Celebratio Mathematica

Marc Yor

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Dix thèmes de recherche sur les processus stochastiques qui me tiennent à cœur et m’ont longtemps occupé, I

Works connected to Stanley R. Pliska

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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