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Local Times and Excursion Theory for Brownian Motion: A Tale of Wiener and Itô Measures
  • PDF
  • English
  • Year: 2013
  • Author: Ju-Yi Yen, Marc Yor (auth.)
Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems
  • PDF
  • English
  • Year: 1997
  • Author: Marc Yor (auth.)
Exponential Functionals of Brownian Motion and Related Processes
  • PDF
  • English
  • Year: 2001
  • Author: Marc Yor (auth.)
Continuous Martingales and Brownian Motion
  • PDF
  • English
  • Year: 1991
  • Author: Daniel Revuz, Marc Yor (auth.)
Penalising Brownian paths
  • PDF
  • English
  • Year: 2009
  • Author: Bernard Roynette, Marc Yor (auth.)
Random Times and Enlargements of Filtrations in a Brownian Setting
  • PDF
  • English
  • Year: 2006
  • Author: Roger Mansuy, Marc Yor (auth.)
Continuous Martingales and Brownian Motion
  • PDF
  • English
  • Year: 1999
  • Author: Daniel Revuz, Marc Yor (auth.)
Penalising Brownian Paths
  • DJVU
  • English
  • Year: 2009
  • Author: Bernard Roynette, Marc Yor (auth.)
Séminaire de probabilités 1967 - 1980: A selection in martingale theory
  • DJVU
  • French-English
  • Year: 2002
  • Author: Michel Émery, Marc Yor (auth.), Michel Émery, Marc Yor (eds.)
Advances in mathematical finance
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  • English
  • Year: 2007
  • Author: Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, Robert J. Elliott
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