Celebratio Mathematica

Marc Yor

Marc Yor et les nombres de tours du mouvement brownien

Filter the Bibliography List

clear

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

J. Pit­man and M. Yor: “Bessel pro­cesses and in­fin­itely di­vis­ible laws,” pp. 285–​370 in Stochast­ic in­teg­rals (Durham, UK, 7–17 Ju­ly 1980). Edi­ted by D. Wil­li­ams. Lec­ture Notes in Math­em­at­ics 851. Spring­er (Ber­lin), 1981. MR 620995 Zbl 0469.​60076 incollection

J. Pit­man and M. Yor: “A de­com­pos­i­tion of Bessel bridges,” Z. Wahr­sch. Verw. Ge­bi­ete 59 : 4 (December 1982), pp. 425–​457. Eng­lish trans­la­tion of French ori­gin­al from Func­tion­al ana­lys­is in Markov pro­cesses (1982). MR 656509 Zbl 0484.​60062 article

P. Mes­su­lam and M. Yor: “D. Wil­li­ams’ ‘pinch­ing meth­od’ and some ap­plic­a­tions,” J. Lond. Math. Soc., II. Ser. 26 : 2 (1982), pp. 348–​364. MR 675178 Zbl 0518.​60088 article

J.-F. Le Gall and M. Yor: “Étude asymp­totique de cer­tains mouve­ments browni­ens com­plexes avec drift” [Asymp­tot­ic study of cer­tain com­plex Browni­an mo­tions with drift], Probab. The­ory Re­lat. Fields 71 : 2 (January 1986), pp. 183–​229. MR 816704 Zbl 0579.​60077 article

J. Pit­man and M. Yor: “Asymp­tot­ic laws of planar Browni­an mo­tion,” Ann. Probab. 14 : 3 (1986), pp. 733–​779. A fol­low-up to this was pub­lished in Ann. Probab. 17:3 (1989). MR 841582 Zbl 0607.​60070 article

J. Pit­man and M. Yor: “Level cross­ings of a Cauchy pro­cess,” Ann. Probab. 14 : 3 (1986), pp. 780–​792. MR 841583 Zbl 0602.​60059 article

J.-F. Le Gall and M. Yor: “Étude asymp­totique des en­lace­ments du mouvement browni­en au­tour des droites de l’es­pace” [Asymp­tot­ic study of wind­ings of Browni­an mo­tion around straight lines], Probab. The­ory Re­lat. Fields 74 : 4 (April 1987), pp. 617–​635. MR 876259 Zbl 0594.​60083 article

J. Pit­man and M. Yor: “Fur­ther asymp­tot­ic laws of planar Browni­an mo­tion,” Ann. Probab. 17 : 3 (1989), pp. 965–​1011. This was a fol­low-up to an art­icle pub­lished in Ann. Probab. 14:3 (1986). MR 1009441 Zbl 0686.​60085 article

J.-F. Le Gall and M. Yor: “En­lace­ments du mouvement browni­en au­tour des courbes de l’es­pace” [Wind­ing of Browni­an mo­tion around space curves], Trans. Am. Math. Soc. 317 : 2 (February 1990), pp. 687–​722. MR 946219 Zbl 0696.​60072 article

D. Re­vuz and M. Yor: Con­tinu­ous mar­tin­gales and Browni­an mo­tion. Grundlehren der Math­em­at­ischen Wis­senschaften 293. Spring­er (Ber­lin), 1991. A 2nd edi­tion was pub­lished in 1994. A 3rd edi­tion was pub­lished in 1999. MR 1083357 Zbl 0731.​60002 book

M. Yor: Some as­pects of Browni­an mo­tion, part 1: Some spe­cial func­tion­als. Lec­tures in Math­em­at­ics ETH Zürich. Birkhäuser (Basel), 1992. MR 1193919 Zbl 0779.​60070 book