Marc Yor et les peacocks
Works connected to Bernard Roynette
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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
: “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
: “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
: “Peacocks and associated martingales, with explicit constructions. Bocconi & Springer Series 3. Springer (New York), 2011. MR 2808243 Zbl 1227.60001 book
: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
: “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
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