The following pages link to Marc Yor (Q180924):
Displayed 50 items.
- On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process (Q372705) (← links)
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (Q373531) (← links)
- (Q419187) (redirect page) (← links)
- A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\) (Q419188) (← links)
- Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone (Q428754) (← links)
- On temporally completely monotone functions for Markov processes (Q431521) (← links)
- Stochastic processes with proportional increments and the last-arrival problem (Q444355) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Around Tsirelson's equation, or: the evolution process may not explain everything (Q491374) (← links)
- Peacocks and associated martingales, with explicit constructions (Q538823) (← links)
- Call option prices based on Bessel processes (Q539516) (← links)
- The Comptes Rendus in Mathematics: past, present time, future. (Q556938) (← links)
- Some properties of the Wishart processes and a matrix extension of the Hartman-Watson laws (Q558624) (← links)
- An inequality for processes which satisfy Kolmogorov's continuity criterion. Application to continuous martingales (Q584821) (← links)
- Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
- Penalisation of a stable Lévy process involving its one-sided supremum (Q629787) (← links)
- Truncation functions and Laplace transform (Q631542) (← links)
- The mean first rotation time of a planar polymer (Q635780) (← links)
- Looking for martingales associated to a self-decomposable law (Q638305) (← links)
- Correlation and the pricing of risks (Q665786) (← links)
- Some independence results related to the arc-sine law (Q678088) (← links)
- Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities (Q698303) (← links)
- Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations (Q699481) (← links)
- Making Markov martingales meet marginals: With explicit constructions (Q701681) (← links)
- From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (Q719087) (← links)
- Burkholder's submartingales from a stochastic calculus perspective (Q733354) (← links)
- Moments of Wiener integrals for subordinators (Q742957) (← links)
- Pure jump increasing processes and the change of variables formula (Q743007) (← links)
- Illustration of various methods for solving partly Skorokhod's embedding problem (Q743015) (← links)
- A scaling proof for Walsh's Brownian motion extended arc-sine law (Q743408) (← links)
- Brownian crossings between spheres (Q750012) (← links)
- A propos de l'inverse du mouvement brownien (Q760969) (← links)
- Random times and enlargements of filtrations in a Brownian setting. (Q818314) (← links)
- Mathematical methods for financial markets. (Q819974) (← links)
- Brownian penalisations related to excursion lengths. VII (Q838322) (← links)
- Penalising symmetric stable Lévy paths (Q841225) (← links)
- Perpetual integral functionals as hitting and occupation times (Q850349) (← links)
- A chaotic representation property of the multidimensional Dunkl processes (Q850977) (← links)
- On the construction of Wiener integrals with respect to certain pseudo-Bessel processes (Q860695) (← links)
- On some Fourier aspects of the construction of certain Wiener integrals (Q873603) (← links)
- On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called ``meander option'' (Q890603) (← links)
- A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales (Q894496) (← links)
- Random scaling and sampling of Brownian motion (Q904208) (← links)
- Aspects of Brownian motion (Q946901) (← links)
- Quasi-invariance properties of a class of subordinators (Q952739) (← links)
- The characteristic polynomial of a random unitary matrix: a probabilistic approach (Q953965) (← links)
- A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet (Q965085) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Introducing the volume (Q972805) (← links)