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
Abstract
People
BibTeX
@article {key1385407m,
AUTHOR = {Bertoin, Jean and Yor, Marc},
TITLE = {Some independence results related to
the arc-sine law},
JOURNAL = {J. Theoret. Probab.},
FJOURNAL = {Journal of Theoretical Probability},
VOLUME = {9},
NUMBER = {2},
MONTH = {April},
YEAR = {1996},
PAGES = {447--458},
DOI = {10.1007/BF02214659},
NOTE = {MR:1385407. Zbl:0876.60060.},
ISSN = {0894-9840},
}
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
Abstract
People
BibTeX
We describe two chain-transformations which explain and extend identities for order statistics and quantiles proved by Wendel, Port and, more recently, by Dassios.
@article {key1484022m,
AUTHOR = {Bertoin, J. and Chaumont, L. and Yor,
M.},
TITLE = {Two chain-transformations and their
applications to quantiles},
JOURNAL = {J. Appl. Probab.},
FJOURNAL = {Journal of Applied Probability},
VOLUME = {34},
NUMBER = {4},
YEAR = {1997},
PAGES = {882--897},
DOI = {10.2307/3215004},
NOTE = {MR:1484022. Zbl:0904.60059.},
ISSN = {0021-9002},
}
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
Abstract
People
BibTeX
Let \( \xi \) be a subordinator with Laplace exponent \( \Phi \) ,
\[ I=\int_0^{\infty}\exp(-\xi_s)\,ds \]
the so-called exponential functional, and \( X \) (respectively, \( \hat{X} \) ) the self-similar Markov process obtained from \( \xi \) (respectively, from \( \hat{\xi} = -\xi \) ) by Lamperti’s transformation. We establish the existence of a unique probability measure \( \rho \) on \( ]0,\infty[ \) with \( k \) -th moment given for every \( k\in\mathbb{N} \) by the product \( \Phi(1)\cdots\Phi(k) \) , and which bears some remarkable connections with the preceding variables. In particular we show that if \( R \) is an independent random variable with law \( \rho \) then \( IR \) is a standard exponential variable, that the function \( t\to\mathbb{E}(1/X_t) \) coincides with the Laplace transform of \( \rho \) , and that \( \rho \) is the 1-invariant distribution of the sub-markovian process \( \hat{X} \) . A number of known factorizations of an exponential variable are shown to be of the preceding form \( IR \) for various subordinators \( \xi \) .
@article {key1871698m,
AUTHOR = {Bertoin, Jean and Yor, Marc},
TITLE = {On subordinators, self-similar {M}arkov
processes and some factorizations of
the exponential variable},
JOURNAL = {Electron. Commun. Probab.},
FJOURNAL = {Electronic Communications in Probability},
VOLUME = {6},
YEAR = {2001},
PAGES = {95--106},
DOI = {10.1214/ECP.v6-1039},
NOTE = {Article no. 10. MR:1871698. Zbl:1024.60030.},
ISSN = {1083-589X},
}
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
Abstract
People
BibTeX
We consider the asymptotic behavior of semi-stable Markov processes valued in \( ]0,\infty[ \) when the starting point tends to 0. The entrance distribution is expressed in terms of the exponential functional of the underlying Lévy process which appears in Lamperti’s representation of a semi-stable Markov process.
@article {key1918243m,
AUTHOR = {Bertoin, Jean and Yor, Marc},
TITLE = {The entrance laws of self-similar {M}arkov
processes and exponential functionals
of {L}\'evy processes},
JOURNAL = {Potential Anal.},
FJOURNAL = {Potential Analysis},
VOLUME = {17},
NUMBER = {4},
MONTH = {December},
YEAR = {2002},
PAGES = {389--400},
DOI = {10.1023/A:1016377720516},
NOTE = {MR:1918243. Zbl:1004.60046.},
ISSN = {0926-2601},
}
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
Abstract
People
BibTeX
We compute the positive entire moments of certain self-similar Markov processes evaluated at fixed time, and the negative entire moments of the exponential functional \( I \) on certain Lévy processes. When the Lévy process has no positive jumps, this determines the aforementioned distributions and yields several interesting identities in law. The case of the Poisson process yields yet another simple example showing that the log-normal distribution is moment-indeterminate.
@article {key1986381m,
AUTHOR = {Bertoin, Jean and Yor, Marc},
TITLE = {On the entire moments of self-similar
{M}arkov processes and exponential functionals
of {L}\'evy processes},
JOURNAL = {Ann. Fac. Sci. Toulouse Math. (6)},
FJOURNAL = {Annales de la Facult\'e des Sciences
de Toulouse. Math\'ematiques. S\'erie
VI},
VOLUME = {11},
NUMBER = {1},
YEAR = {2002},
PAGES = {33--45},
DOI = {10.5802/afst.1016},
URL = {http://www.numdam.org/item/?id=AFST_2002_6_11_1_33_0},
NOTE = {MR:1986381. Zbl:1031.60038.},
ISSN = {0240-2963},
}
J. Bertoin, B. Roynette, and M. Yor :
Some connections between (sub)critical branching mechanisms and Bernstein functions .
Preprint ,
December 2004 .
ArXiv
math/0412322 techreport
Abstract
People
BibTeX
We describe some connections, via composition, between two functional spaces: the space of (sub)critical branching mechanisms and the space of Bernstein functions. The functions
\[ \mathbf{e}_{\alpha}: x\to x^{\alpha} \]
where \( x\geq 0 \) and \( 0\lt\alpha\leq 1/2 \) , and in particular the critical parameter \( \alpha = 1/2 \) , play a distinguished role.
@techreport {keymath/0412322a,
AUTHOR = {Bertoin, Jean and Roynette, Bernard
and Yor, Marc},
TITLE = {Some connections between (sub)critical
branching mechanisms and {B}ernstein
functions},
TYPE = {preprint},
MONTH = {December},
YEAR = {2004},
NOTE = {ArXiv:math/0412322.},
}
J. Bertoin, P. Biane, and M. Yor :
“Poissonian exponential functionals, \( q \) -series, \( q \) -integrals, and the moment problem for log-normal distributions 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
Abstract
People
BibTeX
@incollection {key2096279m,
AUTHOR = {Bertoin, Jean and Biane, Philippe and
Yor, Marc},
TITLE = {Poissonian exponential functionals,
\$q\$-series, \$q\$-integrals, and the moment
problem for log-normal distributions},
BOOKTITLE = {Seminar on stochastic analysis, random
fields and applications {IV}},
EDITOR = {Dalang, Robert C. and Dozzi, Marco and
Russo, Francesco},
SERIES = {Progress in Probability},
NUMBER = {58},
PUBLISHER = {Birkh\"auser},
ADDRESS = {Basel},
YEAR = {2004},
PAGES = {45--56},
DOI = {10.1007/978-3-0348-7943-9_3},
NOTE = {(Ascona, Switzerland, 20--24 May 2002).
MR:2096279. Zbl:1056.60046.},
ISSN = {1050-6977},
ISBN = {9783764371319},
}
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
Abstract
People
BibTeX
@article {key2178044m,
AUTHOR = {Bertoin, J. and Yor, M.},
TITLE = {Exponential functionals of {L}\'evy
processes},
JOURNAL = {Probability Surveys},
FJOURNAL = {Probab. Surv.},
VOLUME = {2},
YEAR = {2005},
PAGES = {191--212},
DOI = {10.1214/154957805100000122},
NOTE = {ArXiv:math/0511265. MR:2178044. Zbl:1189.60096.},
ISSN = {1549-5787},
}
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
Abstract
People
BibTeX
The distributional properties of the duration of a recurrent Bessel process straddling an independent exponential time are studied in detail. Althrough our study may be considered as a particular case of M. Winkel’s in [2005], the infinite divisibility structure of these Bessel durations is particularly rich and we develop algebraic properties for a family of random variables arising from the Lévy measures of these durations.
@article {key2325310m,
AUTHOR = {Bertoin, J. and Fujita, T. and Roynette,
B. and Yor, M.},
TITLE = {On a particular class of self-decomposable
random variables: {T}he durations of
{B}essel excursions straddling independent
exponential times},
JOURNAL = {Probab. Math. Stat.},
FJOURNAL = {Proability and Mathematical Statistics},
VOLUME = {26},
NUMBER = {2},
YEAR = {2006},
PAGES = {315--366},
URL = {https://hal.sorbonne-universite.fr/hal-00104879/},
NOTE = {MR:2325310. Zbl:1123.60063.},
ISSN = {0208-4147},
}
J. Bertoin and M. Yor :
“Retrieving information from subordination 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
Abstract
People
BibTeX
We recall some instances of the recovery problem of a signal process hidden in an observation process. Our main focus is then to show that if \( (X_s \) , \( s\geq 0) \) is a right-continuous process,
\[ Y_t = \int_0^t X_s \,ds \]
its integral process and \( \tau =(\tau_u \) , \( u\geq 0) \) a subordinator, then the time-changed process \( (Y_{\tau_u} \) , \( u\geq 0) \) allows to retrieve the information about \( (X_{\tau_v} \) , \( v\geq 0) \) when \( \tau \) is stable, but not when \( \tau \) is a gamma subordinator. This question has been motivated by a striking identity in law involving the Bessel clock taken at an independent inverse Gaussian variable.
@incollection {key3070468m,
AUTHOR = {Bertoin, Jean and Yor, Marc},
TITLE = {Retrieving information from subordination},
BOOKTITLE = {Prokhorov and contemporary probability
theory},
EDITOR = {Shiryaev, Albert N. and Varadhan, S.
R. S. and Presman, Ernst L.},
SERIES = {Springer Proceedings in Mathematics
\& Statistics},
NUMBER = {33},
PUBLISHER = {Springer},
ADDRESS = {Heidelberg},
YEAR = {2013},
PAGES = {97--106},
DOI = {10.1007/978-3-642-33549-5_5},
NOTE = {ArXiv:1005.3187. MR:3070468. Zbl:1284.60084.},
ISSN = {2194-1009},
ISBN = {9783642335488},
}
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
Abstract
People
BibTeX
Given an increasing process \( (A_t)_{t\geq 0} \) , we characterize the right-continuous non-decreasing functions \( f:\mathbb{R}_+\to \mathbb{R}_+ \) that map \( A \) to a pure-jump process. As an example of application, we show for instance that functions with bounded variations belong to the domain of the extended generator of any subordinators with no drift and infinite Lévy measure.
@article {key3070907m,
AUTHOR = {Bertoin, Jean and Yor, Marc},
TITLE = {Pure jump increasing processes and the
change of variables formula},
JOURNAL = {Electron. Commun. Probab.},
FJOURNAL = {Electronic Communications in Probability},
VOLUME = {18},
YEAR = {2013},
DOI = {10.1214/ECP.v18-2700},
NOTE = {Article no. 41, 7 pp. ArXiv:1303.6452.
MR:3070907. Zbl:1306.60120.},
ISSN = {1083-589X},
}
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
Abstract
People
BibTeX
We present a two-dimensional extension of an identity in distribution due to Bougerol [1983] that involves the exponential functional of a linear Brownian motion. Even though this identity does not extend to the level of processes, we point out further striking relations in this direction.
@article {key3148605m,
AUTHOR = {Bertoin, Jean and Dufresne, Daniel and
Yor, Marc},
TITLE = {Some two-dimensional extensions of {B}ougerol's
identity in law for the exponential
functional of linear {B}rownian motion},
JOURNAL = {Rev. Mat. Iberoam.},
FJOURNAL = {Revista Matem\'atica Iberoamericana},
VOLUME = {29},
NUMBER = {4},
YEAR = {2013},
PAGES = {1307--1324},
DOI = {10.4171/RMI/758},
NOTE = {ArXiv:1201.1495. MR:3148605. Zbl:1303.60073.},
ISSN = {0213-2230},
}
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
Abstract
People
BibTeX
We introduce two natural notions for the occupation measure of a function \( V \) with finite variation. The first yields a signed measure, and the second a positive measure. By comparing two versions of the change-of-variables formula, we show that both measures are absolutely continuous with respect to Lebesgue measure. Occupation densities can be thought of as local times of \( V \) , and are described by a Meyer–Tanaka like formula.
@article {key3210711m,
AUTHOR = {Bertoin, Jean and Yor, Marc},
TITLE = {Local times for functions with finite
variation: {T}wo versions of {S}tieltjes
change-of-variables formula},
JOURNAL = {Bull. Lond. Math. Soc.},
FJOURNAL = {Bulletin of the London Mathematical
Society},
VOLUME = {46},
NUMBER = {3},
YEAR = {2014},
PAGES = {553--560},
DOI = {10.1112/blms/bdu014},
NOTE = {ArXiv:1307.1288. MR:3210711. Zbl:1295.26011.},
ISSN = {0024-6093},
}
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
People
BibTeX
@incollection {key10247119,
AUTHOR = {Atlan, Marc and Madan, Dilip and Geman,
H\'elyette},
TITLE = {Marc {Y}or and mathematical finance},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {79--90},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key93828418,
AUTHOR = {Bertoin, Jean},
TITLE = {Marc {Y}or et les temps locaux [Marc
{Y}or and local time]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {25--38},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {Bertoin.Marc2015},
}
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
People
BibTeX
@incollection {key25752211,
AUTHOR = {Bourgade, Paul},
TITLE = {Marc {Y}or et les matrices al\'eatoires
[Marc {Y}or and random matrices]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {91--102},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key85203474,
AUTHOR = {Donati, Catherine and Petit, Fr\'ed\'erique},
TITLE = {Marc {Y}or et les identit\'es en loi
[Marc {Y}or and identities in law]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {67--78},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key64122652,
AUTHOR = {\'Emery, Michel},
TITLE = {Un {B}alzac des probabilit\'e [A {B}alzac
of probability]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {15--24},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key73960677,
AUTHOR = {Hirsch, Francis and Roynette, Bernard},
TITLE = {Marc {Y}or et les peacocks [Marc {Y}or
and peacocks]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {111--120},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key83666971,
AUTHOR = {Jeanblanc, Monique},
TITLE = {Quelques souvenirs de {M}arc [Some memories
of {M}arc]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {9--12},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key58095284,
AUTHOR = {Le Gall, Jean-Fran\c{c}ois},
TITLE = {Marc {Y}or et les nombres de tours du
mouvement brownien [Marc {Y}or and the
winding numbers of {B}rownian motion]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {39--53},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key3444289m,
AUTHOR = {Az\'ema, Jacques and Barrieu, Pauline
and Bertoin, Jean and Caballero, Maria
Emilia and Donati-Martin, Catherine
and \'Emery, Michel and Hirsch, Francis
and Hu, Yueyun and Ledoux, Michel and
Najnudel, Joseph and Mansuy, Roger and
Miclo, Laurent and Shi, Zhan and Williams,
David},
TITLE = {T\'emoignages [Testimonials]},
BOOKTITLE = {In memoriam {M}arc {Y}or: {S}\'eminaire
de probabilit\'es {XLVII} [In memoriam
{M}arc {Y}or: {F}orty-seventh probability
seminar]},
EDITOR = {Donati-Martin, Catherine and Lejay,
Antoine and Rouault, Alain},
SERIES = {Lecture Notes in Mathematics},
NUMBER = {2137},
PUBLISHER = {Springer},
ADDRESS = {Cham, Switzerland},
YEAR = {2015},
PAGES = {xi--xxx},
NOTE = {MR:3444289.},
ISSN = {0075-8434},
ISBN = {9783319185842},
}
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
People
BibTeX
@incollection {key43568391,
AUTHOR = {Pitman, Jim},
TITLE = {Marc {Y}or and {B}rownian excursions},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {55--66},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
Abstract
People
BibTeX
Marc travailla sur la théorie de la pénalisation une petite dizaine d’années, jusqu’en 2009 environ. Il publia sur ce thème avec ses co-auteurs environ une quinzaine d’articles, monographie et livre. Il n’est donc pas question de détailler ici l’ensemble de ses résultats mais seulement d’en esquisser les idées principales.
@incollection {key49201586,
AUTHOR = {Roynette, Bernard},
TITLE = {Le travail de {M}arc sur les p\'enalisations
[Marc's work on penalizations]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {103--110},
URL = {https://hal.archives-ouvertes.fr/hal-01285925},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key22659981,
AUTHOR = {Shi, Zhan},
TITLE = {Des points et des lignes: {S}ouvenirs
de {M}arc {Y}or [Points and lines: {M}emories
of {M}arc {Y}or]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {13--14},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@incollection {key99691207,
AUTHOR = {Yor, Marc},
TITLE = {Dix th\`emes de recherche [Ten research
themes]},
BOOKTITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {121--152},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue.},
ISBN = {9782856298015},
}
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
People
BibTeX
@book {key1314.60009z,
TITLE = {Marc {Y}or: {L}a passion du mouvement
brownien [Marc {Y}or: {T}he passion
of {B}rownian motion]},
EDITOR = {Bertoin, Jean and Jeanblanc, Monique
and Le Gall, Jean-Fran\c{c}ois and Shi,
Zhan},
PUBLISHER = {Soci\'et\'e Math\'ematique de France},
ADDRESS = {Paris},
YEAR = {2015},
PAGES = {152},
URL = {http://smf.emath.fr/content/marc-yor-la-passion-du-mouvement-brownien},
NOTE = {Gazette des Math\'ematiciens and Matapli
special issue. Zbl:1314.60009.},
ISBN = {9782856298015},
}
