Marc Yor | Academic Influence

Marc Yor's AcademicInfluence.com Rankings

Marc Yor

Mathematics

#232

World Rank

#507

Historical Rank

Measure Theory

#33

World Rank

#58

Historical Rank

mathematics Degrees

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Mathematics

Why Is Marc Yor Influential?

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According to Wikipedia, Marc Yor was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance.

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Marc Yor's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Continuous martingales and Brownian motion (1990) (7076)
The fine structure of asset returns: an empirical investigation (2002) (1806)
The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator (1997) (1172)
Mathematical Methods for Financial Markets (2009) (782)
BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993) (597)
Stochastic Volatility for Levy Processes (2001) (481)
Stochastic Volatility for Lévy Processes (2003) (476)
A decomposition of Bessel Bridges (1982) (427)
DIFFUSIONS, MARKOV PROCESSES AND MARTINGALES: Volume 2: Itô Calculus (1989) (411)
On some exponential functionals of Brownian motion (1992) (398)
Size-biased sampling of Poisson point processes and excursions (1992) (369)
Exponential Functionals of Brownian Motion and Related Processes (2001) (303)
A survey and some generalizations of Bessel processes (2003) (289)
Some Aspects Of Brownian Motion (1992) (288)
On Models of Default Risk (2000) (281)
Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions (1999) (273)
Bessel processes and infinitely divisible laws (1981) (264)
Exponential functionals of Levy processes (2005) (263)
Brownian Excursions and Parisian Barrier Options (1997) (259)
Une solution simple au probleme de Skorokhod (1979) (249)
PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH (1996) (246)
Time Changes for Lévy Processes (2001) (243)
Brownian analogues of Burke's theorem (2001) (225)
Changes of filtrations and of probability measures (1978) (217)
Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times (1982) (215)
Exponential functionals of Brownian motion, I: Probability laws at fixed time (2005) (213)
Valeurs principales associées aux temps locaux browniens (1987) (209)
Markovian Bridges: Construction, Palm Interpretation, and Splicing (1993) (196)
SELF‐DECOMPOSABILITY AND OPTION PRICING (2007) (185)
Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems (1997) (173)
Random Times and Enlargements of Filtrations in a Brownian Setting (2006) (171)
Equivalent and absolutely continuous measure changes for jump-diffusion processes (2005) (168)
A Representation for Non-Colliding Random Walks (2002) (159)
Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson (1980) (152)
Séminaire de Probabilités XIX 1983/84 (1985) (151)
Asymptotic Laws of Planar Brownian Motion (1986) (148)
Grossissements de filtrations: exemples et applications (1985) (145)
Pricing options on realized variance (2005) (138)
On Walsh's Brownian motions (1989) (135)
Grossissement d’une filtration et semi-martingales : Formules explicites (1978) (133)
Arcsine Laws and Interval Partitions Derived from a Stable Subordinator (1992) (132)
Calcul stochastique dépendant d'un paramètre (1978) (131)
Making Markov martingales meet marginals: with explicit constructions (2002) (123)
Ecole d'été de probabilités de Saint-Flour IX-1979 (1981) (117)
Some aspects of Brownian motion: part i: some special functionals (1992) (110)
Exponential functionals of Brownian motion and disordered systems (1996) (110)
An Analogue of Pitman’s 2M — X Theorem for Exponential Wiener Functionals Part II: The Role of the Generalized Inverse Gaussian Laws (2001) (107)
Infinitely Divisible Laws Associated with Hyperbolic Functions (2003) (107)
Exponential functionals of Brownian motion, II: Some related diffusion processes (2005) (101)
Une extension multidimensionnelle de la loi de l'arc sinus (1989) (100)
An Infinite-Dimensional Analogue of the Lebesgue Measure and Distinguished Properties of the Gamma Process (2001) (99)
Beta-gamma random variables and intertwining relations between certain Markov processes (1998) (97)
étude des solutions extrémales et représentation intégrale des solutions pour certains problèmes de martingales (1977) (95)
Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples (2007) (95)
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions (2008) (94)
ASSET PRICES ARE BROWNIAN MOTION: ONLY IN BUSINESS TIME (2001) (93)
The Entrance Laws of Self-Similar Markov Processes and Exponential Functionals of Lévy Processes (2002) (93)
On Subordinators, Self-Similar Markov Processes and Some Factorizations of the Exponential Variable (2001) (92)
Aspects of Brownian Motion (2008) (91)
An analogue of Pitman’s 2M – X theorem for exponential Wiener functionals: Part I: A time-inversion approach (2000) (87)
Sur certaines fonctionnelles exponentielles du mouvement brownien réel (1992) (85)
On certain Markov processes attached to exponential functionals of Brownian motion: application to Asian options. (2001) (82)
Existence et unicité de diffusions à valeurs dans un espace de Hilbert (1974) (82)
On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes (2002) (81)
From local volatility to local Lévy models (2004) (79)
Hitting, Occupation, and Inverse Local Times of One-Dimensional Diffusions: Martingale and Excursion (2003) (76)
Doob's maximal identity, multiplicative decompositions and enlargements of filtrations (2005) (76)
Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning (2003) (75)
Self-similar processes with independent increments associated with Lévy and Bessel processes (2002) (74)
Decomposition at the maximum for excursions and bridges of one-dimensional diffusions (1996) (72)
A definition and some characteristic properties of pseudo-stopping times (2004) (69)
(Semi-) martingale inequalities and local times (1981) (69)
Some Properties of the Wishart Processes and a Matrix Extension of the Hartman-Watson Laws † (2004) (68)
Stochastic time changes in catastrophe option pricing (1997) (68)
Renormalisation et convergence en loi pour les temps locaux d'intersection du mouvement Brownien dans ℝ3 (1985) (67)
Autour d'un théorème de tsirelson sur des filtrations Browniennes et non Browniennes (1998) (66)
Sous-Espaces Denses dans L1 ou H1 et Representation des Martingales (1978) (65)
Grossissement d’une filtration et semi-martingales: Theoremes generaux (1978) (65)
Sur les distributions de certaines fonctionnelles du mouvement brownien (1981) (64)
Étude d'une martingale remarquable (1989) (63)
Fubini's theorem for double Wiener integrals and the variance of the brownian path (1991) (63)
The Law of the Maximum of a Bessel Bridge (1999) (62)
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion (2000) (61)
On the excursion theory for linear diffusions (2006) (60)
Inégalité de Hardy, semimartingales, et faux-amis (1979) (60)
Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (2005) (59)
The characteristic polynomial of a random unitary matrix: A probabilistic approach (2007) (59)
Les inegalites de sous-martingales, comme consequences de la relation de domination (1980) (58)
A Proof of Dassios' Representation of the $|alpha$-Quantile of Brownian Motion with Drift (1995) (58)
A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration (2001) (58)
Further Asymptotic Laws of Planar Brownian Motion (1989) (57)
On quadratic functionals of the Brownian sheet and related processes (2006) (57)
A version of Pitman's 2M-X theorem for geometric Brownian motions (1999) (57)
Some penalisations of the Wiener measure (2006) (56)
Exponential functionals and principal values related to brownian motion : a collection of research papers (1997) (56)
Asymptotic laws for compositions derived from transformed subordinators (2004) (55)
Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions (1998) (55)
The Brownian Burglar: conditioning Brownian motion by its local time process (1998) (54)
Some remarkable martingales (1981) (54)
Grossissement de filtrations et absolue continuite de noyaux (1985) (53)
Quelques Aspects De La Statistique Robuste (1981) (52)
Ito's Integrated Formula for Strict Local Martingales (2006) (52)
Sur les fonctionnelles exponentielles de certains processus de lévy (1994) (52)
Excursions browniennes et carrés de processus de Bessel (1986) (52)
Quelques précisions sur le méandre brownien (1988) (51)
Penalising Brownian Paths (2009) (51)
The distribution of Brownian quantiles (1995) (50)
Conditional expectations for derivatives of certain stochastic flows (1993) (50)
Harmonic & stochastic analysis of Dunkl processes (2008) (48)
Enlacements du mouvement brownien autour des courbes de l’espace (1990) (48)
Properties of perpetual integral functionals of Brownian motion with drift (2005) (48)
On D. Williams' “Pinching Method” and Some Applications (1982) (47)
Some Martingales Associated to Reflected Lévy Processes (2005) (47)
On the time to reach maximum for a variety of constrained Brownian motions (2008) (47)
Random Discrete Distributions Derived from Self-Similar Random Sets (1996) (46)
Stochastic volatility, jumps and hidden time changes (2002) (46)
Sur l'integrabilite uniforme des martingales continues (1980) (46)
Sur les zeros des martingales continues (1992) (46)
On the tails of the supremum and the quadratic variation of strictly local martingales (1997) (46)
Seminaire de Probabilites XXXIII (1999) (45)
LIMITING LAWS ASSOCIATED WITH BROWNIAN MOTION PERTURBED BY NORMALIZED EXPONENTIAL WEIGHTS, I (2006) (44)
Nouveaux résultats sur le grossissement des tribus (1978) (44)
Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions (2004) (44)
Complements aux formules de Tanaka-Rosen (1985) (44)
On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times (2006) (43)
CGMY and Meixner Subordinators are Absolutely Continuous with respect to One Sided Stable Subordinators. (2006) (43)
A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options (2004) (42)
Option prices as probabilities (2008) (42)
A Parallel between Brownian Bridges and Gamma Bridges (2004) (42)
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes (2003) (42)
Un processus qui ressemble au pont brownien (1987) (41)
On weak brownian motions of arbitrary order (2000) (41)
Limit Behavior of the "Horizontal-Vertical" Random Walk and Some Extensions of the Donsker-Prokhorov Invariance Principle (2003) (41)
Inequalities for a Pair of Processes Stopped at a Random Time (1986) (41)
Le drap brownien comme limite en loi de temps locaux lineaires (1983) (40)
Some invariance properties (of the laws) of Ocone's martingales (2000) (40)
Remarques sur une formule de Paul Lévy (1980) (40)
Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes (2004) (40)
Some asymptotic properties of the local time of the uniform empirical process (1999) (40)
Sur l'identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift (1997) (40)
Sur les théories du filtrage et de la prédiction (1977) (40)
Filtration des ponts browniens et equations differentielles stochastiques lineaires (1990) (40)
Some new examples of Markov processes which enjoy the time-inversion property (2005) (39)
Some Remarkable Properties of the Dunkl Martingales (2006) (38)
On the distribution of ranked heights of excursions of a Brownian bridge (2001) (38)
Quelques relations entre processus de Bessel, options asiatiques et fonctions confluentes hypergéométriques (1992) (37)
On extremal solutions of martingale problems (1980) (37)
A Global View of Brownian Penalisations (2009) (37)
Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures (2013) (37)
A chaotic representation property of the multidimensional Dunkl processes (2006) (37)
Some Remarkable Properties of Gamma Processes (2007) (37)
Harnesses, Lévy bridges and Monsieur Jourdain (2004) (36)
The Feynman-Kac formula and decomposition of Brownian paths (1997) (36)
Some Brownian functionals and their laws (1997) (35)
Étude asymptotique de certains mouvements browniens complexes avec drift (1986) (35)
Sur la loi des temps locaux browniens pris en un temps exponentiel (1988) (35)
On constants related to the choice of the local time at 0, and the corresponding Itô measure for Bessel processes with dimension d = 2(1 − α ), 0 < α < 1 (2008) (35)
On square-root boundaries for Bessel processes, and pole-seeking Brownian motion (1984) (35)
Notes sur la fonctionζde Riemann, 2 (1999) (35)
Rates of convergence of diffusions with drifted Brownian potentials (1999) (34)
On the relative lengths of excursions derived from a stable subordinator (1997) (34)
Penalising symmetric stable Lévy paths (2008) (33)
Sur la transformee de Hilbert des temps locaux Browniens, et une extension de la formule d'itô (1982) (33)
Sur le balayage des semi-martingales continues (1979) (33)
An explicit Skorokhod embedding for the age of Brownian excursions and Azéma martingale (2004) (33)
On the Markov–Krein Identity and Quasi-Invariance of the Gamma Process (2004) (33)
Séminaire de Probabilités XXXVIII (2005) (33)
Comments on the life and mathematical legacy of Wolfgang Doeblin (2002) (32)
On Local Martingale and its Supremum: Harmonic Functions and beyond (2004) (32)
Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (2010) (32)
On the lengths of excursions of some Markov processes (1997) (31)
Laplace transforms related to excursions of a one-dimensional diffusion (1999) (31)
In memoriam Paul-André Meyer : Séminaire de probabilités XXXIX (2006) (31)
On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes (2008) (31)
Bid and ask prices as non-linear continuous time G-expectations based on distortions (2013) (31)
Séminaire de Probabilités XXIII (1989) (30)
From Black-Scholes formula, to local times and last passage times for certain submartingales (2008) (30)
The asymptotic joint distribution of windings of planar Brownian motion (1984) (29)
Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities (2001) (29)
Perpetual Integral Functionals as Hitting and Occupation Times (2004) (29)
Séminaire de Probabilités XXI (1977) (28)
Séminaire de probabilités XXII (1988) (28)
On Dufresne's relation between the probability laws of exponential functionals of Brownian motions with different drifts (2003) (27)
From Planar Brownian Windings to Asian Options (1993) (27)
Sur les integrales stochastiques optionnelles et une suite remarquable de formules exponentielles (1976) (27)
Two price economies in continuous time (2013) (27)
Some Absolute Continuity Relationships for Certain Anticipative Transformations of Geometric Brownian Motions (2001) (27)
Une explication du théorème de Ciesielski-Taylor (1991) (26)
Le probleme de skorokhod : complements a l'expose precedent (1979) (26)
Entropie d'une partition, et grossissement initial d'une filtration (1985) (26)
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion (2009) (26)
Représentation des martingales de carré integrable relative aux processus de Wiener et de Poisson à n paramètres (1976) (25)
Some Explicit Krein Representations of Certain Subordinators, Including the Gamma Process (2005) (25)
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (2010) (25)
Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge (2004) (25)
On independent times and positions for Brownian motions (2002) (25)
Séminaire de probabilités XXIX (1995) (25)
Abel transform and integrals of Bessel local times (1999) (24)
Variations sur une formule de Paul Lévy (1987) (24)
On the Lévy transformation of brownian motions and continuous martingales (1993) (24)
From Local Volatility to Local Levy Models (2004) (24)
Interpretation via Brownian motion of some independence properties between GIG and gamma variables (2003) (23)
Etude asymptotique des enlacements du mouvement brownien autour des droites de l'espace (1987) (23)
Sur une decomposition des ponts de bessel (1982) (23)
Quelques calculs de compensateurs impliquant l'injectivité de certains processus croissants (1998) (23)
Sur les lois des fonctionnelles exponentielles du mouvement brownin, considérées en certains instants aléatories (1992) (23)
An arithmetic model for the total disorder process (2006) (23)
Distinguished properties of the gamma process, and related topics (2000) (22)
Sur l'etude des martingales continues extrêmales (1979) (22)
Moyennes mobiles et semimartingales (1993) (22)
Séminaire de probabilités XXVI (1992) (22)
Selfdecomposable Laws Associated with Hyperbolic Functins (2010) (22)
Séminaire de Probabilités XV 1979/80 (1981) (22)
Sur Quelques Approximations D’integrales Stochastiques (1977) (21)
Limiting laws for long Brownian bridges perturbed by their one-sided maximum, III (2005) (21)
A note on a.s. finiteness of perpetual integral functionals of difusions (2005) (20)
How to make Dupire’s local volatility work with jumps¶ (2013) (20)
Séminaire de probabilités XXV (1991) (20)
Penalizing a BES ( d ) process (0 < d < 2) with a function of its local time, V (2008) (20)
Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane (1991) (20)
On positive and negative moments of the integral of geometric Brownian motions (2000) (20)
Some remarks about the joint law of Brownian motion and its supremum (1997) (20)
Stochastic processes with proportional increments and the last-arrival problem (2012) (20)
Some divergent integrals of Brownian motion (1986) (20)
On the laws of homogeneous functionals of the Brownian bridge (1999) (19)
The height and width of simple trees (2000) (19)
Le théorème d'arrêt en une fin d'ensemble prévisible (1993) (19)
Precisions sur l'existence et la continuite des temps locaux d'intersection du mouvement brownien dans ℝ2 (1986) (19)
On stochastic areas and averages of planar Brownian motion (1989) (19)
Limiting distributions associated with moments of exponential Brownian functionals (2004) (19)
Weighing the odds: a course in probability and statistics (2003) (19)
Kellerer’s Theorem Revisited (2015) (19)
Séminaire de probabilités XXVII (1993) (19)
PASSPORT OPTIONS (2002) (18)
The barnes G function and its relations with sums and products of generalized gamma convolution variables (2007) (18)
Séminaire de probabilités XXXVII (2003) (18)
Séminaire de probabilités XXXII (1998) (18)
The Mean First Rotation Time of a Planar Polymer (2011) (18)
A Simple Stochastic Rate Model for Rate Equity Hybrid Products (2013) (18)
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon (2008) (18)
Sur certaines proprietes des espaces de Banach H 1 et BMO (1978) (17)
Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes (2001) (17)
Séminaire de probabilités XXXVI (2003) (17)
The Law of Geometric Brownian Motion and its Integral, Revisited; Application to Conditional Moments (2002) (17)
On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (2013) (17)
Hardy's inequality in $L^2([0,1]$ and principal values of Brownian local times (2004) (17)
Seminaire de Probabilites XXXV (2001) (17)
Inegalités de martingales continues arretées à un temps quelconque (1985) (16)
On Exponential Functionals of Certain Lévy Processes (2001) (16)
Euler's formulae for $\zeta(2n)$ and products of Cauchy variables (2007) (16)
ON BOUGEROL AND DUFRESNE'S IDENTITIES FOR EXPONENTIAL BROWNIAN FUNCTIONALS (1998) (16)
Random Brownian scaling identities and splicing of Bessel processes (1998) (16)
Quasi-invariance properties of a class of subordinators (2007) (16)
A construction of processes with one dimensional martingale marginals, based upon path-space Ornstein-Uhlenbeck processes and the Brownian sheet (2009) (16)
A guide to Brownian motion and related stochastic processes (2018) (16)
Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes (1993) (16)
Level Crossings of a Cauchy Process (1986) (15)
Around Tsirelson's equation, or: The evolution process may not explain everything (2009) (15)
Quelques identit es en loi pour les processus de Bessel (1996) (15)
Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV (2007) (15)
Further examples of explicit Krein representations of certain subordinators (2005) (15)
Dilatations d'espace-temps, réarrangements des trajectoires browniennes, et quelques extensions d'une identité de Knight (1993) (15)
Sur un théorème de tsirelson relatif à des mouvements browniens corrélés et à la nullité de certains temps locaux (1998) (15)
Sur une formule de la theorie du balayage (1979) (15)
Tanaka Formula for Symmetric Lévy Processes (2005) (15)
Sur la construction d'une martingale continue, de valeur absolue donnee (1980) (14)
Une extension markovienne de l'algèbre des lois béta-gamma (1989) (14)
Random Brownian Scaling and Some Absolute Continuity Relationships (1995) (14)
Remarques sur certaines constructions des mouvements browniens fractionnaires (1988) (14)
On a formula of Takács for Brownian motion with drift (1998) (14)
Making Markov Martingales Meet Marginals (2001) (14)
Interpretations in Terms of Brownian and Bessel Meanders of the Distribution of a Subordinated Perpetuity (2001) (14)
On an Identity in Law for the Variance of the Brownian Bridge (1997) (14)
À propos de l’inverse du mouvement brownien dans $\mathbb {R}^n (n \geqq 3)$ (1985) (14)
Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (2010) (13)
Perturbed bessel processes (1998) (13)
On Striking Identities About the Exponential Functionals of the Brownian Bridge and Brownian Motion (2000) (13)
On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I (2004) (13)
Integrability properties and limit theorems for the exit time from a cone of planar Brownian motion (2012) (13)
Sur la représentation comme intégrales stochastiques des temps d’occupation du mouvement brownien dans $\mathbb {R}^d$ (1986) (12)
Quelques interactions entre mesures vectorielles et integrales stochastiques (1979) (12)
On Certain Exponential Functionals of Real-Valued Brownian Motion (2001) (12)
Seminaire de Probabilites XXXI (1997) (12)
Optimal Bounds for Cauchy Approximations for the Winding Distribution of Planar Brownian Motion (2003) (12)
Ranked functionals of Brownian excursions (1998) (12)
Fractional Intertwinings Between Two Markov Semigroups (2009) (12)
Séminaire de probabilités XXVIII (1994) (12)
Penalisation of a stable Lévy process involving its one-sided supremum (2010) (12)
Some recent martingale problems (1997) (11)
A sequence of Albin type continuous martingales with Brownian marginals and scaling (2011) (11)
Etude asymptotique des nombres de tours de plusieurs mouvements browniens complexes corrélés (1991) (11)
Two chain-transformations and their applications to quantiles (1997) (11)
Large deviations for the Bessel clock (2001) (11)
Unifying Black–Scholes Type Formulae Which Involve Brownian Last Passage Times up to a Finite Horizon (2008) (11)
A construction of processes with one-dimensional martingale marginals, associated with a Lévy process, via its Lévy sheet (2009) (11)
On some examples of quadratic functionals of Brownian motion (1993) (11)
The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (2010) (11)
Brownian penalisations related to excursion lengths, VII (2009) (11)
Penalisations of multidimensional Brownian motion, VI (2009) (11)
Identities in law between quadratic functionals of bivariate Gaussian processes, through Fubini theorems and symmetric projections (2005) (11)
Exercises in probability. A guided tour from measure theory to random processes, via conditioning. Second edition (2012) (11)
Multi-self-similar Markov processes on ℝ+n and their Lamperti representations (2003) (11)
Formule de Cauchy relative à certains lacets browniens (1977) (11)
Lévy processes in finance: a remedy to the non-stationarity of continuous martingales (1998) (11)
Le mouvement brownien de Levy index par ℝ3 comme limite centrale de temps locaux d'intersection (1988) (11)
The Accuracy of Cauchy Approximation for the Windings of Planar Brownian Motion (2000) (10)
Some Changes of Probabilities Related to a Geometric Brownian Motion Version of Pitman's $2M-X$ Theorem (1999) (10)
Computations of moments for discounted Brownian additive functionals (1998) (10)
Fractional Brownian motions as "higher-order" fractional derivatives of Brownian local times (2002) (10)
A family of generalized gamma convoluted variables (2009) (10)
Remarques sur la representation des martingales comme integrales stochastiques (1977) (10)
An alternative expression for the Black-Scholes formula in terms of Brownian first and last passage times (2008) (10)
Some two-dimensional extensions of Bougerol’s identity in law for the exponential functional of linear Brownian motion (2012) (10)
From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order (2011) (10)
Une decomposition non-canonique du drap brownien (1992) (10)
Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals (2004) (10)
A remarkable σ-finite measure on C(R+,R) related to many Brownian penalisations (2007) (10)
Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders (2007) (9)
Renormalisation et convergence en loi pour certaines integrales multiples associees au mouvement Brownien dans ℝd (1987) (9)
A Large Deviations Principle Related to the Strong Arc-Sine Law (2002) (9)
Champs markoviens et mesures de Gibbs sur ${R}$ (1978) (9)
Couples de Wald indéfiniment divisibles. Exemples liés à la fonction gamma d’Euler et à la fonction zeta de Riemann (2005) (9)
Représentation intégrale de certaines mesures quasi-invariantes sur ${\mathcal {C}}({\bf R})$; mesures extrémales et propriété de Markov (1976) (9)
AFFINE RANDOM EQUATIONS AND THE TABLE (1 2) DISTRIBUTION (2000) (9)
A scaling proof for Walsh's Brownian motion extended arc-sine law. (2012) (9)
Limiting laws associated with Brownian motion perturbated by normalized exponential weights (2003) (9)
Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law (1994) (9)
Some special functionals (1992) (9)
Some infinite divisibility properties of the reciprocal of planar Brownian motion exit time from a cone (2012) (9)
Penalisations of Brownian motion with its maximum and minimum processes as weak forms of Skorokhod embedding, X (2008) (9)
Some independence results related to the arc-sine law (1996) (8)
Probing Option Prices for Information (2007) (8)
A remark about the norm of a Brownian bridge (2004) (8)
Penetration times and Skorohod stopping (1989) (8)
Put option prices as joint distribution functions in strike and maturity: the Black-Scholes case (2009) (8)
En cherchant une définition naturelle des intégrales stochastiques optionnelles (1979) (8)
Inegalites de martingales continues arretees a un temps quelconque: Le role de certains espaces BMO (1985) (8)
Séminaire de Probabilités XVII 1981/82 (1983) (8)
Séminaire de probabilités XXX (1996) (8)
Applying Itô’s motto: “Look at the infinite dimensional picture” by constructing sheets to obtain processes increasing in the convex order (2010) (8)
Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions (2004) (8)
Options on realized variance and convex orders (2009) (8)
Correlation and the pricing of risks (2007) (8)
On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options (2015) (8)
A stochastically quasi-optimal search algorithm for the maximum of the simple random walk (2003) (8)
Call Option Prices Based on Bessel Processes (2008) (8)
Grossissements de filtrations : exemples et applications : séminaire de calcul stochastique 1982/83, Université Paris VI (1985) (8)
De nouveaux résultats sur l'équation de Tsirel'son (1989) (8)
Introduction au calcul stochastique (1981) (7)
The maximal drawdown of the Brownian meander (2015) (7)
An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions (1999) (7)
Application d'un lemme de Jeulin au grossissement de la filtration brownienne (1980) (7)
Looking for Martingales Associated to a Self-Decomposable Law (2010) (7)
A relation between Levy ' s stochastic area formula , Legendre polynomials , and some continued fractions of Gauss (7)
An inequality for processes which satisfy Kolmogorov's continuity criterion. Application to continuous martingales (1983) (7)
Constructing self-similar martingales via two Skorokhod embeddings (2011) (7)
Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude (1999) (7)
Sur l'indépendance d'un temps d'arrêt T et de la position BT d'un mouvement brownien (Bu,u⩾0) (2001) (7)
On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales (2018) (7)
Étude de certains processus (stochastiquement) différentiables ou holomorphes (1977) (7)
Séminaire de probabilités XIV 1978/79 (1980) (7)
Les filtrations de certaines martingales du mouvement brownien dans ℝn (1979) (7)
Wiener integrals for centered Bessel and related processes, II (2006) (7)
On Dufresne's perpetuity, translated and reflected (2004) (7)
On temporally completely monotone functions for Markov processes (2012) (6)
Options on Hedge Funds under the High Water Mark Rule (2005) (6)
Wiener integrals for centered powers of Bessel processes, I (2005) (6)
TIME CHANGES HIDDEN IN BROWNIAN SUBORDINATION (2000) (6)
Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling (2013) (6)
Application de la relation de domination a certains renforcements des inegalites de martingales (1982) (6)
Une propriété des martingales pures (1996) (6)
Exotic options and L evy processes (2002) (6)
Local times and almost sure convergence of semi-martingales (1995) (6)
Probabilités: Valeurs principales associées aux temps locaux browniens et processus stables symétriques (1985) (6)
A Note About Selberg’s Integrals in Relation with the Beta-Gamma Algebra (2007) (6)
Séminaire de probabilités XVI, 1980/81 (1982) (5)
LOCAL LIMIT THEOREMS FOR BROWNIAN ADDITIVE FUNCTIONALS AND PENALISATION OF BROWNIAN PATHS, IX (2010) (5)
Une identité en loi remarquable pour l’excursion brownienne normalisée (1997) (5)
Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times, VIII (2008) (5)
Séminaires de Probabilités XX 1984/85 (1986) (5)
ON VALUING STOCHASTIC PERPETUITIES USING NEW LONG HORIZON STOCK PRICE MODELS DISTINGUISHING BOOMS, BUSTS, AND BALANCED MARKETS (2016) (5)
On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process (2013) (5)
Where Did the Brownian Particle Go (2001) (5)
On the expectation of normalized Brownian functionals up to first hitting times (2013) (5)
Limit behavior of the “horizontal-vertical” random walk and some extensions of the Donsker - Prokhorov invariance principle@@@Limit behavior of the “horizontal-vertical” random walk and some extensions of the Donsker - Prokhorov invariance principle (2002) (5)
Random Matrices and the Riemann zeta function (2006) (5)
Asymptotics for the distribution of lengths of excursions of a d-dimensional Bessel process (0 (2006) (5)
Extension d'une formule de Paul Lévy pour la variation quadratique du mouvement brownien plan (1992) (5)
Sur la theorie de la prediction, et le probleme de decomposition des tribus F t+ o (1976) (5)
The Laws of Exponential Functionals of Brownian Motion, Taken at Various Random Times (2001) (5)
Sur l’equation stochastique de Tsirelson (1983) (5)
Some examples of Skorokhod embeddings obtained from the Azéma–Yor algorithm (2013) (5)
Sur les processus croissants de type injectif (1996) (5)
On symmetric stable random variables and matrix transposition (1994) (5)
A new formula for some linear stochastic equations with applications (2010) (5)
Renewal series and square-root boundaries for Bessel processes (2008) (4)
On the law of a triplet associated with the pseudo-Brownian bridge (2013) (4)
Further Results on Exponential Functionals of Brownian Motion (2001) (4)
Aspects of mathematical finance (2008) (4)
LINEAR TRANSFORMATIONS OF TWO INDEPENDENT BROWNIAN MOTIONS AND ORTHOGONAL DECOMPOSITIONS OF BROWNIAN FILTRATIONS (2002) (4)
Séminaire de probabilités 1967-1980 : a selection in martingale theory (2002) (4)
Representation of Martingales (1991) (4)
Pénalisations et Quelques Extensions du Théorème de Pitman, Relatives au Mouvement Brownien et à Son (2006) (4)
Extrémalité et remplissage de tribus pour certaines martingales purement discontinues (1981) (4)
Calcul stochastique d6pendant d'un param6tre (1978) (4)
Comparing Brownian Stochastic Integrals for the Convex Order (2014) (4)
Séminaire de probabilités XXIV, 1988/89 (1990) (4)
A Generalized Biane process (1991) (4)
Local times for functions with finite variation: two versions of Stieltjes change‐of‐variables formula (2013) (4)
Some measure-valued Markov processes attached to occupation times of Brownian motion (2000) (4)
Unifying the Dynkin and Lebesgue-Stieltjes formulae (2013) (4)
Retrieving Information from Subordination (2010) (3)
BROWNIAN INTERPRETATIONS OF AN ELLIPTIC INTEGRAL (1992) (3)
Sur l’extension d’un theoreme de Doob a un noyau σ-fini (1978) (3)
Séminaire de probabilités XVI, 1980/81 supplément : géométrie différentielle stochastique (1982) (3)
Sur La Theorie Du Filtrage (1981) (3)
A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn (2011) (3)
Démonstration d'un théorème de F. Knight à l'aide de martingales exponentielles (1980) (3)
The joint law of the last zeros of Brownian motion and of its Lévy transform (2000) (3)
On Some Exponential-Integral Functionals of Bessel Processes (1993) (3)
A New Proof of Williams' Decomposition of the Bessel Process of Dimension Three with a Look at Last-Hitting Times (2015) (3)
Exercices sur les temps locaux de semi-martingales continues et les excursions browniennes (2016) (3)
Construction d'une martingale reelle continue, de filtration naturelle donnee (1980) (3)
Sur l'expression de la dualité entre H 1 et BMO (1979) (3)
Mouvement brownien et inégalité de Hardy dans $L^2$ (1989) (3)
Canonical decomposition of linear transformations of two independent Brownian motions (1998) (3)
Existence and properties of pseudo-inverses for Bessel and related processes (2010) (3)
Some properties of the arc-sine law related to its invariance under a family of rational maps (2004) (3)
Une remarque sur les formes de dirichlet et les semi-martingales (1976) (3)
Continuous-Path Random Processes: Mathematical Prerequisites (2009) (3)
Sur un processus associé aux temps locaux browniens (1982) (2)
Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory (2015) (2)
Bid and ask prices as non-linear continuous time G-expectations based on distortions (2014) (2)
On some Fourier aspects of the construction of certain Wiener integrals (2007) (2)
Stochastic filtering at Saint-Flour (2012) (2)
Remembering Paul Malliavin (2011) (2)
On the one-sided maximum of Brownian and random walk fragments and its applications to new exotic options called “meander option” (2014) (2)
Le Mouvement Brownien: Quelques Développements de 1950 à 1995 (2000) (2)
Paul Lévy’s Arcsine Laws (2013) (2)
On an identity in law between Brownian quadratic functionals (2013) (2)
Brownian crossings between spheres (1990) (2)
On martingales with given marginals and the scaling property (2011) (2)
On Peacocks and Lyrebirds: Australian Options, Brownian Bridges and the Average of Sub-Martingales (2015) (2)
Séminaire de Probabilités XVIII 1982/83 (1984) (2)
A propos d'un lemme de Ch. Yoeurp (1977) (2)
In Memoriam Paul-André Meyer (2006) (2)
Default Risk: An Enlargement of Filtration Approach (2009) (2)
Théorème central limite pour l'intersection de deux saucisses de Wiener indépendantes (1993) (2)
Two price economies in continuous time (2013) (2)
On certain discounted arc-sine laws (1997) (2)
Sur la théorie de la prédiction (1976) (2)
Introducing the volume (2010) (2)
Some aspects of the probabilistic work (2007) (2)
Eléments de Probabilités quantiques. IX Calculs Antisymétriques Et «Supersymétriques» En Probabilités (1988) (2)
Séminaire de Probabilités XLVI (2014) (2)
On the construction of Wiener integrals with respect to certain pseudo-Bessel processes (2006) (2)
Moments of Wiener integrals for subordinators (2012) (2)
Inegalites pour les processus self-similaires arrêtés a un temps quelconque (1987) (2)
Squared Bessel Processes (2010) (2)
Rencontre franco-japonaise de probabilités [Paris, 27 novembre-1er décembre, 2000] A few words about its origin and its aims (2001) (1)
A continuous martingale in the plane that may spiral away to infinity (1991) (1)
Illustration of various methods for solving partly Skorokhod's embedding problem (2013) (1)
DU MOUVEMENT BROWNIEN REEL (1992) (1)
On an identity in law obtained by A. Földes and P. Révész (1993) (1)
A tribute to Professor Kiyosi Itô (2010) (1)
Generators and Time Reversal (1991) (1)
MEASURING THE "NON-STOPPING TIMENESS" OF ENDS OF PREVISIBLE SETS (2008) (1)
A trivariate law for certain processes related to perturbed brownian motions (2004) (1)
Elements de probabilites quantiques. X Calculs avec des noyaux discrets (1988) (1)
A Special Family of Diffusions: Bessel Processes (2009) (1)
Some Examples of Peacocks (2011) (1)
On weak Brownian motions of arbitrary order 1 (2007) (1)
The Brownian filtration, Tsirel’son’s examples, and Walsh’s Brownian motions (1997) (1)
Poisson Processes and Ruin Theory (2009) (1)
Existence of Pseudo-Inverses for Diffusions (2010) (1)
3 Some aspects of the probabilistic work (2007) (1)
On a Flow of Transformations of a Wiener Space (2011) (1)
MOD-φ CONVERGENCE (2014) (1)
Sur l’œuvre de Paul Lévy (2013) (1)
Erratum au Seminaire XX (1988) (1)
Pure jump increasing processes and the change of variables formula (2013) (1)
Brownian Excursion Theory: A First Approach (2013) (1)
Bessel Processes and Ray-Knight Theorems (1991) (1)
Random scaling and sampling of Brownian motion (2015) (1)
Some Relations between Bessel Processes, Asian Options and Confluent Hypergeometric Functions (2001) (1)
Predictable and Chaotic Representation Properties for Some Remarkable Martingales Including the Azéma and the Dunkl Martingales (2006) (1)
Euler's formula for zeta(2n) and Cauchy variables (2007) (1)
Principal values of Brownian local times (1987) (1)
Interpretation d'un calcul de H. Tanaka en theorie generale des processus (1987) (1)
On Valuing Stochastic Perpetuities Using New Long Horizon Stock Price Models Distinguishing Booms, Busts and Balanced Markets (2012) (1)
Generalizations of Gross’ and Minlos’ theorems (1991) (1)
An Interesting Family of Black-Scholes Perpetuities (2010) (1)
A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales * (2015) (1)
On Increasing Risk, Inequality and Poverty Measures: Peacocks and Lyrebirds and Exotic Options (2015) (1)
Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales (1978) (1)
Présentation du pli cacheté (2000) (1)
Stochastic Differential Equations (1991) (1)
Corrections au Séminaire de Probabilités XX (1987) (1)
On Azéma’s martingales and the chaos representation property (1997) (1)
Exercises in Probability: Random processes (2003) (1)
Chapter 1. On a remarkable $\sigma$-finite measure $\mathrm{W}$ on path space, which rules penalisations for linear Brownian motion (2009) (1)
Lévy’s Representation of Reflecting BM and Pitman’s Representation of BES(3) (2013) (0)
field. New to the Second EditionComplements on discrete models, including Rogers' approach to the fundamental theorem of asset pricing and super-replication in incomplete marketsDiscussions on local volatility, Dupire's formula, the change of numÐ“Â©raire techniques, forward measures, and the forwa (2010) (0)
Exercises in Probability: Solutions for Chapter 2 (2012) (0)
Generalized Black-Scholes Formulae for Martingales, in Terms of Last Passage Times (2010) (0)
Stochastic processes and related topics : proceedings of the 12th Winter School, Siegmundsburg, Germany, 27 February-4 March, 2000 (2002) (0)
Penalisations of a Bessel process with dimension d(0 d 2) by a function of the ranked lengths of its excursions (2009) (0)
Burkholder’s submartingales from a stochastic calculus perspective (2007) (0)
Stopping and Non-stopping Times (2006) (0)
Some topics in probability theory (2015) (0)
Solutions for Chapter 5 (2012) (0)
Chapter 4. An analogue of $\mathrm{W}$ for discrete Markov chains (2009) (0)
Weak and Strong Brownian Filtrations (2006) (0)
From Local Times to Random Environments (2002) (0)
The Time Inversion Method (2011) (0)
The Laws of, and Conditioning with Respect to, Last Passage Times (2013) (0)
On the logarithm of the Riemann zeta function: from Selberg's central limit theorem to total disorder (Number theory and probability theory) -- (Three notes on connections between the Riemann zeta function and probability theory, in particular: random matrix theory) (2008) (0)
Probabilistic representations of the Riemann zeta function and some generalisations related to Bessel processes (1997) (0)
Further results about reflecting Brownian motion perturbed by its local time at 0 (2008) (0)
An explanation and some extensions of the Ciesielski-Taylor identities (2008) (0)
Tsirerson's equation in discrete time (0)
Laurent Schwartz (1915–2002), Volume 50, Number 9 (2003) (0)
Chapter 2. Existence and properties of the measure $\mathrm{W}^{(2)}$ (2009) (0)
The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous” (2006) (0)
On principal values of Brownian and Bessel local times (1997) (0)
Exercises in Probability: Final suggestions: how to go further? (2003) (0)
General Processes: Mathematical Facts (2009) (0)
Additive Functionals of Brownian Motion (1999) (0)
Martingale inequalities at any time (1997) (0)
AN ANALOGUE OF PITMAN ’ S 2 M − X THEOREM FOR EXPONENTIAL WIENER FUNCTIONALS PART I : A TIME-INVERSION APPROACH HIROYUKI MATSUMOTO (0)
Limit Theorems in Distribution (1991) (0)
Distributions de Frobénius (1976) (0)
Mathematics and Finance (2008) (0)
Exercises in Probability: References (2003) (0)
Notation and Convention (2006) (0)
Increasing processes and the change of variables formula for non-decreasing functions (2013) (0)
A pr 2 00 4 Where Did The Brownian Particle Go ? (2000) (0)
Comparison of Multidimensional Marginals (2011) (0)
Last-Hitting Times and Williams' Decomposition of the Bessel Process of Dimension 3 at its Ultimate Minimum (2013) (0)
Some extensions of Paul Lévy’s arc sine law for BM (2008) (0)
The Time Reversal Method (2011) (0)
Preface to the tenth Takagi Lectures (2012) (0)
How K. Itô revolutionized the study of stochastic processes (2007) (0)
Stochastic Inequalities and Applications. Evariste Gine, Christian Houdre, and David Nualart (2006) (0)
Basic Concepts and Examples in Finance (2009) (0)
Squares of Bessel processes and Ray-Knight theorems for Brownian local times (2008) (0)
Marc Yor: A beautiful mind has disappeared (2014) (0)
The filtration of truncated Brownian motion (1997) (0)
Foundations of the Prediction Process - F. B. Knight. (1994) (0)
A general principle and some questions about penalisations (2009) (0)
Exercises in Probability: Contents (2003) (0)
Feynman-Kac penalisations for Brownian motion (2009) (0)
Book reviews (1994) (0)
Some examples and applications of enlargements of filtrations (1997) (0)
On the winding number of planar BM (2008) (0)
Exercises in Probability: Solutions for Chapter 4 (2012) (0)
Measure theory and probability (2003) (0)
Two Descriptions of n: Itô’s and Williams’ (2013) (0)
Sketches of Solutions for the Exercises (2006) (0)
Some asymptotic laws for multidimensional BM (2008) (0)
Temps d'arrêt riches et applications (1982) (0)
A warning about an independence property related to random Brownian scaling (2007) (0)
Exercises in Probability: Preface (2003) (0)
Introduction: Some Aspects of Financial Mathematics (2008) (0)
The Feynman–Kac Formula and Excursion Theory (2013) (0)
Unveiling the Brownian Path (or history) as the Level Rises (2006) (0)
A Variant of Pitman's Theorem on (2 Js − Rs, s ≥ 0) for a General Transient Bessel Process R(+) and Its Implications for the Corresponding Ito's Measure n(−) (2015) (0)
About our bibliography (2009) (0)
A Simple Path Decomposition of Brownian Motion Around Time t = 1 (2013) (0)
Three Notes on Connections between the Riemann Zeta Function and Probability Theory, in particular : Random Matrix Theory (Number Theory and Probability Theory) (2008) (0)
Threshold Phenomena in an "easy" Class of Random Lattices and Eecient Reduction Algorithms Random Assignment Problem and Asymptotic Essential Uniqueness in Optimization over Random Data the Kernel Method the Height and Width of Simple Trees (0)
Stochastic Inequalities and Applications (2006) (0)
The Sato Process Method (2011) (0)
Reading the Black-Scholes Formula in Terms of First and Last Passage Times (2010) (0)
Study of Last Passage Times up to a Finite Horizon (2010) (0)
Index of main notations (2009) (0)
Exercises in Probability: Measure theory and probability (2012) (0)
Small and big probability worlds (2011) (0)
The Skorokhod Embedding (SE) Method (2011) (0)
Complements on Brownian Motion (2009) (0)
The Existence and Regularity of Semimartingale Local Times (2013) (0)
The Stochastic Differential Equation Method (2011) (0)
On an extension of Dufresne's relation between exponential Brownian functionals from opposite drifts to two different drifts: a short proof (2004) (0)
Exercises in Probability: Where is the notion N discussed? (2003) (0)
A scaling proof for Walsh's Brownian motion arc-sine law.: Walsh's Brownian motion arc-sine law. (2012) (0)
Some asymptotic laws for crossings and excursions (2019) (0)
Some asymptotic laws for crossings and excursions (2019) (0)
Representation of some particular Azéma supermartingales (2010) (0)
The Sheet Method (2011) (0)
Complements relative to Part I (Chapters 1 to 9) (1997) (0)
Two examples of functional penalisations of Brownian motion, VIII (2007) (0)
Exercises in Probability: Distributional computations (2003) (0)
Some Identities in Law (2013) (0)
Random matrices and the Riemann zeta function: the Keating-Snaith philosophy (Number theory and probability theory) -- (Three notes on connections between the Riemann zeta function and probability theory, in particular: random matrix theory) (2008) (0)
A short presentation of the selected articles (2002) (0)
On some exponential functionals of Brownian motion and the problem of Asian options (2008) (0)
J. L. Doob (27 February 1910–7 June 2004) (2009) (0)
The laws of some quadratic functionals of BM (2008) (0)
A Variant of Pitman’s Theorem on $$(2J_s-R_s,s\ge 0)$$(2Js-Rs,s≥0) for a General Transient Bessel Process $$R_{(+)}$$R(+) and Its Implications for the Corresponding Ito’s Measure $$\large \mathbf{n}_{(-)}$$n(-) (2015) (0)
Exercises in Probability: Some frequently used notations (2003) (0)
Exercises in Probability: Independence and conditioning (2003) (0)
Complements on Continuous Path Processes (2009) (0)
Integral Representations Relating W and n (2013) (0)
Convergence in law and convergence of moments: An example related to Bessel processes (1998) (0)
Exercises in Probability: Gaussian variables (2012) (0)
Title and Copyright Pages (2009) (0)
Exercises in Probability: Solutions for Chapter 3 (2012) (0)
Exercises in Probability: Convergence of random variables (2003) (0)
Exercises in Probability: Solutions for Chapter 6 (2012) (0)
Séminaire de probabilités XIX, 1983/84 : proceedings (1985) (0)
Kiyosi Itô (1915-2008) (2009) (0)
Corrections a des volumes anterieurs Volume XII (1981) (0)
Put Option as Joint Distribution Function in Strike and Maturity (2010) (0)
Table generale des exposes du seminaire de probabilites (Volumes I a XIV) (1981) (0)
Girsanov’s Theorem and First Applications (1991) (0)
Sur l'extension d'un théorème de Doob à un noyau $\sigma$-fini, d'après G. Mokobodzki (1978) (0)
Temps locaux : exposés du séminaire J. Azéma-M. Yor, 1976-1977, Laboratoire de calcul des probabilités, Université Pierre et Marie Curie (1978) (0)
Some aspects of K. Itô’s works☆ (2010) (0)
Correction au séminaire XV (1982) (0)
Un exemple de J. Pitman (1979) (0)
Séminaire de probabilités XV 1979/80 : avec table générale des exposés de 1966/67 à 1978/79 (1981) (0)
Leçons de mathématiques d'aujourd'hui. Vol. 3 (2007) (0)
On Two Results of P. Deheuvels (2015) (0)
Journées de probabilités (2000) (0)
Compléments à l'étude asymptotique des nombres de tours du mouvement brownien complexe autour d'un nombre fini de points (1987) (0)
Les Comptes rendus en Mathématique : passé, présent, futur (2005) (0)
Appendice: Un resultat de D. Williams (1982) (0)
Corrections aux volumes antérieurs (1992) (0)
Marc Yor - La passion du mouvement brownien (2015) (0)
Séminaire de probabilités 1967 - 1980 (2002) (0)
Grossissements de filtrations : grossissements initiaux et progressifs (2017) (0)
Sur certains commutateurs d'une filtration (1981) (0)
Derivation par rapport au processus de bessel (1990) (0)
The Gaussian space of BM (2008) (0)
Intégrales de Wiener par rapport aux processus de Bessel., Mathématiques / Probabilités (2005) (0)
Truncation functions and Laplace transform (2011) (0)
Hitting Times: A Mix of Mathematics and Finance (2009) (0)
Exercises in Probability: Solutions for Chapter 1 (2012) (0)
Séminaire de probabilités XX 1984/85 : proceedings (1986) (0)
Séminaire de probabilités XVIII, 1982/83 : proceedings (1983) (0)
On the Martingales which Vanish on the Set of Brownian Zeroes (2006) (0)
Intégrales stochastiques de processus anticipants et projections duales prévisibles (1999) (0)
Chapter 3. The analogue of the measure $\mathrm{W}$ for a class of linear diffusions (2009) (0)

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