Celebratio Mathematica

Marc Yor

Marc Yor et les peacocks

Works connected to Bernard Roynette

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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

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, 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