Marc Yor is a Professor in the Laboratoire de Probabilités et Modèles Aléatoires at Université Pierre et Marie Curie (Paris VI).
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Marc Yor: Aspects of Mathematical Finance
Considering the stupendous gain in importance, in the banking and insurance industries since the early 1990’s, of mathematical methodology, especially probabilistic methodology, it was a very natural …
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€48.14
Bernard Roynette & Marc Yor: Penalising Brownian Paths
Penalising a process is to modify its distribution with a limiting procedure, thus defining a new process whose properties differ somewhat from those of the original one. We are presenting a number …
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€59.49
Christophe Profeta & Bernard Roynette: Option Prices as Probabilities
Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B , t? 0; F , t? 0, P) – t t note a standard Brownian motion …
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Angielski
€53.49
Francis Hirsch & Christophe Profeta: Peacocks and Associated Martingales, with Explicit Constructions
We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a …
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Angielski
€96.29
Marc Chesney & Monique Jeanblanc: Mathematical Methods for Financial Markets
Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the …
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€99.19
Marc Yor: Some Aspects of Brownian Motion
The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of …
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€33.39
Ju-Yi Yen & Marc Yor: Local Times and Excursion Theory for Brownian Motion
This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian …
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€41.32
Michel Emery & Michel Ledoux: Seminaire de Probabilites XXXVIII
Besides a series of six articles on Levy processes, Volume 38 of the Seminaire de Probabilites contains contributions whose topics range from analysis of semi-groups to free probability, via …
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€55.67
Roger Mansuy & Marc Yor: Random Times and Enlargements of Filtrations in a Brownian Setting
In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG …
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€39.76
Michel Emery & Marc Yor: In Memoriam Paul-Andre Meyer – Seminaire de Probabilites XXXIX
The 39th volume of Seminaire de Probabilites is a tribute to the memory of Paul Andre Meyer. His life and achievements are recalled; homages are rendered by his friends and colleagues. This volume …
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€56.23
Thierry Jeulin & Marc Yor: Grossissements de filtrations: exemples et applications
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Francuski
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€26.15
Jacques Azema & Michel Emery: Seminaire de Probabilites XXIX
All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout …
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€42.51
Michel Emery & Marc Yor: Séminaire de Probabilités 1967-1980
Vingt cinq articles ont été sélectionnés pour leur intérêt historique et scientifique des 14 premiers volumes du Séminaire de Probabilités, tous épuisés. …
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€20.03
Jacques Azema & Paul A. Meyer: Seminaire de Probabilites XXIII
Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités …
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Francuski
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€37.34
Jacques Azema & Paul A. Meyer: Seminaire de Probabilites XXIV 1988/89
The different papers contained in this volume are all research papers. The main directions of research which are being developed are: quantum probability, semimartingales and stochastic …
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Francuski
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€33.68
Jaques Azema & Paul A. Meyer: Seminaire de Probabilites XXVII
This volume represents a part of the main result obtained bya group of French probabilists, together with thecontributions of a number of colleagues, mainly from the USAand Japan. All the papers …
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€37.31
Jacques Azema & Paul-Andre Meyer: Seminaire de Probabilites XXVIII
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The …
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€33.64
Roger Mansuy & Marc Yor: Aspects of Brownian Motion
Stochastic calculus and excursion theory are very efficient tools to obtain either exact or asymptotic results about Brownian motion and related processes. The emphasis of this book is on special …
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€56.41
Jacques Azema & Michel Emery: Seminaire de Probabilites XXXI
The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer …
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€47.20
Jacques Azema & Michel Emery: Seminaire de Probabilites XXX
The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups …
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€56.14
Jacques Azema & Michel Emery: Séminaire de Probabilités XXXII
All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) …
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Francuski
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€43.76
Marc Yor: Exponential Functionals of Brownian Motion and Related Processes
This monograph contains: – ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, …
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€55.98
Daniel Revuz & Marc Yor: Continuous Martingales and Brownian Motion
From the reviews: "This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian …
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€147.87
Daniel Revuz & Marc Yor: Continuous Martingales and Brownian Motion
This book focuses on the probabilistic theory of Brownian motion. This is a good topic to center a discussion around because Brownian motion is in the intersec- tioll of many fundamental classes of …
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€89.56
Rainer Buckdahn & Hans J. Engelbert: Stochastic Processes and Related Topics
This volume comprises selected papers presented at the 12th Winter School on Stochastic Processes and their Applications, which was held in Siegmundsburg, Germany, in March 2000. The contents include …
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€77.22
Oleksandr Chybiryakov & Piotr Graczyk: TVC 71. Harmonic et stochastic analysis of Dunkl processes
Le livre présente un thème important, qui se développe actuellement de façon intense, de l”analyse et la théorie stochastique contemporaines : les opérateurs, les semi-groupes et les processus stoch …
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€31.19
