000). Edi­ted by R. Buck­dahn, H.-J. En­gel­bert, and M. Yor. Stochastics Mono­graphs 12. Taylor and Fran­cis (Lon­don), 2002. MR 1987308 Zbl 1103.​60007 book

H. Mat­sumoto, L. Nguy­en, and M. Yor: “Sub­or­din­at­ors re­lated to the ex­po­nen­tial func­tion­als of Browni­an bridges and ex­pli­cit for­mu­lae for the semig­roups of hy­per­bol­ic Browni­an mo­tions,” pp. 213–​235 in Stochast­ic pro­cesses and re­lated top­ics (Siegmunds­burg, Ger­many, 27 Feb­ru­ary–4 March 2000). Edi­ted by R. Buck­dahn, H.-J. En­gel­bert, and M. Yor. Stochastics Mono­graphs 12. Taylor & Fran­cis (Lon­don), 2002. MR 1987318 incollection

M. Yor: “Three in­ter­twined Browni­an top­ics: Ex­po­nen­tial func­tion­als, wind­ing num­bers, and Ray–Knight the­or­ems on loc­al time,” pp. 269–​272 in Stochast­ic pro­cesses and re­lated top­ics (Siegmunds­burg, Ger­many, 27 Feb­ru­ary–4 March 2000). Edi­ted by R. Buck­dahn, H.-J. En­gel­bert, and M. Yor. Stochastics Mono­graphs 12. Taylor & Fran­cis (Lon­don), 2002. MR 1987321 incollection

B. Bru and M. Yor: “Wolfgang Doeblin et le pli cacheté 11668” [Wolfgang Doeblin and sealed en­vel­ope 11668], Mata­p­li 68 (2002), pp. 75–​92. MR 2061581 article

M. Yor: Une prom­en­ade prob­ab­il­iste [A prob­ab­il­ist­ic walk], January 2002. unpublished

A. S. Cherny, A. N. Shiry­aev, and M. Yor: “Lim­it be­ha­viour of the ‘ho­ri­zont­al-ver­tic­al’ ran­dom walk and some ex­ten­sions of the Don­sker–Prok­horov in­vari­ance prin­ciple,” The­ory Probab. Ap­pl. 47 : 3 (2002), pp. 377–​394. Eng­lish trans­la­tion of Rus­si­an ori­gin­al pub­lished in Teor. Veroy­at­nost. i Primenen. 47:3 (2002). Zbl 1034.​60076 article

H. Mat­sumoto and M. Yor: “In­ter­pret­a­tion via Browni­an mo­tion of some in­de­pend­ence prop­er­ties between GIG and gamma vari­ables,” Stat­ist. Probab. Lett. 61 : 3 (February 2003), pp. 253–​259. MR 1959132 Zbl 1039.​60074 article

J. Pit­man and M. Yor: “Hit­ting, oc­cu­pa­tion and in­verse loc­al times of one-di­men­sion­al dif­fu­sions: Mar­tin­gale and ex­cur­sion ap­proaches,” Bernoulli 9 : 1 (2003), pp. 1–​24. MR 1963670 Zbl 1024.​60032 article

J. Pit­man and M. Yor: “In­fin­itely di­vis­ible laws as­so­ci­ated with hy­per­bol­ic func­tions,” Canad. J. Math. 55 : 2 (2003), pp. 292–​330. MR 1969794 Zbl 1039.​11054 article

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

H. Mat­sumoto and M. Yor: “On Du­fresne’s re­la­tion between the prob­ab­il­ity laws of ex­po­nen­tial func­tion­als of Browni­an mo­tions with dif­fer­ent drifts,” Adv. Ap­pl. Probab. 35 : 1 (2003), pp. 184–​206. In hon­or of Joseph Mecke. MR 1975510 Zbl 1030.​60077 article

M. Jac­ob­sen and M. Yor: “Multi-self-sim­il­ar Markov pro­cesses on \( \mathbb{R}_+^n \) and their Lamperti rep­res­ent­a­tions,” Probab. The­ory Re­lat. Fields 126 : 1 (May 2003), pp. 1–​28. MR 1981630 Zbl 1031.​60029 article

V. Bentkus, G. Pap, and M. Yor: “Op­tim­al bounds for Cauchy ap­prox­im­a­tions for the wind­ing dis­tri­bu­tion of planar Browni­an mo­tion,” J. The­or. Probab. 16 : 2 (April 2003), pp. 345–​361. MR 1982031 Zbl 1027.​60089 article

P. Carr, H. Ge­man, D. B. Madan, and M. Yor: “Stochast­ic volat­il­ity for Lévy pro­cesses,” Math. Fin­ance 13 : 3 (2003), pp. 345–​382. EFA 2002 Ber­lin meet­ings, presen­ted pa­per. MR 1995283 Zbl 1092.​91022 article

A. Göing-Jaesch­ke and M. Yor: “A sur­vey and some gen­er­al­iz­a­tions of Bessel pro­cesses,” Bernoulli 9 : 2 (2003), pp. 313–​349. MR 1997032 Zbl 1038.​60079 article

F. Trèves, G. Pis­i­er, and M. Yor: “Laurent Schwartz (1915–2002),” No­tices Am. Math. Soc. 50 : 9 (2003), pp. 1072–​1084. Yor’s con­tri­bu­tion is an Eng­lish trans­la­tion of a piece pub­lished in Gaz. Math. 98 (2003). MR 2002753 Zbl 1159.​01350 article

A. N. Shiry­aev and M. Yor: “On stochast­ic in­teg­ral rep­res­ent­a­tions of func­tion­als of Browni­an mo­tion, I,” Teor. Veroy­at­nost. i Primenen. 48 : 2 (2003), pp. 375–​385. An Eng­lish trans­la­tion was pub­lished in The­ory Probab. Ap­pl. 48:2 (2003). MR 2015458 article

L. Chaumont and M. Yor: Ex­er­cises in prob­ab­il­ity: A guided tour from meas­ure the­ory to ran­dom pro­cesses, via con­di­tion­ing. Cam­bridge Series in Stat­ist­ic­al and Prob­ab­il­ist­ic Math­em­at­ics 13. Cam­bridge Uni­versity Press, 2003. Re­prin­ted in 2009. 2nd edi­tion pub­lished in 2012. MR 2016344 Zbl 1065.​60001 book

P. Chas­sa­ing, J. F. Mar­ck­ert, and M. Yor: “A stochastic­ally quasi-op­tim­al search al­gorithm for the max­im­um of the simple ran­dom walk,” Ann. Ap­pl. Probab. 13 : 4 (2003), pp. 1264–​1295. MR 2023877 Zbl 1084.​68145 article

B. Roynette, P. Val­lois, and M. Yor: “Lim­it­ing laws as­so­ci­ated with Browni­an mo­tion per­turb­ated by nor­mal­ized ex­po­nen­tial weights,” C. R., Math., Acad. Sci. Par­is 337 : 10 (November 2003), pp. 667–​673. With French sum­mary. MR 2030109 Zbl 1031.​60021 ArXiv math/​0510550 article

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

M. Yor: “Deux maîtres ès prob­ab­ilités: Laurent Schwartz et Paul-An­dré Mey­er” [Two mas­ters of prob­ab­il­ity: Laurent Schwartz and Paul-An­dré Mey­er], Gaz. Math., Soc. Math. Fr. 98 (2003), pp. 119–​122. An Eng­lish trans­la­tion ap­peared as part of a multi-au­thor trib­ute to Schwartz in No­tices Am. Math. Soc. 50:9 (2003). MR 2067357 article

H. Mat­sumoto and M. Yor: The Gauss trans­form and Bouger­ol’s iden­tity for the arith­met­ic-geo­met­ric mean of Browni­an mo­tion, March 2003. unpublished

J. Pit­man and M. Yor: Poly­no­mi­als as­so­ci­ated with Lévy pro­cesses, 2003. unpublished

A. N. Shiry­aev and M. Yor: “On the prob­lem of stochast­ic in­teg­ral rep­res­ent­a­tions of func­tion­als of the Browni­an mo­tion, I,” The­ory Probab. Ap­pl. 48 : 2 (2003), pp. 304–​313. Eng­lish trans­la­tion of Rus­si­an ori­gin­al pub­lished in Teor. Veroy­at­nost. i Primenen. 48:2 (2003). Zbl 1057.​60057 article

A. Göing-Jaesch­ke and M. Yor: “A cla­ri­fic­a­tion note about hit­ting times dens­it­ies for Orn­stein–Uh­len­beck pro­cesses,” Fin­ance Stoch. 7 : 3 (July 2003), pp. 413–​415. Zbl 1064.​60026 article

J. Ber­toin, B. Roynette, and M. Yor: Some con­nec­tions between (sub)crit­ic­al branch­ing mech­an­isms and Bern­stein func­tions. Pre­print, December 2004. ArXiv math/​0412322 techreport

L. Chaumont, L. Maz­liak, and M. Yor: “Quelques as­pects de l’oeuvre prob­ab­il­iste” [Some as­pects of the prob­ab­il­ist­ic work], Chapter 3 in L’Héritage de Kolmogorov en mathématiques [Kolmogorov’s her­it­age in math­em­at­ics]. Edi­ted by É. Char­pen­ti­er, A. Lesne, and N. Nikol­ski. Echelles. Belin (Par­is), 2004. An Eng­lish trans­la­tion was pub­lished in Kolmogorov’s her­it­age in math­em­at­ics (2007). incollection

C. Donati-Mar­tin, Y. Dou­merc, H. Mat­sumoto, and M. Yor: Some asymp­tot­ic laws for Wis­hart pro­cesses, January 2004. unpublished

A. M. Ver­shik, M. Yor, and N. V. Tsilevich: “On the Markov–Krein iden­tity and the quasi-in­vari­ance of the gamma pro­cess,” J. Math. Sci., New York 121 : 3 (2004), pp. 2303–​2310. Eng­lish trans­la­tion of an art­icle pub­lished in Rep­res­ent­a­tion the­ory, dy­nam­ic­al sys­tems, com­bin­at­or­i­al and al­gorithmic meth­ods 6 (2001). MR 1879060 article

T. Fujita, F. Petit, and M. Yor: “Pri­cing path-de­pend­ent op­tions in a Black–Scholes mar­ket from the dis­tri­bu­tion of ho­mo­gen­eous Browni­an func­tion­als,” J. Ap­pl. Probab. 41 : 1 (2004), pp. 1–​18. MR 2036268 Zbl 1049.​60070 article

J. Obłój and M. Yor: “An ex­pli­cit Skorok­hod em­bed­ding for the age of Browni­an ex­cur­sions and Azéma mar­tin­gale,” Stochast­ic Pro­cess. Ap­pl. 110 : 1 (March 2004), pp. 83–​110. MR 2052138 Zbl 1075.​60038 article

Y. Har­iya and M. Yor: “On an ex­ten­sion of Du­fresne’s re­la­tion between ex­po­nen­tial Browni­an func­tion­als from op­pos­ite drifts to two dif­fer­ent drifts: A short proof,” Stat­ist. Probab. Lett. 67 : 4 (May 2004), pp. 331–​341. MR 2060133 Zbl 1042.​60051 article

C. Donati-Mar­tin, A. Rou­ault, M. Yor, and M. Zani: “Large de­vi­ations for squares of Bessel and Orn­stein–Uh­len­beck pro­cesses,” Probab. The­ory Re­lat. Fields 129 : 2 (June 2004), pp. 261–​289. MR 2063378 Zbl 1055.​60017 article

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

Y. Har­iya and M. Yor: “Lim­it­ing dis­tri­bu­tions as­so­ci­ated with mo­ments of ex­po­nen­tial Browni­an func­tion­als,” Stu­dia Sci. Math. Hung. 41 : 2 (2004), pp. 193–​242. MR 2082657 Zbl 1115.​60005 article

M. Yor and L. Zam­botti: “A re­mark about the norm of a Browni­an bridge,” Stat­ist. Probab. Lett. 68 : 3 (July 2004), pp. 297–​304. MR 2083898 Zbl 1080.​60037 article

P. Car­mona, F. Petit, and M. Yor: “A trivari­ate law for cer­tain pro­cesses re­lated to per­turbed Browni­an mo­tions,” Ann. Inst. Henri Poin­caré, Probab. Stat. 40 : 6 (November–December 2004), pp. 737–​758. MR 2096216 Zbl 1060.​60082 article

J. Ber­toin, P. Bi­ane, and M. Yor: “Pois­so­ni­an ex­po­nen­tial func­tion­als, \( q \)-series, \( q \)-in­teg­rals, and the mo­ment prob­lem for log-nor­mal dis­tri­bu­tions,” pp. 45–​56 in Sem­in­ar on stochast­ic ana­lys­is, ran­dom fields and ap­plic­a­tions IV (As­cona, Switzer­land, 20–24 May 2002). Edi­ted by R. C. Dalang, M. Dozzi, and F. Russo. Pro­gress in Prob­ab­il­ity 58. Birkhäuser (Basel), 2004. MR 2096279 Zbl 1056.​60046 incollection

C. Donati-Mar­tin, Y. Dou­merc, H. Mat­sumoto, and M. Yor: “Some prop­er­ties of the Wis­hart pro­cesses and a mat­rix ex­ten­sion of the Hart­man–Wat­son laws,” Publ. Res. Inst. Math. Sci. 40 : 4 (2004), pp. 1385–​1412. MR 2105711 Zbl 1076.​60067 article

G. Pec­cati and M. Yor: “Hardy’s in­equal­ity in \( L^2([0,1]) \) and prin­cip­al val­ues of Browni­an loc­al times,” pp. 49–​74 in Asymp­tot­ic meth­ods in stochastics: Fest­s­chrift for Miklós Csörgő (Ot­t­awa, 23–25 May 2002). Edi­ted by L. Hor­várth and B. Szyszkow­icz. Fields In­sti­tute Com­mu­nic­a­tions 44. Amer­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 2004. MR 2106848 Zbl 1074.​60029 incollection

G. Pec­cati and M. Yor: “Four lim­it the­or­ems for quad­rat­ic func­tion­als of Browni­an mo­tion and Browni­an bridge,” pp. 75–​87 in Asymp­tot­ic meth­ods in stochastics: Fest­s­chrift for Miklós Csörgő (Ot­t­awa, 23–25 May 2002). Edi­ted by L. Hor­várth and B. Szyszkow­icz. Fields In­sti­tute Com­mu­nic­a­tions 44. Amer­ic­an Math­em­at­ic­al So­ci­ety (Provid­ence, RI), 2004. MR 2106849 Zbl 1071.​60017 incollection

Z. J. Jurek and M. Yor: “Self­de­com­pos­able laws as­so­ci­ated with hy­per­bol­ic func­tions,” Probab. Math. Stat­ist. 24 : 1 (2004), pp. 181–​190. MR 2108161 Zbl 1066.​60019 ArXiv 1009.​3542 article

P. Bar­rieu, A. Rou­ault, and M. Yor: “A study of the Hart­man–Wat­son dis­tri­bu­tion mo­tiv­ated by nu­mer­ic­al prob­lems re­lated to the pri­cing of Asi­an op­tions,” J. Ap­pl. Probab. 41 : 4 (December 2004), pp. 1049–​1058. MR 2122799 Zbl 1064.​60021 article

J. Pit­man and M. Yor: “Some prop­er­ties of the arc-sine law re­lated to its in­vari­ance un­der a fam­ily of ra­tion­al maps,” pp. 126–​137 in A fest­s­chrift for Her­man Ru­bin. Edi­ted by A. Dasgupta. IMS Lec­ture Notes Mono­graph Series 45. In­sti­tute of Math­em­at­ic­al Stat­ist­ics (Beach­wood, OH), 2004. MR 2126891 Zbl 1268.​37071 incollection

P. Salmin­en and M. Yor: “On Du­fresne’s per­petu­ity, trans­lated and re­flec­ted,” pp. 337–​354 in Stochast­ic pro­cesses and ap­plic­a­tions to math­em­at­ic­al fin­ance (Kus­atsu, Ja­pan, 5–9 March 2003). Edi­ted by J. Akahori, S. Ogawa, and S. Watanabe. World Sci­entif­ic (River Edge, NJ), 2004. MR 2202705 Zbl 1323.​60113 incollection

P. Carr, H. Ge­man, D. B. Madan, and M. Yor: “From loc­al volat­il­ity to loc­al Lévy mod­els,” Quant. Fin­ance 4 : 5 (October 2004), pp. 581–​588. MR 2241297 article

D. Madan and M. Yor: “On the Itô–Tana­ka for­mula for strictly loc­al mar­tin­gales: Does it need a cor­rec­tion term?,” Ob­wer­wolfach Rep. 1 : 2 (2004), pp. 1365–​1366. Re­port no. 26/2004. Brief sum­mary of lec­ture giv­en by Yor at the mini-work­shop “Loc­al time-space cal­cu­lus with ap­plic­a­tions ,” Ober­wolfach, Ger­many, 16–22 May 2004. article

D. Madan and M. Yor: Mim­ick­ing the one-di­men­sion­al mar­gin­als of the He­ston mod­el, January 2004. unpublished

B. Roynette, P. Val­lois, and M. Yor: Feyn­man–Kac asymp­tot­ics and the cor­res­pond­ing renor­mal­iz­a­tions of the Wien­er meas­ure, February 2004. Sub­mit­ted to Stu­dia Sci. Math. Hun­gar­ica. unpublished

B. Roynette, P. Val­lois, and M. Yor: Ex­amples of \( BM-BES(3) \) con­cat­en­a­tions re­lated to renor­mal­iz­a­tion of Browni­an mo­tion in­duced by its max­im­um and loc­al time pro­cesses, May 2004. unpublished

W. Schach­er­may­er and M. Yor: Hid­ing a drift, March 2004. unpublished

M. At­lan, H. Ge­man, and M. Yor: Op­tions on hedge funds un­der the high wa­ter mark rule. Pre­print, October 2005. ArXiv math/​0510497 techreport

R. Man­suy and M. Yor: “Har­nesses, Lévy bridges and Mon­sieur Jourdain,” Stochast­ic Pro­cesses Ap­pl. 115 : 2 (February 2005), pp. 329–​338. MR 2111197 Zbl 1070.​60041 ArXiv math/​0406563 article

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

L. Nguy­en-Ngoc and M. Yor: “Some mar­tin­gales as­so­ci­ated to re­flec­ted Lévy pro­cesses,” pp. 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

L. Gal­lardo and M. Yor: “Some new ex­amples of Markov pro­cesses which en­joy the time-in­ver­sion prop­erty,” Probab. The­ory Re­lat. Fields 132 : 1 (2005), pp. 150–​162. MR 2136870 Zbl 1087.​60058 article

P. Salmin­en and M. Yor: “Prop­er­ties of per­petu­al in­teg­ral func­tion­als of Browni­an mo­tion with drift,” Ann. Inst. Henri Poin­caré, Probab. Stat. 41 : 3 (May–June 2005), pp. 335–​347. MR 2139023 Zbl 1082.​60073 article

P. Salmin­en and M. Yor: “Per­petu­al in­teg­ral func­tion­als as hit­ting and oc­cu­pa­tion times,” Elec­tron. J. Probab. 10 (2005), pp. 371–​419. Art­icle no. 11. MR 2147313 Zbl 1110.​60078 ArXiv math/​0403069 article

P. Cheridito, D. Fili­pović, and M. Yor: “Equi­val­ent and ab­so­lutely con­tinu­ous meas­ure changes for jump-dif­fu­sion pro­cesses,” Ann. Ap­pl. Probab. 15 : 3 (2005), pp. 1713–​1732. MR 2152242 Zbl 1082.​60034 ArXiv math/​0508450 article

B. Roynette and M. Yor: “Couples de Wald indéfini­ment di­vis­ibles: Ex­emples liés à la fonc­tion gamma d’Euler et à la fonc­tion zeta de Riemann” [In­fin­itely di­vis­ible Wald couples: Ex­amples linked with the Euler gamma func­tion and the Riemann zeta func­tion], Ann. Inst. Four­i­er (Gren­oble) 55 : 4 (2005), pp. 1219–​1283. MR 2157168 Zbl 1083.​60012 article

B. Roynette, P. Val­lois, and M. Yor: “Lim­it­ing laws for long Browni­an bridges per­turbed by their one-sided max­im­um, III,” Peri­od. Math. Hung. 50 : 1–​2 (August 2005), pp. 247–​280. In homage to Pro­fess­ors E. Csáki and P. Révész. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); IV in Stu­dia Sci. Math. Hung. 44:4 (2007); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VI in ESAIM Probab. Stat. 13 (2009); VII in Ann. Inst. Henri Poin­caré, Probab. Stat. 45:2 (2009); VIII in J. Funct. Anal. 255:9 (2008); IX in ESAIM Probab. Stat. 14 (2010); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2162812 Zbl 1150.​60308 ArXiv math/​0511102 article

A. Nik­egh­bali and M. Yor: “A defin­i­tion and some char­ac­ter­ist­ic prop­er­ties of pseudo-stop­ping times,” Ann. Probab. 33 : 5 (2005), pp. 1804–​1824. MR 2165580 Zbl 1083.​60035 ArXiv math/​0406459 article

J. Ber­toin and M. Yor: “Ex­po­nen­tial func­tion­als of Lévy pro­cesses,” Prob­ab­il­ity Sur­veys 2 (2005), pp. 191–​212. MR 2178044 Zbl 1189.​60096 ArXiv math/​0511265 article

H. Mat­sumoto and M. Yor: “Ex­po­nen­tial func­tion­als of Browni­an mo­tion, I: Prob­ab­il­ity laws at fixed time,” Probab. Surv. 2 (2005), pp. 312–​347. MR 2203675 Zbl 1189.​60150 ArXiv math/​0511517 article

H. Mat­sumoto and M. Yor: “Ex­po­nen­tial func­tion­als of Browni­an mo­tion, II: Some re­lated dif­fu­sion pro­cesses,” Probab. Surv. 2 (2005), pp. 348–​384. MR 2203676 Zbl 1189.​91232 ArXiv math/​0511519 article

P. Carr, H. Ge­man, D. B. Madan, and M. Yor: “Pri­cing op­tions on real­ized vari­ance,” Fin­ance Stoch. 9 : 4 (October 2005), pp. 453–​475. MR 2213777 Zbl 1096.​91022 article

M. Yor: Ba­sic facts about Browni­an mo­tion, stochast­ic in­teg­ra­tion and stochast­ic dif­fer­en­tial equa­tions, July 2005. unpublished

M. Yor: In­tro­duc­tion aux prob­ab­ilités [In­tro­duc­tion to prob­ab­il­ity], June 2005. unpublished

J.-M. Bony, P. G. Ciar­let, and M. Yor: “Les Comptes Ren­dus en mathématique: Passé, présent, fu­tur” [Comptes Ren­dus in math­em­at­ics: Past, present, fu­ture], C. R., Math., Acad. Sci. Par­is 340 : 11 (June 2005), pp. 785–​786. Zbl 1075.​01502 article

D. Madan and M. Yor: CGMY and Meixn­er sub­or­din­at­ors are ab­so­lutely con­tinu­ous with re­spect to one sided stable sub­or­din­at­ors. Pre­print, January 2006. ArXiv math/​0601173 techreport

E. Gobet, G. Pagès, and M. Yor: “Mathématiques et fin­ance” [Math­em­at­ics and fin­ance], pp. 77–​94 in As­pects des mathématiques fin­anciéres [As­pects of fin­an­cial math­em­at­ics] (Par­is, 1 Feb­ru­ary 2005). Edi­ted by M. Yor. La­vois­i­er/TEC et DOC (Par­is), 2006. Trans­lated and re­prin­ted in As­pects of math­em­at­ic­al fin­ance (2008). incollection

P. De­heuvels, G. Pec­cati, and M. Yor: “On quad­rat­ic func­tion­als of the Browni­an sheet and re­lated pro­cesses,” Stochast­ic Pro­cess. Ap­pl. 116 : 3 (March 2006), pp. 493–​538. MR 2199561 Zbl 1090.​60020 article

R. Man­suy and M. Yor: Ran­dom times and en­large­ments of fil­tra­tions in a Browni­an set­ting. Lec­ture Notes in Math­em­at­ics 1873. Spring­er (Ber­lin), 2006. MR 2200733 Zbl 1103.​60003 book

A. Gned­in, J. Pit­man, and M. Yor: “Asymp­tot­ic laws for com­pos­i­tions de­rived from trans­formed sub­or­din­at­ors,” Ann. Probab. 34 : 2 (2006), pp. 468–​492. MR 2223948 Zbl 1142.​60327 ArXiv math/​0403438 article

D. Khosh­nevis­an, P. Salmin­en, and M. Yor: “A note on a.s. fi­nite­ness of per­petu­al in­teg­ral func­tion­als of dif­fu­sions,” Elec­tron. Com­mun. Probab. 11 (2006), pp. 108–​117. MR 2231738 Zbl 1111.​60061 ArXiv math/​0511336 article

J. Obłój and M. Yor: “On loc­al mar­tin­gale and its su­prem­um: Har­mon­ic func­tions and bey­ond,” pp. 517–​533 in From stochast­ic cal­cu­lus to math­em­at­ic­al fin­ance: The Shiry­aev Fest­s­chrift (Meat­bief, France, 9–15 Janu­ary 2005). Edi­ted by Y. Kaban­ov, R. Lip­ster, and J. Stoy­an­ov. Spring­er (Ber­lin), 2006. MR 2234288 Zbl 1120.​60045 ArXiv math/​0412196 incollection

A. Gned­in, J. Pit­man, and M. Yor: “Asymp­tot­ic laws for re­gen­er­at­ive com­pos­i­tions: Gamma sub­or­din­at­ors and the like,” Probab. The­ory Re­lat. Fields 135 : 4 (August 2006), pp. 576–​602. MR 2240701 Zbl 1099.​60023 ArXiv math.​PR/​0405440 article

B. Roynette, P. Val­lois, and M. Yor: “Asymp­tot­ics for the dis­tri­bu­tion of lengths of ex­cur­sions of a \( d \)-di­men­sion­al Bessel pro­cess \( (0\lt d\lt 2) \),” C. R., Math., Acad. Sci. Par­is 343 : 3 (August 2006), pp. 201–​208. MR 2246339 Zbl 1155.​60329 article

A. Nik­egh­bali and M. Yor: “Doob’s max­im­al iden­tity, mul­ti­plic­at­ive de­com­pos­i­tions and en­large­ments of fil­tra­tions,” pp. 791–​814 in Joseph Doob: A col­lec­tion of math­em­at­ic­al art­icles in his memory, published as Ill. J. Math. 50 : 1–​4. Issue edi­ted by J. Burk­hold­er. Uni­versity of Illinois at Urb­ana-Cham­paign, 2006. MR 2247846 Zbl 1101.​60059 incollection

T. Fun­aki, Y. Har­iya, and M. Yor: “Wien­er in­teg­rals for centered Bessel and re­lated pro­cesses, II,” ALEA, Lat. Am. J. Probab. Math. Stat. 1 (2006), pp. 225–​240. Elec­tron­ic only. Part I was pub­lished (with a slightly dif­fer­ent title) in Markov Pro­cess. Re­lat. Fields 13:1 (2007). MR 2249656 Zbl 1112.​60042 article

B. Roynette, P. Val­lois, and M. Yor: “Lim­it­ing laws as­so­ci­ated with Browni­an mo­tion per­turbed by its max­im­um, min­im­um and loc­al time, II,” Stu­dia Sci. Math. Hung. 43 : 3 (2006), pp. 295–​360. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); III in Peri­od. Math. Hung. 50:1–2 (2005); IV in Stu­dia Sci. Math. Hung. 44:4 (2007); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VI in ESAIM Probab. Stat. 13 (2009); VII in Ann. Inst. Henri Poin­caré Probab. Stat. 45:2 (2009); VIII in J. Funct. Anal. 255:9 (2008); IX in ESAIM Probab. Stat. 14 (2010); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2253307 Zbl 1121.​60004 ArXiv math/​0510575 article

L. Gal­lardo and M. Yor: “A chaot­ic rep­res­ent­a­tion prop­erty of the mul­ti­di­men­sion­al Dunkl pro­cesses,” Ann. Probab. 34 : 4 (2006), pp. 1530–​1549. MR 2257654 Zbl 1107.​60015 ArXiv math/​0609679 article

B. Roynette, P. Val­lois, and M. Yor: “Some pen­al­isa­tions of the Wien­er meas­ure,” Jpn. J. Math. (3) 1 : 1 (April 2006), pp. 263–​290. MR 2261065 Zbl 1160.​60315 article

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

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

D. B. Madan and M. Yor: “Itô’s in­teg­rated for­mula for strict loc­al mar­tin­gales,” pp. 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

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

L. Gal­lardo and M. Yor: “Some re­mark­able prop­er­ties of the Dunkl mar­tin­gales,” pp. 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

C. Donati-Mar­tin and M. Yor: “Some ex­pli­cit Krein rep­res­ent­a­tions of cer­tain sub­or­din­at­ors, in­clud­ing the gamma pro­cess,” Publ. Res. Inst. Math. Sci. 42 : 4 (December 2006), pp. 879–​895. MR 2289152 Zbl 1123.​60028 ArXiv math/​0503254 article

T. Fun­aki, Y. Har­iya, F. Hirsch, and M. Yor: “On the con­struc­tion of Wien­er in­teg­rals with re­spect to cer­tain pseudo-Bessel pro­cesses,” Stochast­ic Pro­cess. Ap­pl. 116 : 12 (December 2006), pp. 1690–​1711. MR 2307055 Zbl 1110.​60055 article

S. È. Gra­versen, A. N. Shiry­aev, and M. Yor: “On stochast­ic in­teg­ral rep­res­ent­a­tions of func­tion­als of Browni­an mo­tion, II,” Teor. Veroy­atn. Primen. 51 : 1 (2006), pp. 64–​77. An Eng­lish trans­la­tion was pub­lished in The­ory Probab. Ap­pl. 51:1 (2007). MR 2324166 article

J. Ber­toin, T. Fujita, B. Roynette, and M. Yor: “On a par­tic­u­lar class of self-de­com­pos­able ran­dom vari­ables: The dur­a­tions of Bessel ex­cur­sions strad­dling in­de­pend­ent ex­po­nen­tial times,” Probab. Math. Stat. 26 : 2 (2006), pp. 315–​366. MR 2325310 Zbl 1123.​60063 article

G. Pec­cati and M. Yor: “Iden­tit­ies in law between quad­rat­ic func­tion­als of bivari­ate Gaus­si­an pro­cesses, through Fu­bini the­or­ems and sym­met­ric pro­jec­tions,” pp. 235–​250 in Ap­prox­im­a­tion and prob­ab­il­ity: Pa­pers of the con­fer­ence held on the oc­ca­sion of the 70th an­niversary of Prof. Zbig­niew Ciesiel­ski (Będle­wo, Po­land, 20–24 Septem­ber 2004). Edi­ted by T. Figiel and A. Ka­mont. Banach Cen­ter Pub­lic­a­tions 72. Pol­ish Academy of Sci­ences (Warsaw), 2006. MR 2325748 Zbl 1116.​60013 ArXiv math/​0501506 incollection

M. Yor: Vingt thèmes de recherches [Twenty re­search themes], May 2006. unpublished

As­pects des mathématiques fin­anciéres [As­pects of math­em­at­ic­al fin­ance] (Par­is, 1 Feb­rur­ary 2005). Edi­ted by M. Yor. La­vois­i­er/TEC et DOC (Par­is), 2006. An Eng­lish trans­la­tion was pub­lished in 2008. Zbl 1090.​91003 book

L. F. James and M. Yor: Tilted stable sub­or­din­at­ors, Gamma time changes and oc­cu­pa­tion time of rays by Bessel spiders. Pre­print, January 2007. ArXiv math/​0701049 techreport

P. Carr, H. Ge­man, D. B. Madan, and M. Yor: “Self-de­com­pos­ab­il­ity and op­tion pri­cing,” Math. Fin­ance 17 : 1 (2007), pp. 31–​57. MR 2281791 Zbl 1278.​91157 article

T. Fun­aki, Y. Har­iya, F. Hirsch, and M. Yor: “On some Four­i­er as­pects of the con­struc­tion of cer­tain Wien­er in­teg­rals,” Stochast­ic Pro­cess. Ap­pl. 117 : 1 (2007), pp. 1–​22. MR 2287100 Zbl 1113.​60055 article

M. Yor: “How K. Itô re­vo­lu­tion­ized the study of stochast­ic pro­cesses,” Gaz. Math., Soc. Math. Fr. 111 (January 2007), pp. 51–​55. An Eng­lish trans­la­tion was pub­lished in Jpn. J. Math. 2:1 (2007). MR 2289679 Zbl 1149.​60302 article

J. Pit­man and M. Yor: “Itô’s ex­cur­sion the­ory and its ap­plic­a­tions,” Ja­pan. J. Math. (3) 2 : 1 (March 2007), pp. 83–​96. MR 2295611 Zbl 1156.​60066 article

P. Salmin­en, P. Val­lois, and M. Yor: “On the ex­cur­sion the­ory for lin­ear dif­fu­sions,” Ja­pan. J. Math. (3) 2 : 1 (March 2007), pp. 97–​127. MR 2295612 Zbl 1160.​60024 ArXiv math/​0612687 article

M. Yor: “How K. Itô re­vo­lu­tion­ized the study of stochast­ic pro­cesses,” Jpn. J. Math. (3) 2 : 1 (March 2007), pp. 137–​143. Eng­lish trans­la­tion of French ori­gin­al pub­lished in Gaz. Math. 111 (2007). MR 2295615 Zbl 1157.​60325 article

P. Bour­gade, T. Fujita, and M. Yor: “Euler’s for­mu­lae for \( \zeta(2n) \) and products of Cauchy vari­ables,” Elec­tron. Com­mun. Probab. 12 (2007), pp. 73–​80. Art­icle no. 9. MR 2300217 Zbl 1129.​60088 article

T. Fun­aki, Y. Har­iya, and M. Yor: “Wien­er in­teg­rals for centered powers of Bessel pro­cesses, I,” Markov Pro­cess. Re­lat. Fields 13 : 1 (2007), pp. 21–​56. Part II was pub­lished (with a slightly dif­fer­ent title) in Lat. Am. J. Probab. Math. Stat. 1 (2006). MR 2321750 Zbl 1123.​60035 article

C. Donati-Mar­tin and M. Yor: “Fur­ther ex­amples of ex­pli­cit Krein rep­res­ent­a­tions of cer­tain sub­or­din­at­ors,” Publ. Res. Inst. Math. Sci. 43 : 2 (2007), pp. 315–​328. MR 2341013 Zbl 1129.​60042 ArXiv math/​0509041 article

T. Fujita and M. Yor: “On the re­mark­able dis­tri­bu­tions of max­ima of some frag­ments of the stand­ard re­flect­ing ran­dom walk and Browni­an mo­tion,” Probab. Math. Stat. 27 : 1 (2007), pp. 89–​104. MR 2353273 Zbl 1130.​60051 article

T. Fujita and M. Yor: “A warn­ing about an in­de­pend­ence prop­erty re­lated to ran­dom Browni­an scal­ing,” Probab. Math. Stat. 27 : 1 (2007), pp. 105–​108. MR 2353274 Zbl 1131.​60075 article

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

B. Roynette, P. Val­lois, and M. Yor: “Some ex­ten­sions of Pit­man and Ray–Knight the­or­ems for pen­al­ized Browni­an mo­tions and their loc­al times, IV,” Stu­dia Sci. Math. Hung. 44 : 4 (2007), pp. 469–​516. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); III in Peri­od. Math. Hung. 50:1–2 (2005); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VI in ESAIM Probab. Stat. 13 (2009); VII in Ann. Inst. Henri Poin­caré, Probab. Stat. 45:2 (2009); VIII in J. Funct. Anal. 255:9 (2008); IX in ESAIM Probab. Stat. 14 (2010); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2361439 Zbl 1164.​60355 article

M. Yor: “Joseph Leo Doob (27 févri­er 1910–7 juin 2004)” [Joseph Leo Doob (27 Fe­bur­ary 1910–7 June 2004)], Gaz. Math. 114 (2007), pp. 33–​39. MR 2361707 Zbl 1221.​01089 article

H. Ge­man, D. B. Madan, and M. Yor: “Prob­ing op­tion prices for in­form­a­tion,” Meth­odol. Com­put. Ap­pl. Probab. 9 : 1 (March 2007), pp. 115–​131. MR 2364984 Zbl 1157.​60067 article

J. Na­j­nudel, B. Roynette, and M. Yor: “A re­mark­able \( \sigma \)-fi­nite meas­ure on \( \mathcal{C}(\mathbf{R}_+,\mathbf{R}) \) re­lated to many Browni­an pen­al­isa­tions,” C. R. Math. Acad. Sci. Par­is 345 : 8 (2007), pp. 459–​466. MR 2367926 Zbl 1221.​60003 article

L. Chaumont, L. Maz­liak, and M. Yor: “Some as­pects of the prob­ab­il­ist­ic work,” Chapter 3, pp. 41–​66 in Kolmogorov’s her­it­age in math­em­at­ics. Edi­ted by É. Char­pen­ti­er, A. Lesne, and N. Nikol­ski. Spring­er (Ber­lin), 2007. Eng­lish trans­la­tion of chapter 3 of L’Héritage de Kolmogorov en mathématiques (2004). MR 2376738 Zbl 1369.​60003 incollection

P. Salmin­en and M. Yor: “Tana­ka for­mula for sym­met­ric Lévy pro­cesses,” pp. 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

M. Yor: “Le mouvement Browni­en: Une mar­tin­gale ex­cep­tion­nelle et néan­moins générique” [Browni­an mo­tion: An ex­cep­tion­al yet gen­er­ic mar­tin­gale], Chapter 4, pp. 103–​138 in Leçons de mathématiques d’au­jourd’hui [Today’s math­em­at­ics les­sons], vol. 3. Edi­ted by É. Char­pen­ti­er and N. Nikol­ski. Le Sel et le Fer 17. Cas­sini (Par­is), 2007. incollection

S. È. Gra­versen, A. N. Shiry­aev, and M. Yor: “On stochast­ic in­teg­ral rep­res­ent­a­tions of func­tion­als of Browni­an mo­tion, II,” The­ory Probab. Ap­pl. 51 : 1 (2007), pp. 65–​77. Eng­lish trans­la­tion of Rus­si­an ori­gin­al pub­lished in Teor. Veroy­atn. Primen. 51:1 (2007). Zbl 1116.​60022 article

M. At­lan, H. Ge­man, D. B. Madan, and M. Yor: “Cor­rel­a­tion and the pri­cing of risks,” Ann. Fin­ance 3 : 4 (October 2007), pp. 411–​453. Zbl 1233.​91320 article

A. Bentata and M. Yor: From Black–Scholes and Dupire for­mu­lae to last pas­sage times of loc­al mar­tin­gales, Part A: The in­fin­ite time ho­ri­zon. Pre­print, June 2008. ArXiv 0806.​0239 techreport

A. Bentata and M. Yor: From Black–Scholes and Dupire for­mu­lae to last pas­sage times of loc­al mar­tin­gales, Part B: The fi­nite time ho­ri­zon. Pre­print, July 2008. ArXiv 0807.​0788 techreport

C. P. Hughes, A. Nik­egh­bali, and M. Yor: “An arith­met­ic mod­el for the total dis­order pro­cess,” Probab. The­ory Re­lat. Fields 141 : 1–​2 (May 2008), pp. 47–​59. MR 2372965 Zbl 1144.​60020 article

B. Roynette, P. Val­lois, and M. Yor: “Pen­al­iz­ing a \( \mathrm{BES}(d) \) pro­cess \( (0\lt d\lt 2) \) with a func­tion of its loc­al time, V,” Stu­dia Sci. Math. Hung. 45 : 1 (2008), pp. 67–​124. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); III in Peri­od. Math. Hung. 50:1–2 (2005); IV in Stu­dia Sci. Math. Hung. 44:4(2007); VI in ESAIM Probab. Stat. 13 (2009); VII in Ann. Inst. Henri Poin­caré, Probab. Stat. 45:2 (2009); VIII in J. Funct. Anal. 255:9 (2008); IX in ESAIM Probab. Stat. 14 (2010); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2401169 Zbl 1164.​60307 article

As­pects of math­em­at­ic­al fin­ance (Par­is, 1 Feb­ru­ary 2005). Edi­ted by M. Yor. Spring­er (Ber­lin), 2008. Eng­lish trans­la­tion of 2006 French ori­gin­al. MR 2404094 Zbl 1132.​91001 book

E. Gobet, G. Pagès, and M. Yor: “Math­em­at­ics and fin­ance,” pp. 63–​76 in As­pects of math­em­at­ic­al fin­ance (Par­is, 1 Feb­ru­ary 2005). Edi­ted by M. Yor. Spring­er (Ber­lin), 2008. Eng­lish trans­la­tion of French ori­gin­al from Mathématiques et fin­ance (2006). MR 2409696 Zbl 1153.​91300 incollection

C. Donati-Mar­tin, B. Roynette, P. Val­lois, and M. Yor: “On con­stants re­lated to the choice of the loc­al time at 0, and the cor­res­pond­ing Itô meas­ure for Bessel pro­cesses with di­men­sion \( d = 2(1-\alpha) \), \( 0 \lt \alpha \lt 1 \),” Stu­dia Sci. Math. Hung. 45 : 2 (2008), pp. 207–​221. MR 2417969 Zbl 1212.​60070 article

S. N. Majum­dar, J. Ran­don-Furl­ing, M. J. Kear­ney, and M. Yor: “On the time to reach max­im­um for a vari­ety of con­strained Browni­an mo­tions,” J. Phys. A 41 : 36 (2008). Art­icle no. 365005, 18 pp. MR 2447861 Zbl 1195.​82020 ArXiv 0802.​2619 article

P. Bour­gade, C. P. Hughes, A. Nik­egh­bali, and M. Yor: “The char­ac­ter­ist­ic poly­no­mi­al of a ran­dom unit­ary mat­rix: A prob­ab­il­ist­ic ap­proach,” Duke Math. J. 145 : 1 (2008), pp. 45–​69. MR 2451289 Zbl 1155.​15025 ArXiv 0706.​0333 article

R. Man­suy and M. Yor: As­pects of Browni­an mo­tion. Uni­versitext. Spring­er (Ber­lin), 2008. MR 2454984 Zbl 1162.​60022 book

M.-K. von Re­nesse, M. Yor, and L. Zam­botti: “Quasi-in­vari­ance prop­er­ties of a class of sub­or­din­at­ors,” Stochast­ic Pro­cess. Ap­pl. 118 : 11 (November 2008), pp. 2038–​2057. MR 2462287 Zbl 1180.​60044 ArXiv 0706.​3010 article

N. En­riquez, C. Sabot, and M. Yor: “Re­new­al series and square-root bound­ar­ies for Bessel pro­cesses,” Elec­tron. Com­mun. Probab. 13 (2008), pp. 649–​652. Art­icle no. 59. MR 2466192 Zbl 1190.​60031 ArXiv 0806.​3197 article

B. Roynette and M. Yor: “Ten pen­al­isa­tion res­ults of Browni­an mo­tion in­volving its one-sided su­prem­um un­til first and last pas­sage times, VIII,” J. Funct. Anal. 255 : 9 (November 2008), pp. 2606–​2640. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); III in Peri­od. Math. Hung. 50:1–2 (2005); IV in Stu­dia Sci. Math. Hung. 44:4 (2007); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VI in ESAIM Probab. Stat. 13 (2009); VII in Ann. Inst. Henri Poin­caré, Probab. Stat. 45:2 (2009); IX in ESAIM Probab. Stat. 14 (2010); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2473270 Zbl 1180.​60070 article

L. F. James, B. Roynette, and M. Yor: “Gen­er­al­ized gamma con­vo­lu­tions, Di­rich­let means, Thor­in meas­ures, with ex­pli­cit ex­amples,” Probab. Surv. 5 (2008), pp. 346–​415. MR 2476736 Zbl 1189.​60035 ArXiv 0708.​3932 article

B. Roynette, P. Val­lois, and M. Yor: “Pen­al­isa­tions of Browni­an mo­tion with its max­im­um and min­im­um pro­cesses as weak forms of Skorok­hod em­bed­ding, X,” The­ory Stoch. Pro­cess. 14 : 2 (2008), pp. 116–​138. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); III in Peri­od. Math. Hung. 50:1–2 (2005); IV in Stu­dia Sci. Math. Hung. 44:4 (2007); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VI in ESAIM Probab. Stat. 13 (2009); VII in Ann. Inst. Henri Poin­caré, Probab. Stat. 45:2 (2009); VIII in J. Funct. Anal. 255:9 (2008); IX in ESAIM Probab. Stat. 14 (2010). MR 2479739 Zbl 1224.​60076 article

G. Pec­cati and M. Yor: “Burk­hold­er’s sub­martin­gales from a stochast­ic cal­cu­lus per­spect­ive,” Ill. J. Math. 52 : 3 (2008), pp. 815–​824. MR 2546009 Zbl 1176.​60033 ArXiv 0705.​3633 article

D. Madan, B. Roynette, and M. Yor: “Op­tion prices as prob­ab­il­it­ies,” Fin­anc. Res. Lett. 5 : 2 (June 2008), pp. 79–​87. article

B. Roynette and M. Yor: Ex­ist­ence and prop­er­ties of pseudo-in­verses for Bessel and re­lated pro­cesses. Pre­print, December 2008. techreport

M. Yor: “Faut-il avoir peur des Mathématiques Fin­an­ci­eres?” [Should we be afraid of fin­an­cial math­em­at­ics?], Mata­p­li 87 (2008), pp. 47–​52. article

M. Yor, J.-P. Ka­hane, S. Jaf­fard, and D. Talay: “Mathématiques fin­ancières et in­dus­trie ban­caire: Le point ac­tuel; quelques per­spect­ives” [Fin­an­cial math­em­at­ics and the bank­ing in­dustry: The cur­rent point; some per­spect­ives], Mata­p­li 86 (June 2008), pp. 21–​34. article

D. Madan, B. Roynette, and M. Yor: “Uni­fy­ing Black–Scholes type for­mu­lae which in­volve Browni­an last pas­sage times up to a fi­nite ho­ri­zon,” Asia-Pac. Fin­anc. Mark. 15 : 2 (June 2008), pp. 97–​115. Zbl 1163.​91414 article

Har­mon­ic and stochast­ic ana­lys­is of Dunkl pro­cesses. Edi­ted by P. Graczyk, M. Rösler, and M. Yor. Travaux en Cours: Math­em­atique 71. La­vois­i­er Her­mann (Par­is), 2008. Zbl 1205.​60005 book

M. Yor: “Kiy­osi Itô (1915–2008),” Gaz. Math., Soc. Math. Fr. 119 (January 2009), pp. 115. MR 2482837 article

B. Roynette and M. Yor: Pen­al­ising Browni­an paths. Lec­ture Notes in Math­em­at­ics 1969. Spring­er (Ber­lin), 2009. Ded­ic­ated to Frank Knight (1933–2007). MR 2504013 Zbl 1190.​60002 book

B. Roynette, P. Val­lois, and M. Yor: “Pen­al­isa­tions of mul­ti­di­men­sion­al Browni­an mo­tion, VI,” ESAIM Probab. Stat. 13 (January 2009), pp. 152–​180. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); III in Peri­od. Math. Hung. 50:1–2 (2005); IV in Stu­dia Sci. Math. Hung. 44:4 (2007); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VII in Ann. Inst. Henri Poin­caré, Probab. Stat. 45:2 (2009); VIII in J. Funct. Anal. 255:9 (2008); IX in ESAIM Probab. Stat. 14 (2010); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2518544 Zbl 1189.​60069 article

D. Baker and M. Yor: “A Browni­an sheet mar­tin­gale with the same mar­gin­als as the arith­met­ic av­er­age of geo­met­ric Browni­an mo­tion,” Elec­tron. J. Probab. 14 : 52 (2009), pp. 1532–​1540. Art­icle no. 52. MR 2519530 Zbl 1201.​60033 article

F. Hirsch and M. Yor: “Frac­tion­al in­ter­twin­ings between two Markov semig­roups,” Po­ten­tial Anal. 31 : 2 (August 2009), pp. 133–​146. MR 2520721 Zbl 1175.​26010 article

B. Roynette, P. Val­lois, and M. Yor: “Browni­an pen­al­isa­tions re­lated to ex­cur­sion lengths, VII,” Ann. Inst. Henri Poin­caré, Probab. Stat. 45 : 2 (2009), pp. 421–​452. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); III in Peri­od. Math. Hung. 50:1–2 (2005); IV in Stu­dia Sci. Math. Hung. 44:4 (2007); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VI in ESAIM Probab. Stat. 13 (2009); VIII in J. Funct. Anal. 255:9 (2008); IX in ESAIM Probab. Stat. 14 (2010); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2521408 Zbl 1181.​60046 article

J. Na­j­nudel, B. Roynette, and M. Yor: A glob­al view of Browni­an pen­al­isa­tions. MSJ Mem­oirs 19. Math­em­at­ic­al So­ci­ety of Ja­pan (Tokyo), 2009. MR 2528440 Zbl 1180.​60004 ArXiv 0905.​2220 book

A. Nik­egh­bali and M. Yor: “The Barnes \( G \) func­tion and its re­la­tions with sums and products of gen­er­al­ized gamma con­vo­lu­tion vari­ables,” Elec­tron. Com­mun. Probab. 14 (2009), pp. 396–​411. Art­icle no. 39. MR 2545290 Zbl 1189.​60073 ArXiv 0707.​3187 article

K. Yano, Y. Yano, and M. Yor: “Pen­al­ising sym­met­ric stable Lévy paths,” J. Math. Soc. Ja­pan 61 : 3 (2009), pp. 757–​798. MR 2552915 Zbl 1180.​60008 ArXiv 0807.​4336 article

M. Yor: “J. L. Doob (27 Feb­ru­ary 1910–7 June 2004),” Ann. Probab. 37 : 5 (2009), pp. 1664–​1670. Trans­la­tion of French ori­gin­al pub­lished in Gaz. Math. 114 (2007). MR 2561429 Zbl 1176.​60004 article

M. Jean­blanc, M. Yor, and M. Ches­ney: Math­em­at­ic­al meth­ods for fin­an­cial mar­kets. Spring­er Fin­ance. Spring­er (Lon­don), 2009. MR 2568861 Zbl 1205.​91003 book

M. Yor: “Some as­pects of K. Itô’s works,” Eur. Math. Soc. Newsl. 72 (June 2009), pp. 11–​12. Re­prin­ted in Stochast­ic Pro­cess. Ap­pl. 120:5 (2010). MR 2571601 Zbl 1189.​01067 article

F. Hirsch and M. Yor: “A con­struc­tion of pro­cesses with one di­men­sion­al mar­tin­gale mar­gin­als, based upon path-space Orn­stein–Uh­len­beck pro­cesses and the Browni­an sheet,” J. Math. Kyoto Univ. 49 : 2 (2009), pp. 389–​417. MR 2571849 Zbl 1203.​60122 article

F. Hirsch and M. Yor: “A con­struc­tion of pro­cesses with one-di­men­sion­al mar­tin­gale mar­gin­als, as­so­ci­ated with a Lévy pro­cess, via its Lévy sheet,” J. Math. Kyoto Univ. 49 : 4 (2009), pp. 785–​815. MR 2591117 Zbl 1191.​60040 article

D. Madan, B. Roynette, and M. Yor: “Put op­tion prices as joint dis­tri­bu­tion func­tions in strike and ma­tur­ity: The Black–Scholes case,” Int. J. The­or. Ap­pl. Fin­ance 12 : 8 (2009), pp. 1075–​1090. MR 2598932 Zbl 1183.​91179 article

K. Yano, Y. Yano, and M. Yor: “On the laws of first hit­ting times of points for one-di­men­sion­al sym­met­ric stable Lévy pro­cesses,” pp. 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

P. Bour­gade and M. Yor: “Ran­dom matrices and the Riemann zeta func­tion,” pp. 25–​40 in Journées Élie Cartan 2006, 2007 et 2008 [Élie Cartan Days 2006, 2007 and 2008]. Edi­ted by J. Soko­lowski. In­sti­tut Élie Cartan 19. In­sti­tut Élie Cartan (Van­d­oeuvre-lès-Nancy, France), 2009. MR 2792032 incollection

B. Roynette, P. Val­lois, and M. Yor: “A fam­ily of gen­er­al­ized gamma con­vo­luted vari­ables,” Probab. Math. Stat­ist. 29 : 2 (2009), pp. 181–​204. MR 2792539 Zbl 1197.​60012 article

M. Yor: “Ébauche de réponse à M. Michel Ro­card” [Draft re­sponse to Mr. Michel Ro­card], Gaz. Math., Soc. Math. Fr. 119 (January 2009), pp. 75–​76. article

L. Chaumont and M. Yor: Ex­er­cises in prob­ab­il­ity: A guided tour from meas­ure the­ory to ran­dom pro­cesses, via con­di­tion­ing, Re­print edition. Cam­bridge Uni­versity Press, 2009. Re­print of 2003 ori­gin­al. Zbl 1180.​60002 book

M. Yor and M. E. Vares: “A trib­ute to Pro­fess­or Kiy­osi Itô,” Stochast­ic Pro­cess. Ap­pl. 120 : 1 (January 2010), pp. 104. This is a brief an­nounce­ment of the spe­cial is­sue ded­ic­ated to Itô, Stochast­ic Pro­cess. Ap­pl. 120:5 (2010). MR 2565848 Zbl 1178.​01066 article

C. Pro­feta, B. Roynette, and M. Yor: Op­tion prices as prob­ab­il­it­ies: A new look at gen­er­al­ized Black–Scholes for­mu­lae. Spring­er Fin­ance. Spring­er (Ber­lin), 2010. MR 2582990 Zbl 1188.​91004 book

M. Yor: “Some as­pects of K. Itô’s works,” Stochast­ic Pro­cess. Ap­pl. 120 : 5 (May 2010), pp. 577–​579. Re­prin­ted from Eur. Math. Soc. Newsl. 72 (2009). MR 2603052 Zbl 1194.​60002 article

O. Kella and M. Yor: “A new for­mula for some lin­ear stochast­ic equa­tions with ap­plic­a­tions,” Ann. Ap­pl. Probab. 20 : 2 (2010), pp. 367–​381. MR 2650036 Zbl 1196.​60122 ArXiv 1009.​3373 article

B. Roynette and M. Yor: “Loc­al lim­it the­or­ems for Browni­an ad­dit­ive func­tion­als and pen­al­isa­tion of Browni­an paths, IX,” ESAIM Probab. Stat. 14 (March 2010), pp. 65–​92. Parts I–X have very dif­fer­ent titles. I was pub­lished in Stu­dia Sci. Math. Hung. 46:2 (2003); II in Stu­dia Sci. Math. Hung. 43:3 (2006); III in Peri­od. Math. Hung. 50:1–2 (2005); IV in Stu­dia Sci. Math. Hung. 44:4 (2007); V in Stu­dia Sci. Math. Hung. 45:1 (2008); VI in ESAIM Probab. Stat. 13 (2009); VII in Ann. Inst. Henri Poin­caré, Probab. Stat. 45:2 (2009); VIII in J. Funct. Anal. 255:9 (2008); X in The­ory Stoch. Pro­cess. 14:2 (2008). MR 2654548 Zbl 1219.​60036 article

F. Hirsch and M. Yor: “Look­ing for mar­tin­gales as­so­ci­ated to a self-de­com­pos­able law,” Elec­tron. J. Probab. 15 (2010), pp. 932–​961. Art­icle no. 29. MR 2659753 Zbl 1225.​60131 article

M. Yor: “Paul Malliavin (1925–2010) et son cal­cul (1976–…)” [Paul Malliavin (1925–2010) and his cal­cu­lus (1976–…)], Gaz. Math., Soc. Math. Fr. 126 (2010), pp. 114–​115. MR 2722013 Zbl 1226.​01032 article

F. Hirsch, B. Roynette, and M. Yor: “Ap­ply­ing Itô’s motto: ‘Look at the in­fin­ite di­men­sion­al pic­ture’ by con­struct­ing sheets to ob­tain pro­cesses in­creas­ing in the con­vex or­der,” Peri­od. Math. Hung. 61 : 1–​2 (2010), pp. 195–​211. MR 2728438 Zbl 1274.​60052 article

F. Hirsch, B. Roynette, and M. Yor: “Uni­fy­ing con­struc­tions of mar­tin­gales as­so­ci­ated with pro­cesses in­creas­ing in the con­vex or­der, via Lévy and Sato sheets,” Expo. Math. 28 : 4 (2010), pp. 299–​324. MR 2734446 Zbl 1223.​60027 article

K. Yano, Y. Yano, and M. Yor: “Pen­al­isa­tion of a stable Lévy pro­cess in­volving its one-sided su­prem­um,” Ann. Inst. Henri Poin­caré, Probab. Stat. 46 : 4 (2010), pp. 1042–​1054. MR 2744885 Zbl 1208.​60046 article

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

M. Yor: Dix autre thèmes de recher­che sur les pro­ces­sus stochastiques, II [Ten oth­er re­search themes on stochast­ic pro­cesses, II], August 2010. Part I, with a dif­fer­ent title, was also un­pub­lished, 2011. unpublished

M. Yor: Du mouvement browni­en aux pro­ces­sus de Lévy, via les semi-mar­tin­gales et les dif­fu­sions [From Browni­an mo­tions to Lévy pro­cesses, via semi-mar­tin­gales and dif­fu­sions], February 2010. unpublished

M. Yor: “Squared Bessel pro­cesses,” pp. 1678–​1679 in En­cyc­lo­pe­dia of quant­it­at­ive fin­ance, vol. 4. Edi­ted by R. Cont and P. Tankov. Wiley (Hoboken, NJ), 2010. incollection

A trib­ute to Kiy­osi Itô, published as Stochast­ic Pro­cess. Ap­pl. 120 : 5. Issue edi­ted by M. Yor and M. E. Vares. El­sevi­er (Am­s­ter­dam), May 2010. A brief an­nounce­ment of this spe­cial is­sue was pub­lished in Stochast­ic Pro­cess. Ap­pl. 120:1 (2010). book

M. Yor and M. E. Vares: “In­tro­du­cing the volume,” pp. 585–​589 in A trib­ute to Kiy­osi Itô, published as Stochast­ic Pro­cesses Ap­pl. 120 : 5 (special issue). Issue edi­ted by M. Yor and M. E. Vares. El­sevi­er (Am­s­ter­dam), May 2010. Zbl 1203.​60003 incollection

D. Du­fresne and M. Yor: A two-di­men­sion­al ex­ten­sion of Bouger­ol’s iden­tity in law for the ex­po­nen­tial func­tion­al of Browni­an mo­tion. Pre­print, November 2011. techreport

D. Du­fresne and M. Yor: A two-di­men­sion­al ex­ten­sion of Bouger­ol’s iden­tity in law for the ex­po­nen­tial func­tion­al of Browni­an mo­tion, II: The story so far…, 2011. 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

P. Salmin­en and M. Yor: “On hit­ting times of af­fine bound­ar­ies by re­flect­ing Browni­an mo­tion and Bessel pro­cesses,” Peri­od. Math. Hung. 62 : 1 (March 2011), pp. 75–​101. Ded­ic­ated to En­dre Csáki and Pál Révész on the oc­ca­sion of their 75th birth­days. MR 2772384 Zbl 1274.​60251 ArXiv 1012.​2038 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

D. Baker and M. Yor: “On mar­tin­gales with giv­en mar­gin­als and the scal­ing prop­erty,” pp. 437–​439 in Sémin­aire de prob­ab­ilités XLIII [Forty third prob­ab­il­ity sem­in­ar]. Edi­ted by C. Donati-Mar­tin, A. Le­jay, and A. Rou­ault. Lec­ture Notes in Math­em­at­ics 2006. Spring­er (Ber­lin), 2011. MR 2790385 Zbl 1216.​60040 incollection

D. Baker, C. Donati-Mar­tin, and M. Yor: “A se­quence of Al­bin type con­tinu­ous mar­tin­gales with Browni­an mar­gin­als and scal­ing,” pp. 441–​449 in Sémin­aire de prob­ab­ilités XLIII [Forty-third prob­ab­il­ity sem­in­ar]. Edi­ted by C. Donati-Mar­tin, A. Le­jay, and A. Rou­ault. Lec­ture Notes in Math­em­at­ics 2006. Spring­er (Ber­lin), 2011. MR 2790386 Zbl 1216.​60039 incollection

F. Hirsch, C. Pro­feta, B. Roynette, and M. Yor: “Con­struct­ing self-sim­il­ar mar­tin­gales via two Skorok­hod em­bed­dings,” pp. 451–​503 in Sémin­aire de prob­ab­ilités XLIII [Forty-third prob­ab­il­ity sem­in­ar]. Edi­ted by C. Donati-Mar­tin, A. Le­jay, and A. Rou­ault. Lec­ture Notes in Math­em­at­ics 2006. Spring­er (Ber­lin), 2011. MR 2790387 Zbl 1234.​60047 incollection

D. W. Stroock, M. Yor, J.-P. Ka­hane, R. Gundy, L. Gross, and M. Vergne: “Re­mem­ber­ing Paul Malliavin,” No­tices Amer. Math. Soc. 58 : 4 (2011), pp. 568–​573. MR 2807523

F. Hirsch, C. Pro­feta, B. Roynette, and M. Yor: Pea­cocks and as­so­ci­ated mar­tin­gales, with ex­pli­cit con­struc­tions. Boc­coni & Spring­er Series 3. Spring­er (New York), 2011. MR 2808243 Zbl 1227.​60001 book

S. Vaker­oud­is, M. Yor, and D. Hol­c­man: “The mean first ro­ta­tion time of a planar poly­mer,” J. Stat. Phys. 143 : 6 (June 2011), pp. 1074–​1095. MR 2813786 Zbl 1221.​82159 ArXiv 1101.​1737 article

M. Hoff­mann and D. Lam­ber­ton: “Pre­face.” Edi­ted by M. Hoff­mann and D. Lam­ber­ton. ESAIM, Probab. Stat. 15 : supplement (2011), pp. S1. MR 2817340 article

D. B. Madan and M. Yor: “The S&P 500 in­dex as a Sato pro­cess trav­el­ling at the speed of the VIX,” Ap­pl. Math. Fin­ance 18 : 3–​4 (2011), pp. 227–​244. MR 2818165 Zbl 1239.​91186 article

F. Hirsch, B. Roynette, and M. Yor: “From an Itô type cal­cu­lus for Gaus­si­an pro­cesses to in­teg­rals of log-nor­mal pro­cesses in­creas­ing in the con­vex or­der,” J. Math. Soc. Ja­pan 63 : 3 (2011), pp. 887–​917. MR 2836749 Zbl 1233.​60008 article

P. Carr, H. Ge­man, D. B. Madan, and M. Yor: “Op­tions on real­ized vari­ance and con­vex or­ders,” Quant. Fin­ance 11 : 11 (2011), pp. 1685–​1694. MR 2850996 Zbl 1277.​91164 article

M. Yor: “Small and big prob­ab­il­ity worlds,” pp. 261–​271 in Mar­cinkiewicz cen­ten­ary volume (28 June–2 Ju­ly 2010). Edi­ted by M. Nawrocki and W. Wnuk. Banach Cen­ter Pub­lic­a­tions 95. Pol­ish Academy of Sci­ences (Warsaw), 2011. MR 2918098 Zbl 1238.​60001 incollection

F. Petit and M. Yor: A pro­pos de cer­taines ex­ten­sions de l’algèbre beta-gamma [On cer­tain ex­ten­sions of the beta-gamma al­gebra], September 2011. unpublished

M. Yor: Dix thèmes de recher­che sur les pro­ces­sus stochastiques qui me tiennent à coeur et m’ont longtemps oc­cupé, I [Ten re­search themes on stochast­ic pro­cesses that are im­port­ant to me and have long oc­cu­pied me, I], 2011. Part II, with a dif­fer­ent title, was also un­pub­lished, 2010. unpublished

M. Yor: “Un modèle stochastique peut en cach­er un autre” [A stochast­ic mod­el can hide an­oth­er], La Recher­che 451 (April 2011), pp. 2–​21. article

M. Yor: “Why I be­came es­pe­cially in­ter­ested to work from F. Spitzer’s pa­per about the asymp­tot­ics of planar Browni­an wind­ings,” pp. 341–​346 in All that math: Por­traits of math­em­aticians as young read­ers. Edi­ted by A. Cór­doba, J. L. Fernán­dez, and P. Fer­án­dez. Rev­ista Matemática Iberoamer­ic­ana (Mad­rid), 2011. incollection

S. Vaker­oud­is and M. Yor: “A cent­ral lim­it the­or­em for a se­quence of Browni­an mo­tions in the unit sphere in \( \mathbb{R}^n \),” Stat. Probab. Lett. 82 : 3 (March 2012), pp. 599–​605. MR 2887477 Zbl 1239.​60022 ArXiv 1107.​3230 article

F. T. Bruss and M. Yor: “Stochast­ic pro­cesses with pro­por­tion­al in­cre­ments and the last-ar­rival prob­lem,” Stochast­ic Pro­cess. Ap­pl. 122 : 9 (September 2012), pp. 3239–​3261. MR 2946441 Zbl 1255.​60166 article

F. Hirsch and M. Yor: “On tem­por­ally com­pletely mono­tone func­tions for Markov pro­cesses,” Probab. Surv. 9 (2012), pp. 253–​286. MR 2947802 Zbl 1245.​60071 article

S. Vaker­oud­is and M. Yor: “Some in­fin­ite di­vis­ib­il­ity prop­er­ties of the re­cip­roc­al of planar Browni­an mo­tion exit time from a cone,” Elec­tron. Com­mun. Probab. 17 (2012). Art­icle no. 23, 9 pp. MR 2950189 Zbl 1259.​60097 ArXiv 1201.​2718 article

M. Émery and M. Yor: “Er­rat­um to Sémin­aire XXVII: ‘On the Lévy trans­form­a­tion of Browni­an mo­tions and con­tinu­ous mar­tin­gales’,” pp. 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

L. Chaumont and M. Yor: Ex­er­cises in prob­ab­il­ity: A guided tour from meas­ure the­ory to ran­dom pro­cesses, via con­di­tion­ing, 2nd edition. Cam­bridge Series in Stat­ist­ic­al and Prob­ab­il­ist­ic Math­em­at­ics 35. Cam­bridge Uni­versity Press, 2012. Re­pub­lic­a­tion of 2003 ori­gin­al. MR 2964501 Zbl 1246.​60001 book

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

D. B. Madan and M. Yor: “Mo­ments of Wien­er in­teg­rals for sub­or­din­at­ors,” Elec­tron. Com­mun. Probab. 17 (2012). Art­icle no. 55, 8 pp. MR 2999983 Zbl 1329.​60165 article

S. Vaker­oud­is and M. Yor: “A scal­ing proof for Walsh’s Browni­an mo­tion ex­ten­ded arc-sine law,” Elec­tron. Com­mun. Probab. 17 (2012). Art­icle no. 63, 9 pp. MR 3007207 Zbl 1323.​60115 ArXiv 1206.​3688 article

N. El Ka­roui, E. Par­doux, and M. Yor: Stochast­ic fil­ter­ing at Saint-Flour (Saint-Flour, France, 1979). Prob­ab­il­ity at Saint-Flour. Spring­er (Heidel­berg), 2012. Re­print of lec­tures ori­gin­ally pub­lished in Ecole d’eté de prob­ab­ilités de Saint-Flour IX–1979 (1981), in­clud­ing Yor’s con­tri­bu­tions. MR 3075395 Zbl 05993935 book

J. Na­j­nudel, D. Stroock, and M. Yor: “On a flow of trans­form­a­tions of a Wien­er space,” Chapter 5, pp. 119–​131 in Stochast­ic ana­lys­is and re­lated top­ics: In hon­our of Ali Süley­man Üstünel (Par­is, 14–15 June 2010). Edi­ted by L. De­creuse­fond and J. Najim. Spring­er Pro­ceed­ings in Math­em­at­ics & Stat­ist­ics 22. Spring­er (Ber­lin), 2012. MR 3236089 Zbl 1338.​60176 incollection

P. Salmin­en and M. Yor: On some prob­ab­il­ist­ic oc­cur­rences of the Pois­son sum­ma­tion for­mula, 2012. unpublished

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. Ber­toin and M. Yor: “Re­triev­ing in­form­a­tion from sub­or­din­a­tion,” pp. 97–​106 in Prok­horov and con­tem­por­ary prob­ab­il­ity the­ory. Edi­ted by A. N. Shiry­aev, S. R. S. Varadhan, and E. L. Pres­man. Spring­er Pro­ceed­ings in Math­em­at­ics & Stat­ist­ics 33. Spring­er (Heidel­berg), 2013. MR 3070468 Zbl 1284.​60084 ArXiv 1005.​3187 incollection

J. Ber­toin and M. Yor: “Pure jump in­creas­ing pro­cesses and the change of vari­ables for­mula,” Elec­tron. Com­mun. Probab. 18 (2013). Art­icle no. 41, 7 pp. MR 3070907 Zbl 1306.​60120 ArXiv 1303.​6452 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

F. Hirsch and M. Yor: “On the Mel­lin trans­forms of the per­petu­ity and the re­mainder vari­ables as­so­ci­ated to a sub­or­din­at­or,” Bernoulli 19 : 4 (2013), pp. 1350–​1377. MR 3102555 Zbl 1287.​60096 ArXiv 1309.​7801 article

S. Vaker­oud­is and M. Yor: “In­teg­rabil­ity prop­er­ties and lim­it the­or­ems for the exit time from a cone of planar Browni­an mo­tion,” Bernoulli 19 : 5A (2013), pp. 2000–​2009. MR 3127946 Zbl 1294.​60103 ArXiv 1201.​2716 article

F. Hirsch and M. Yor: “On the re­mark­able Lamperti rep­res­ent­a­tion of the in­verse loc­al time of a ra­di­al Orn­stein–Uh­len­beck pro­cess,” Bull. Belg. Math. Soc. Si­mon Stev­in 20 : 3 (2013), pp. 435–​449. MR 3129051 Zbl 1287.​60048 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

M. Yor: “Sur l’œuvre de Paul Lévy” [On the works of Paul Lévy], ESAIM, Probab. Stat. 17 (2013), pp. 789. MR 3141783 Zbl 1285.​01021 article

J. Ber­toin, D. Du­fresne, and M. Yor: “Some two-di­men­sion­al ex­ten­sions of Bouger­ol’s iden­tity in law for the ex­po­nen­tial func­tion­al of lin­ear Browni­an mo­tion,” Rev. Mat. Iberoam. 29 : 4 (2013), pp. 1307–​1324. MR 3148605 Zbl 1303.​60073 ArXiv 1201.​1495 article

E. Eber­lein, D. Madan, M. Pis­tori­us, and M. Yor: “A simple stochast­ic rate mod­el for rate equity hy­brid products,” Ap­pl. Math. Fin­ance 20 : 5–​6 (2013), pp. 461–​488. MR 3169863 Zbl 1396.​91780 article

M. Yor: “On weak and strong Browni­an fil­tra­tions: Defin­i­tions and ex­amples,” pp. 115–​121 in Self-sim­il­ar pro­cesses and their ap­plic­a­tions (An­gers, France, 20–24 Ju­ly 2009). Edi­ted by L. Chaumont, P. Graczyk, and L. Vostrikova. Sémin­aires et Con­grès 28. Société Mathématique de France (Par­is), 2013. MR 3203521 Zbl 1311.​60090 incollection

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.-F. Le Gall and J. Pit­man: “Ob­it­u­ary: Marc Yor 1949–2014,” No­tices Am. Math. Soc. 61 : 5 (May 2014), pp. 508–​509. article

E. Eber­lein, D. Madan, M. Pis­tori­us, W. Schoutens, and M. Yor: “Two price eco­nom­ies in con­tinu­ous time,” Ann. Fin­ance 10 : 1 (February 2014), pp. 71–​100. MR 3159206 Zbl 1298.​91086 article

H. Ge­man and M. Jean­blanc: “Marc Yor: A beau­ti­ful mind has dis­ap­peared,” Stochast­ic Pro­cess. Ap­pl. 124 : 6 (June 2014), pp. v–​vii. MR 3188345 Zbl 1294.​01043 article

R. Elie, M. Rosen­baum, and M. Yor: “On the ex­pect­a­tion of nor­mal­ized Browni­an func­tion­als up to first hit­ting times,” Elec­tron. J. Probab. 19 (2014), pp. Article no. 37, 23 pp. MR 3194736 Zbl 1291.​60164 ArXiv 1310.​1181 article

J.-F. Le Gall: “Marc Yor (1949–2014),” Gaz. Math., Soc. Math. Fr. 140 (2014), pp. 73–​74. MR 3201605 Zbl 1358.​01120 article

J.-F. Le Gall and J. Pit­man: “Marc Yor (1949–2014),” No­tices Am. Math. Soc. 61 : 5 (May 2014), pp. 508–​509. MR 3203242 Zbl 1338.​01050 article

J. Ber­toin and M. Yor: “Loc­al times for func­tions with fi­nite vari­ation: Two ver­sions of Stieltjes change-of-vari­ables for­mula,” Bull. Lond. Math. Soc. 46 : 3 (2014), pp. 553–​560. MR 3210711 Zbl 1295.​26011 ArXiv 1307.​1288 article

E. Eber­lein, D. B. Madan, M. Pis­tori­us, and M. Yor: “Bid and ask prices as non-lin­ear con­tinu­ous time G-ex­pect­a­tions based on dis­tor­tions,” Math. Fin­anc. Econ. 8 : 3 (June 2014), pp. 265–​289. MR 3212643 Zbl 1307.​91086 article

P. K. Friz, S. Ger­hold, and M. Yor: “How to make Dupire’s loc­al volat­il­ity work with jumps,” Quant. Fin­ance 14 : 8 (2014), pp. 1327–​1331. MR 3231348 Zbl 06425903 ArXiv 1302.​5548 article

M. Jean­blanc and F. Hirsch: “Marc Yor 1949–2014,” Mata­p­li 103 (2014), pp. 51–​55. With re­mem­brances of Yor by Bern­ard Roynette. MR 3235376 Zbl 1365.​01056 article

F. Hirsch and M. Yor: “Com­par­ing Browni­an stochast­ic in­teg­rals for the con­vex or­der,” pp. 3–​19 in Mod­ern stochastics and ap­plic­a­tions (Kiev, 10–14 Septem­ber 2012). Edi­ted by V. Koro­ly­uk, N. Lim­ni­os, Y. Mishura, L. Sakhno, and G. Shevchen­ko. Spring­er Op­tim­iz­a­tion and its Ap­plic­a­tions 90. Spring­er (Cham, Switzer­land), 2014. Ded­ic­ated to B. V. Gneden­ko on the oc­ca­sion of his 100th birth­day and to M. I. Yad­ren­ko on the oc­ca­sion of his 80th birth­day. MR 3236065 Zbl 1322.​60079 incollection

M. Rosen­baum and M. Yor: “On the law of a triplet as­so­ci­ated with the pseudo-Browni­an bridge,” pp. 359–​375 in Sémin­aire de prob­ab­ilités, XLVI [Forty-sixth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Donati-Mar­tin, A. Le­jay, and A. Rou­ault. Lec­ture Notes in Math­em­at­ics 2123. Spring­er (Cham, Switzer­land), 2014. MR 3330825 Zbl 1390.​60298 ArXiv 1310.​7164 incollection

T. Fujita, Y. Kawan­ishi, and M. Yor: “On the one-sided max­im­um of Browni­an and ran­dom walk frag­ments and its ap­plic­a­tions to new exot­ic op­tions called ‘me­ander op­tion’,” Pac. J. Math. Ind. 6 (December 2014), pp. 65–​71. Art­icle no. 2. MR 3404143 Zbl 1386.​91140 article

R. Man­suy: Une ex­cur­sion avec Marc Yor [An ex­cur­sion with Marc Yor], February 2014. On­line, on CNRS “Im­ages des Mathématiques” web­site. misc

Z. Shi: “Ob­it­u­ary: Marc Yor (1949–2014),” Bernoulli News 21 : 1 (May 2014), pp. 6. article

M. At­lan, D. Madan, and H. Ge­man: “Marc Yor and math­em­at­ic­al fin­ance,” pp. 79–​90 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

J. Ber­toin: “Marc Yor et les temps lo­c­aux” [Marc Yor and loc­al time], pp. 25–​38 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

P. Bour­gade: “Marc Yor et les matrices aléatoires” [Marc Yor and ran­dom matrices], pp. 91–​102 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

C. Donati and F. Petit: “Marc Yor et les iden­tités en loi” [Marc Yor and iden­tit­ies in law], pp. 67–​78 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

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

F. Hirsch and B. Roynette: “Marc Yor et les pea­cocks” [Marc Yor and pea­cocks], pp. 111–​120 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

M. Jean­blanc: “Quelques souven­irs de Marc” [Some memor­ies of Marc], pp. 9–​12 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

M. Jean­blanc-Pic­qué and A. N. Shiry­aev: “In memory of Marc Yor,” Teor. Veroy­at­nost. i Primenen. 59 : 1 (2015), pp. 205–​206. Eng­lish trans­la­tion of Rus­si­an ori­gin­al pub­lished in The­ory Probab. Ap­pl. 59:1 (2005). article

J.-F. Le Gall: “Marc Yor et les nombres de tours du mouvement browni­en” [Marc Yor and the wind­ing num­bers of Browni­an mo­tion], pp. 39–​53 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

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

F. T. Bruss and M. Yor: “A new proof of Wil­li­ams’ de­com­pos­i­tion of the Bessel pro­cess of di­men­sion three with a look at last-hit­ting times,” Bull. Belg. Math. Soc. Si­mon Stev­in 22 : 2 (2015), pp. 319–​330. MR 3351045 Zbl 1329.​60275 ArXiv 1301.​2527 article

Y. Hu, Z. Shi, and M. Yor: “The max­im­al draw­down of the Browni­an me­ander,” Elec­tron. Com­mun. Probab. 20 (2015). Art­icle no. 39, 6 pp. MR 3352334 Zbl 1325.​60134 ArXiv 1604.​04765 article

K. Yano and M. Yor: “Around Tsirelson’s equa­tion, or: The evol­u­tion pro­cess may not ex­plain everything,” Probab. Surv. 12 (2015), pp. 1–​12. MR 3374628 Zbl 1328.​60170 ArXiv 0906.​3442 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

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 3381858 Zbl 1327.​60016 book

C.-O. Ewald and M. Yor: “On in­creas­ing risk, in­equal­ity and poverty meas­ures: Pea­cocks, lyre­birds and exot­ic op­tions,” J. Eco­nom. Dy­nam. Con­trol 59 (October 2015), pp. 22–​36. MR 3396306 Zbl 06917012 article

M. Yor: “A Gaus­si­an mar­tin­gale which is the sum of two in­de­pend­ent Gaus­si­an non-se­mi­martin­gales,” Elec­tron. Com­mun. Probab. 20 (2015). Art­icle no. 70, 5 pp. MR 3407214 Zbl 1329.​60099 article

F. Hirsch, B. Roynette, and M. Yor: “Keller­er’s the­or­em re­vis­ited,” pp. 347–​363 in Asymp­tot­ic laws and meth­ods in stochastics: A volume in hon­our of Miklós Csörgő on the oc­ca­sion of his 80th birth­day (Ot­t­awa, 3–6 Ju­ly 2012). Edi­ted by D. Dawson, R. Ku­lik, M. Ould Haye, B. Szyszkow­icz, and Y. Zhao. Fields In­sti­tute Com­mu­nic­a­tions 76. Fields In­sti­tute (Toronto), 2015. MR 3409839 Zbl 1368.​60045 incollection

M. Jean­blanc and A. Shiry­aev: “In memory of Marc Yor,” The­ory Probab. Ap­pl. 59 : 1 (2015), pp. 180. Eng­lish trans­la­tion of Rus­si­an ori­gin­al pub­lished in Teor. Veroy­at­nost. i Primenen. 59:1 (2005). MR 3416074 Zbl 1314.​01019 article

M. Rosen­baum and M. Yor: “Ran­dom scal­ing and sampling of Browni­an mo­tion,” J. Math. Soc. Ja­pan 67 : 4 (2015), pp. 1771–​1784. MR 3417513 Zbl 1335.​60157 article

M. Rosen­baum and M. Yor: “Some ex­pli­cit for­mu­las for the Browni­an bridge, Browni­an me­ander and Bessel pro­cess un­der uni­form sampling,” ESAIM, Probab. Stat. 19 (December 2015), pp. 578–​589. MR 3433427 Zbl 1333.​60181 ArXiv 1311.​1900 article

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

B. Bru: “Marc et le dossier Doeblin” [Marc and the Doeblin dossier], pp. xxxi–​l 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 3444290 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

J. Pit­man: “Marc Yor and Browni­an ex­cur­sions,” pp. 55–​66 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

B. Roynette: “Le trav­ail de Marc sur les pénal­isa­tions” [Marc’s work on pen­al­iz­a­tions], pp. 103–​110 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

Z. Shi: “Des points et des lignes: Souven­irs de Marc Yor” [Points and lines: Memor­ies of Marc Yor], pp. 13–​14 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

M. Yor: “Dix thèmes de recher­che” [Ten re­search themes], pp. 121–​152 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

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. Zbl 1314.​60009 book

D. B. Madan and M. Yor: “On valu­ing stochast­ic per­petu­it­ies us­ing new long ho­ri­zon stock price mod­els dis­tin­guish­ing booms, busts, and bal­anced mar­kets,” Math. Fin­ance 26 : 2 (2016), pp. 296–​328. MR 3481306 Zbl 1348.​91272 article

B. Mal­lein­um and M. Yor: Ex­er­cices sur les temps lo­c­aux de semi-mar­tin­gales con­tin­ues et les ex­cur­sions browni­ennes [Ex­er­cises on loc­al times of con­tinu­ous semi-mar­tin­gales and Browni­an ex­cur­sions]. Pre­print, June 2016. ArXiv 1606.​07118 techreport

O. Kella and M. Yor: “Uni­fy­ing the Dynkin and Le­besgue–Stieltjes for­mu­lae,” J. Ap­pl. Probab. 54 : 1 (March 2017), pp. 252–​266. MR 3632617 Zbl 06943558 ArXiv 1308.​5795 article

M. Yor: “Grossisse­ments de fil­tra­tions: Grossisse­ments ini­ti­aux et pro­gres­sifs” [En­large­ments of fil­tra­tions: Ini­tial and pro­gress­ive en­large­ments], ESAIM, Proc. Surv. 56 (June 2017), pp. 139–​143. Zbl 06847886 article

C.-O. Ewald and M. Yor: “On pea­cocks and lyre­birds: Aus­trali­an op­tions, Browni­an bridges, and the av­er­age of sub­martin­gales,” Math. Fin­ance 28 : 2 (2018), pp. 536–​549. MR 3780966 Zbl 1390.​91299 article

J. Pit­man and M. Yor: A guide to Browni­an mo­tion stochast­ic pro­cesses. Pre­print, February 2018. ArXiv 1802.​09679 techreport

W. Doeblin: Œuvres com­plètes: Col­lec­ted works. Edi­ted by M. Yor and B. Bru. Spring­er (Ber­lin), 2018. Zbl 06625546 book

B. Mal­leinu and M. Yor: Temps lo­c­aux de semi-mar­tin­gales con­tin­ues et les ex­cur­sions browni­ennes. En­sei­gne­ment des mathématiques. Cas­sini, 2023. Forth­com­ing. book