Marc Yor

Yor was a professor^[1] at the Paris VI University in Paris, France, from 1981 until his death in 2014.^{[citation needed]}

He was a recipient of several awards, including the Humboldt Prize,^[2] the Montyon Prize,^[3] and was awarded the Ordre National du Merite^[3] by the French Republic. He was a member^[3] of the French Academy of Sciences. His students include such notable mathematicians as Jean-Francois Le Gall^[4] and Jean Bertoin.^[5]

He died on 9 January 2014 at the age of 64.^[3]

• Yor, M. (1992). Some Aspects of Brownian Motion. Part I: Some Special Functionals. Birkhäuser.
• Yor, M. (1997). Some Aspects of Brownian Motion. Part II: Some Recent Martingale Problems. Birkhäuser.
• Revuz, D., & Yor, M. (1999). Continuous martingales and Brownian motion. Springer.
• Yor, M. (2001). On Exponential Functionals of Brownian Motion and Related Processes. Springer.
• Emery, M., & Yor, M. (Eds.). (2002). Séminaire de probabilités 1967-1980: a selection in Martingale theory. Springer.
• Chaumont, L. & Yor, M. (2003). Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning. Cambridge University Press.
• Mansuy, R. & Yor, M. (2006). Random Times and Enlargements of Filtrations in a Brownian Setting. Springer.
• Mansuy, R. & Yor, M. (2008). Aspects of Brownian Motion. Springer.
• Roynette, B. & Yor, M. (2009). Penalising Brownian Paths. Springer.
• Jeanblanc, M. & Yor, M., Chesney, M. (2009). Mathematical methods for financial markets. Springer.
• Profeta, C., Roynette, B. & Yor, M. (2010). Option Prices as Probabilities. Springer.
• Hirsch, F., Profeta, C., Roynette, B. & Yor, M. (2011). Peacocks and associated martingales, with explicit constructions. Springer.

• Yor, M. (2001). Bessel processes, Asian options, and perpetuities. In Exponential Functionals of Brownian Motion and Related Processes (pp. 63–92). Springer Berlin Heidelberg.
• Pitman, J., & Yor, M. (1997). The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. The Annals of Probability, 25(2), 855-900.
• Pitman, J., & Yor, M. (1982). A decomposition of Bessel bridges. Probability Theory and Related Fields, 59(4), 425-457.