Celebratio Mathematica

Marc Yor

Sur quelques uns des premiers travaux
de Marc Yor ou un Balzac des probabilités

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M. Yor: “Re­présen­t­a­tion des mar­tin­gales de carré intégrable rélat­ives aux pro­ces­sus de Wien­er et de Pois­son à \( n \) paramètres” [Rep­res­ent­a­tion of square in­teg­rable mar­tin­gales re­l­at­iv­eto Wien­er and Pois­son pro­cesses with \( n \) para­met­ers], C. R. Acad. Sci., Par­is, Sér. A 281 : 2–​3 (1975), pp. 111–​113. A longer art­icle with the same title was pub­lished in Z. Wahr­schein­lich­keit­s­the­or­ie und Verw. Ge­bi­ete 35:2 (1976). MR 380987 Zbl 0332.​60030 article

M. Yor: “Sur les intégrales stochastiques op­tion­nelles et une suite re­marquable de for­mules ex­po­nen­ti­elles” [On op­tion­al stochast­ic in­teg­rals and a re­mark­able series of ex­po­nen­tial for­mu­las], pp. 481–​500 in Sémin­aire de prob­ab­ilités X [Tenth prob­ab­il­ity sem­in­ar]. Edi­ted by P. A. Mey­er. Lec­ture Notes in Math­em­at­ics 511. Spring­er (Ber­lin), 1976. MR 440699 Zbl 0393.​60057 incollection

M. Yor: “Une re­marque sur les formes de Di­rich­let et les semi-mar­tin­gales” [A re­mark on Di­rich­let forms and semi-mar­tin­gales], pp. 283–​292 in Sémin­aire de théorie du po­ten­tiel 2 [Po­ten­tial the­ory sem­in­ar 2] (Par­is, 1975–1976). Edi­ted by F. Hirsch and G. Mokobodzki. Lec­ture Notes in Math­em­at­ics 563. Spring­er (Ber­lin), 1976. MR 651572 Zbl 0339.​31013 incollection

J. Jac­od and M. Yor: “Étude des solu­tions ex­trémales et re­présen­t­a­tion intégrale des solu­tions pour cer­tains problèmes de mar­tin­gales” [A study of ex­tremal solu­tion and in­teg­ral rep­res­ent­a­tion of solu­tions for cer­tain mar­tin­gale prob­lems], Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 38 : 2 (June 1977), pp. 83–​125. A brief piece with the same title was earli­er pub­lished in C. R. Acad. Sci., Par­is, Sér. A 283 (1976). MR 445604 Zbl 0346.​60032 article

C. Yoeurp and M. Yor: Es­pace or­tho­gon­al à une semi-mar­tin­gale et ap­plic­a­tions. Prépub­lic­a­tion, Labor­atoire de Prob­ab­ilités, Uni­versité Par­is VI, 1977. techreport

Temps lo­c­aux [Loc­al times] (Par­is, 1976–1977). Edi­ted by J. Azéma and M. Yor. Astérisque 52–​53. Société Mathématique de France (Par­is), 1978. MR 509476 Zbl 0385.​60063 book

C. Strick­er and M. Yor: “Cal­cul stochastique dépendant d’un paramètre” [Stochast­ic cal­cu­lus de­pend­ent on a para­met­er], Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 45 : 2 (June 1978), pp. 109–​133. MR 510530 Zbl 0388.​60056 article

P. Brémaud and M. Yor: “Changes of fil­tra­tions and of prob­ab­il­ity meas­ures,” Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 45 : 4 (December 1978), pp. 269–​295. MR 511775 Zbl 0415.​60048 article

M. Yor: “Grossisse­ment d’une fil­tra­tion et semi-mar­tin­gales: Théorèmes généraux” [En­large­ment of a fil­tra­tion and semi-mar­tin­gales: Gen­er­al the­or­ems], pp. 61–​69 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 519996 Zbl 0411.​60044 incollection

T. Jeulin and M. Yor: “Grossisse­ment d’une fil­tra­tion et semi-mar­tin­gales: For­mules ex­pli­cites” [En­large­ment of a fil­tra­tion and semi-mar­tin­gales: Ex­pli­cit for­mu­las], pp. 78–​97 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 519998 Zbl 0411.​60045 incollection

C. Del­lacher­ie, P.-A. Mey­er, and M. Yor: “Sur cer­taines pro­priétés des es­paces de Banach \( H^1 \) et BMO” [On cer­tain prop­er­ties of \( H^1 \) Banach and BMO spaces], pp. 98–​113 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. MR 519999 Zbl 0392.​60009 incollection

M. Yor: “Sous-es­paces denses dans \( L^1 \) ou \( H^1 \) et re­présen­t­a­tion des mar­tin­gales” [Dense sub­spaces in \( L^1 \) or \( H^1 \) and rep­res­ent­a­tion of mar­tin­gales], pp. 265–​309 in Sémin­aire de prob­ab­ilités XII [Twelfth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 649. Spring­er (Ber­lin), 1978. With an ap­pendix by the au­thor and J. de Sam Laz­aro. MR 520008 Zbl 0391.​60046 incollection

T. Jeulin and M. Yor: “Nou­veaux résul­tats sur le grossisse­ment des tribus” [New res­ults on the en­large­ment of fam­il­ies], Ann. Sci. Éc. Norm. Supér. (4) 11 : 3 (1978), pp. 429–​443. MR 521639 Zbl 0414.​60054 article

M. Yor: “Sur l’étude des mar­tin­gales con­tin­ues ex­trêmales” [On the study of con­tinu­ous ex­tremal mar­tin­gales], Stochastics 2 : 3 (1979), pp. 191–​196. MR 528910 Zbl 0409.​60043 article

T. Jeulin and M. Yor: “Inégalité de Hardy, se­mi­martin­gales, et faux-amis” [Hardy’s in­equal­ity, se­mi­martin­gales and false friends], pp. 332–​359 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544805 Zbl 0419.​60049 incollection

M. Yor: “Quelques épi­logues” [Some con­clu­sions], pp. 400–​406 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544810 Zbl 0427.​60040 incollection

M. Yor: “Les fil­tra­tions de cer­taines mar­tin­gales du mouvement browni­en dans \( \mathbb{R}^n \)” [The fil­tra­tions of cer­tain mar­tin­gales of Browni­an mo­tion on \( \mathbb{R}^n \)], pp. 427–​440 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544812 Zbl 0418.​60057 incollection

M. Yor: “Sur le balay­age des semi-mar­tin­gales con­tin­ues” [On the balay­age of con­tinu­ous semi-mar­tin­gales], pp. 453–​471 in Sémin­aire de prob­ab­ilités XIII [Thir­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Del­lacher­ie, P. A. Mey­er, and M. Weil. Lec­ture Notes in Math­em­at­ics 721. Spring­er (Ber­lin), 1979. MR 544815 Zbl 0409.​60042 incollection

M. Yor: “Loi de l’in­dice du lacet browni­en, et dis­tri­bu­tion de Hart­man–Wat­son” [Law of in­dices of Browni­an laces, and the Hart­man–Wat­son dis­tri­bu­tion], Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 53 : 1 (January 1980), pp. 71–​95. MR 576898 Zbl 0436.​60057 article

M. Yor: “Re­marques sur une for­mule de Paul Lévy” [Re­marks on a for­mula of Paul Lévy], pp. 343–​346 in Sémin­aire de prob­ab­ilités XIV [Four­teenth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma and M. Yor. Lec­ture Notes in Math­em­at­ics 784. Spring­er (Ber­lin), 1980. MR 580140 Zbl 0429.​60045 incollection

D. W. Stroock and M. Yor: “On ex­tremal solu­tions of mar­tin­gale prob­lems,” Ann. Sci. École Norm. Sup. (4) 13 : 1 (1980), pp. 95–​164. MR 584083 Zbl 0447.​60034

M. T. Bar­low and M. Yor: “(Semi-) mar­tin­gale in­equal­it­ies and loc­al times,” Z. Wahr­schein­lich­keit­s­the­or. Verw. Geb. 55 : 3 (1981), pp. 237–​254. MR 608019 Zbl 0451.​60050 article

M. Yor: “In­eg­alités de mar­tin­gales con­tin­ues ar­retées à un temps quel­conque” [In­equal­it­ies of con­tinu­ous mar­tin­gales stop­ping at a ran­dom time], pp. 110–​146 in Grossisse­ments de fil­tra­tions: Ex­emples et ap­plic­a­tions [En­large­ments of fil­tra­tions: Ex­amples and ap­plic­a­tions] (Par­is, 1982–1983). Edi­ted by T. Jeulin and M. Yor. Lec­ture Notes in Math­em­at­ics 1118. Spring­er (Ber­lin), 1985. A fol­low-up pa­per was also pub­lished in Grossisse­ments de fil­tra­tions (1985). Zbl 0563.​60045 incollection

M. Bar­low, J. Pit­man, and M. Yor: “On Walsh’s Browni­an mo­tions,” pp. 275–​293 in Sémin­aire de prob­ab­ilités XXIII [Twenty-third prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1372. Spring­er (Ber­lin), 1989. MR 1022917 Zbl 0747.​60072 incollection

T. Jeulin and M. Yor: “Fil­tra­tion des ponts browni­ens et équa­tions différen­ti­elles stochastiques linéaires” [Fil­ter­ing of Browni­an bridges and lin­ear stochast­ic dif­fer­en­tial equa­tions], pp. 227–​265 in Sémin­aire de prob­ab­ilités XXIV [Twenty-fourth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P. A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1426. Spring­er (Ber­lin), 1990. MR 1071543 Zbl 0699.​60075 incollection

J. Azéma and M. Yor: “Sur les zéros des mar­tin­gales con­tin­ues” [On the zer­os of con­tinu­ous mar­tin­gales], pp. 248–​306 in Sémin­aire de prob­ab­ilités XXVI [Twenty-sixth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1526. Spring­er (Ber­lin), 1992. MR 1231999 Zbl 0765.​60038 incollection

J. Azéma, P.-A. Mey­er, and M. Yor: “Mar­tin­gales re­l­at­ives” [Re­l­at­ive mar­tin­gales], pp. 307–​321 in Sémin­aire de prob­ab­ilités XXVI [Twenty-sixth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1526. Spring­er (Ber­lin), 1992. MR 1232000 Zbl 0765.​60037 incollection

R. Man­suy and M. Yor: Ran­dom times and en­large­ments of fil­tra­tions in a Browni­an set­ting. Lec­ture Notes in Math­em­at­ics 1873. Spring­er (Ber­lin), 2006. MR 2200733 Zbl 1103.​60003 book

M. Yor: “On weak and strong Browni­an fil­tra­tions: Defin­i­tions and ex­amples,” pp. 115–​121 in Self-sim­il­ar pro­cesses and their ap­plic­a­tions (An­gers, France, 20–24 Ju­ly 2009). Edi­ted by L. Chaumont, P. Graczyk, and L. Vostrikova. Sémin­aires et Con­grès 28. Société Mathématique de France (Par­is), 2013. MR 3203521 Zbl 1311.​60090 incollection