Celebratio Mathematica

Marc Yor

Complete Bibliography

Works connected to Daniel Dufresne

Filter the Bibliography List

clear

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

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 unpublished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. 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