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 Endre Csáki

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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

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