Celebratio Mathematica

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

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

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

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

J. Pit­man and M. Yor: “Sur une décom­pos­i­tion des ponts de Bessel” [On a de­com­pos­i­tion of Bessel bridges], pp. 276–​285 in Func­tion­al ana­lys­is in Markov pro­cesses (Kata­ta and Kyoto, Ja­pan, 21–29 Au­gust 1981). Edi­ted by M. Fukushi­ma. Lec­ture Notes in Math­em­at­ics 923. Spring­er (Ber­lin), 1982. An Eng­lish trans­la­tion was pub­lished in Z. Wahr­sch. Verw. Ge­bi­ete 59:4 (1982). MR 661630 Zbl 0499.​60082 incollection

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.-M. Bis­mut and M. Yor: “An in­equal­ity for pro­cesses which sat­is­fy Kolmogorov’s con­tinu­ity cri­terion: Ap­plic­a­tion to con­tinu­ous mar­tin­gales,” J. Funct. Anal. 51 : 2 (1983), pp. 166–​173. MR 701054 Zbl 0524.​60020 article

J. W. Pit­man and M. Yor: “The asymp­tot­ic joint dis­tri­bu­tion of wind­ings of planar Browni­an mo­tion,” Bull. Am. Math. Soc., New Ser. 10 : 1 (January 1984), pp. 109–​111. MR 722863 Zbl 0535.​60073 article

M. Yor: “Une décom­pos­i­tion asymp­totique du nombre de tours du mouvement browni­en com­plexe” [An asymp­tot­ic de­com­pos­i­tion of the wind­ing num­ber of com­plex Browni­an mo­tion], pp. 103–​126 in Col­loque en l’hon­neur de Laurent Schwartz [Col­loqui­um in hon­or of Laurent Schwartz] (Par­is, 30 May–3 June 1983), vol. 2. Astérisque 132. Société Math­em­atique de France (Par­is), 1985. MR 816763 Zbl 0583.​60077 incollection

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. Pro­ceed­ings of a sem­in­ar on stochast­ic cal­cu­lus. MR 884713 Zbl 0547.​00034 book

M. T. Bar­low, S. D. Jacka, and M. Yor: “In­equal­it­ies for a pair of pro­cesses stopped at a ran­dom time,” Proc. Lond. Math. Soc. (3) 52 : 1 (1986), pp. 142–​172. MR 812449 Zbl 0585.​60055 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.-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

P. Bi­ane and M. Yor: “Valeurs prin­cip­ales as­sociées aux temps lo­c­aux browni­ens” [Prin­cip­al val­ues as­so­ci­ated to Browni­an loc­al times], Bull. Sci. Math., II. Sér. 111 : 1 (1987), pp. 23–​101. MR 886959 Zbl 0619.​60072 article

P. Bi­ane and M. Yor: “Vari­ations sur une for­mule de Paul Lévy” [Vari­ations on a for­mula of Paul Lévy], Ann. Inst. Henri Poin­caré, Probab. Stat. 23 : S2 (1987), pp. 359–​377. MR 898500 Zbl 0623.​60099 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

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.-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

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: “Une ex­plic­a­tion du théorème de Ciesiel­ski–Taylor” [An ex­plan­a­tion of the Ciesiel­ski–Taylor the­or­em], Ann. Inst. Henri Poin­caré, Probab. Stat. 27 : 2 (1991), pp. 201–​213. MR 1118934 Zbl 0743.​60080 article

M. Yor: “Étude asymp­totique des nombres de tours de plusieurs mouve­ments browni­ens com­plexes corrélés” [Asymp­tot­ic study of the wind­ing num­bers of sev­er­al cor­rel­ated com­plex Browni­an mo­tions], pp. 441–​455 in Ran­dom walks, Browni­an mo­tion, and in­ter­act­ing particle sys­tems: Fest­s­chrift in hon­or of Frank Spitzer. Edi­ted by R. Dur­rett and H. Kesten. Pro­gress in Prob­ab­il­ity 28. Birkhäuser (Bo­ston, MA), 1991. MR 1146463 Zbl 0747.​60076 incollection

M. Yor: “Tsirel’son’s equa­tion in dis­crete time,” Probab. The­ory Re­lat. Fields 91 : 2 (June 1992), pp. 135–​152. MR 1147613 Zbl 0744.​60033 article

T. Jeulin and M. Yor: “Moy­ennes mo­biles et se­mi­martin­gales” [Mov­ing av­er­ages and se­mi­martin­gales], pp. 53–​77 in Sémin­aire de prob­ab­ilités XXVII [Twenty-sev­enth prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, P.-A. Mey­er, and M. Yor. Lec­ture Notes in Math­em­at­ics 1557. Spring­er (Ber­lin), 1993. MR 1308553 Zbl 0788.​60059 incollection

C. Donati-Mar­tin, S. Song, and M. Yor: “Sym­met­ric stable pro­cesses, Fu­bini’s the­or­em, and some ex­ten­sions of the Ciesiel­ski–Taylor iden­tit­ies in law,” Stochastics Stochastics Rep. 50 : 1–​2 (1994), pp. 1–​33. MR 1784742 Zbl 0831.​60049 article

M. Yor: Loc­al times and ex­cur­sions for Browni­an mo­tion: A con­cise in­tro­duc­tion. Lec­ciones en Matemátic­as. Uni­ver­sid­ad Cent­ral de Venezuela (Ca­ra­cas), 1995. book

M. Yor: Some as­pects of Browni­an mo­tion, part 2: Some re­cent mar­tin­gale prob­lems. Lec­tures in Math­em­at­ics ETH Zürich. Birkhäuser (Basel), 1997. MR 1442263 Zbl 0880.​60082 book

M. Yor: “Gen­er­al­ized me­anders as lim­its of weighted Bessel pro­cesses, and an ele­ment­ary proof of Spitzer’s asymp­tot­ic res­ult on Browni­an wind­ings,” Stu­dia Sci. Math. Hung. 33 : 1–​3 (1997), pp. 339–​343. Ded­ic­ated to Pro­fess­or E. Csáki on his six­tieth birth­day. MR 1454119 Zbl 0909.​60070 article

M. T. Bar­low, M. Émery, F. B. Knight, S. Song, and M. Yor: “Au­tour d’un théorème de Tsirelson sur des fil­tra­tions browni­ennes et non browni­ennes” [On a the­or­em of Tsirelson con­cern­ing Browni­an and non-Browni­an fil­tra­tions], pp. 264–​305 in Sémin­aire de prob­ab­ilités XXXII [Thirty-second prob­ab­il­ity sem­in­ar]. Edi­ted by J. Azéma, M. Émery, M. Le­doux, and M. Yor. Lec­ture Notes in Math­em­at­ics 1686. Spring­er (Ber­lin), 1998. MR 1655299 Zbl 0914.​60064 incollection

Y. Hu, Z. Shi, and M. Yor: “Rates of con­ver­gence of dif­fu­sions with drif­ted Browni­an po­ten­tials,” Trans. Am. Math. Soc. 351 : 10 (1999), pp. 3915–​3934. MR 1637078 Zbl 0932.​60083 article

Y. Hu and M. Yor: “Asymp­tot­ic stud­ies of Browni­an func­tion­als,” pp. 187–​217 in Ran­dom walks (Bud­apest, 13–24 Ju­ly 1998). Edi­ted by P. Révész and T. Bálint. Bolyai So­ci­ety Math­em­at­ic­al Stud­ies 9. János Bolyai Math­em­at­ic­al So­ci­ety (Bud­apest), 1999. MR 1752895 Zbl 0973.​60084 incollection

H. Mat­sumoto and M. Yor: “An ana­logue of Pit­man’s \( 2M{-}X \) the­or­em for ex­po­nen­tial Wien­er func­tion­als, I: A time-in­ver­sion ap­proach,” Nagoya Math. J. 159 (2000), pp. 125–​166. MR 1783567 Zbl 0963.​60076 article

H. Föllmer, C.-T. Wu, and M. Yor: “On weak Browni­an mo­tions of ar­bit­rary or­der,” Ann. Inst. Henri Poin­caré, Probab. Stat. 36 : 4 (2000), pp. 447–​487. MR 1785391 Zbl 0968.​60069 article

G. Pap and M. Yor: “The ac­cur­acy of Cauchy ap­prox­im­a­tion for the wind­ings of planar Browni­an mo­tion,” Peri­od. Math. Hung. 41 : 1–​2 (November 2000), pp. 213–​226. Ded­ic­ated to Pro­fess­or En­dre Csáki on the oc­ca­sion of his 65th birth­day. MR 1812807 Zbl 1074.​60507 article

H. Mat­sumoto and M. Yor: “An ana­logue of Pit­man’s \( 2M{-}X \) the­or­em for ex­po­nen­tial Wien­er func­tion­als, II: The role of the gen­er­al­ized in­verse Gaus­si­an laws,” Nagoya Math. J. 162 (June 2001), pp. 65–​86. MR 1836133 Zbl 0983.​60075 article

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

C. Donati-Mar­tin, H. Mat­sumoto, and M. Yor: “The law of geo­met­ric Browni­an mo­tion and its in­teg­ral, re­vis­ited: Ap­plic­a­tion to con­di­tion­al mo­ments,” pp. 221–​243 in Math­em­at­ic­al fin­ance — Bacheli­er Con­gress, 2000 (Par­is, 29 June–1 Ju­ly 2000). Edi­ted by H. Ge­man, D. Madan, S. R. Pliska, and T. Vorst. Spring­er Fin­ance. Spring­er (Ber­lin), 2002. MR 1960566 Zbl 1030.​91029 incollection

V. Bentkus, G. Pap, and M. Yor: “Op­tim­al bounds for Cauchy ap­prox­im­a­tions for the wind­ing dis­tri­bu­tion of planar Browni­an mo­tion,” J. The­or. Probab. 16 : 2 (April 2003), pp. 345–​361. MR 1982031 Zbl 1027.​60089 article

H. Mat­sumoto and M. Yor: “Ex­po­nen­tial func­tion­als of Browni­an mo­tion, I: Prob­ab­il­ity laws at fixed time,” Probab. Surv. 2 (2005), pp. 312–​347. MR 2203675 Zbl 1189.​60150 ArXiv math/​0511517 article

H. Mat­sumoto and M. Yor: “Ex­po­nen­tial func­tion­als of Browni­an mo­tion, II: Some re­lated dif­fu­sion pro­cesses,” Probab. Surv. 2 (2005), pp. 348–​384. MR 2203676 Zbl 1189.​91232 ArXiv math/​0511519 article

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

R. Man­suy and M. Yor: As­pects of Browni­an mo­tion. Uni­versitext. Spring­er (Ber­lin), 2008. MR 2454984 Zbl 1162.​60022 book

J. Y. Yen and M. Yor: Mo­ments thoughts about an in­teg­ra­tion by parts in dis­tri­bu­tion for Browni­an quad­rat­ic func­tion­als, 2010. un­pub­lished manuscript. misc

M. Yor and M. E. Vares: “A trib­ute to Pro­fess­or Kiy­osi Itô,” Stochast­ic Pro­cess. Ap­pl. 120 : 1 (January 2010), pp. 104. This is a brief an­nounce­ment of the spe­cial is­sue ded­ic­ated to Itô, Stochast­ic Pro­cess. Ap­pl. 120:5 (2010). MR 2565848 Zbl 1178.​01066 article

M. Yor: Dix autres thèmes de recher­che sur les pro­ces­sus stochastiques, II, 2011. un­pub­lished manuscript. misc

D. Baker, C. Donati-Mar­tin, and M. Yor: “A se­quence of Al­bin type con­tinu­ous mar­tin­gales with Browni­an mar­gin­als and scal­ing,” pp. 441–​449 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 2790386 Zbl 1216.​60039 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

M. Yor: “Why I be­came es­pe­cially in­ter­ested to work from F. Spitzer’s pa­per about the asymp­tot­ics of planar browni­an wind­ings,” pp. xiv+346 in All that math: Por­traits of math­em­aticians as young read­ers: Cel­eb­rat­ing the centen­ni­al of Real So­ciedad Matemática Española. Edi­ted by A. Cór­doba, J. L. Fernán­dez, and P. Fernán­dez. Rev­ista Matemática Iberoamer­ic­ana (Mad­rid), 2011. MR 2866882 Zbl 1225.​00041 incollection

J. Na­j­nudel, D. Stroock, and M. Yor: “On a flow of trans­form­a­tions of a Wien­er space,” Chapter 5, pp. 119–​131 in Stochast­ic ana­lys­is and re­lated top­ics: In hon­our of Ali Süley­man Üstünel (Par­is, 14–15 June 2010). Edi­ted by L. De­creuse­fond and J. Najim. Spring­er Pro­ceed­ings in Math­em­at­ics & Stat­ist­ics 22. Spring­er (Ber­lin), 2012. MR 3236089 Zbl 1338.​60176 incollection

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

K. Yano and M. Yor: “Around Tsirelson’s equa­tion, or: The evol­u­tion pro­cess may not ex­plain everything,” Probab. Surv. 12 (2015), pp. 1–​12. MR 3374628 Zbl 1328.​60170 ArXiv 0906.​3442 article