Celebratio Mathematica

Marc Yor

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

Works connected to James W. Pitman

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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

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

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: “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