Celebratio Mathematica

J. Azéma and M. Yor: “Une solu­tion simple au problème de Skorok­hod” [A simple solu­tion to a prob­lem of Skorok­hod], pp. 90–​115 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 544782 Zbl 0414.​60055 incollection

J. Azéma and M. Yor: “Le problème de Skorok­hod: Com­pléments à l’ex­posé précédent” [The prob­lem of Skorok­hod: Sup­ple­ment to the pre­vi­ous talk], pp. 625–​633 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. This is a sup­ple­ment to the pre­ced­ing art­icle in Sémin­aire de prob­ab­ilités XIII 721 (1979). MR 544832 Zbl 0414.​60056 incollection

C. Donati-Mar­tin and M. Yor: “Fu­bini’s the­or­em for double Wien­er in­teg­rals and the vari­ance of the Browni­an path,” Ann. Inst. Henri Poin­caré, Probab. Stat. 27 : 2 (1991), pp. 181–​200. MR 1118933 Zbl 0738.​60074 article

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

Z. Shi and M. Yor: “On an iden­tity in law for the vari­ance of the Browni­an bridge,” Bull. Lon­don Math. Soc. 29 : 1 (1997), pp. 103–​108. MR 1416415 Zbl 0956.​60085 article

L. Alili, D. Du­fresne, and M. Yor: “Sur l’iden­tité de Bouger­ol pour les fonc­tion­nelles ex­po­nen­ti­elles du mouvement browni­en avec drift” [On the Bouger­ol iden­tity for the ex­po­nen­tial func­tion­als of Browni­an mo­tion with drift], pp. 3–​14 in Ex­po­nen­tial func­tion­als and prin­cip­al val­ues re­lated to Browni­an mo­tion. Edi­ted by M. Yor. Bib­li­oteca de la Rev­ista Matemática Iberoamer­ic­ana. Uni­ver­sid­ad Autónoma de Mad­rid, 1997. MR 1648654 Zbl 0905.​60059 incollection

P. Car­mona, F. Petit, and M. Yor: “On the dis­tri­bu­tion and asymp­tot­ic res­ults for ex­po­nen­tial func­tion­als of Lévy pro­cesses,” pp. 73–​130 in Ex­po­nen­tial func­tion­als and prin­cip­al val­ues re­lated to Browni­an mo­tion. Edi­ted by M. Yor. Bib­li­oteca de la Rev­ista Matemática Iberoamer­ic­ana. Uni­ver­sid­ad Autónoma de Mad­rid, 1997. MR 1648657 Zbl 0905.​60056 incollection

P. Car­mona, F. Petit, and M. Yor: “Ex­po­nen­tial func­tion­als of Lévy pro­cesses,” pp. 41–​55 in Lévy pro­cesses: The­ory and ap­plic­a­tions. Edi­ted by O. E. Barndorff-Nielsen, S. I. Res­nick, and T. Mikosch. Birkhäuser (Bo­ston, MA), 2001. MR 1833691 Zbl 0979.​60038 incollection

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

M. Jac­ob­sen and M. Yor: “Multi-self-sim­il­ar Markov pro­cesses on \( \mathbb{R}_+^n \) and their Lamperti rep­res­ent­a­tions,” Probab. The­ory Re­lat. Fields 126 : 1 (May 2003), pp. 1–​28. MR 1981630 Zbl 1031.​60029 article

J. Ber­toin and M. Yor: “Ex­po­nen­tial func­tion­als of Lévy pro­cesses,” Prob­ab­il­ity Sur­veys 2 (2005), pp. 191–​212. MR 2178044 Zbl 1189.​60096 ArXiv math/​0511265 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

J. Ber­toin, D. Du­fresne, and M. Yor: “Some two-di­men­sion­al ex­ten­sions of Bouger­ol’s iden­tity in law for the ex­po­nen­tial func­tion­al of lin­ear Browni­an mo­tion,” Rev. Mat. Iberoam. 29 : 4 (2013), pp. 1307–​1324. MR 3148605 Zbl 1303.​60073 ArXiv 1201.​1495 article

R. Elie, M. Rosen­baum, and M. Yor: “On the ex­pect­a­tion of nor­mal­ized Browni­an func­tion­als up to first hit­ting times,” Elec­tron. J. Probab. 19 (2014), pp. Article no. 37, 23 pp. MR 3194736 Zbl 1291.​60164 ArXiv 1310.​1181 article

M. Rosen­baum and M. Yor: “On the law of a triplet as­so­ci­ated with the pseudo-Browni­an bridge,” pp. 359–​375 in Sémin­aire de prob­ab­ilités, XLVI [Forty-sixth prob­ab­il­ity sem­in­ar]. Edi­ted by C. Donati-Mar­tin, A. Le­jay, and A. Rou­ault. Lec­ture Notes in Math­em­at­ics 2123. Spring­er (Cham, Switzer­land), 2014. MR 3330825 Zbl 1390.​60298 ArXiv 1310.​7164 incollection

M. Rosen­baum and M. Yor: “Some ex­pli­cit for­mu­las for the Browni­an bridge, Browni­an me­ander and Bessel pro­cess un­der uni­form sampling,” ESAIM, Probab. Stat. 19 (December 2015), pp. 578–​589. MR 3433427 Zbl 1333.​60181 ArXiv 1311.​1900 article