Celebratio Mathematica

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

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

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