Celebratio Mathematica

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

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: “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

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

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

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

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

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

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

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