| On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales CO Ewald, M Yor Mathematical Finance 28 (2), 536-549, 2018 | | 2018 |
| A guide to Brownian motion and related stochastic processes J Pitman, M Yor arXiv preprint arXiv:1802.09679, 2018 | 2 | 2018 |
| Grossissements de filtrations: grossissements initiaux et progressifs M Yor ESAIM: Proceedings and Surveys 56, 139-143, 2017 | | 2017 |
| Unifying the Dynkin and Lebesgue–Stieltjes formulae O Kella, M Yor Journal of Applied Probability 54 (1), 252-266, 2017 | 2 | 2017 |
| Exercices sur les temps locaux de semi-martingales continues et les excursions browniennes B Mallein, M Yor arXiv preprint arXiv:1606.07118, 2016 | 2 | 2016 |
| On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets DB Madan, M Yor Mathematical Finance 26 (2), 296-328, 2016 | 4 | 2016 |
| On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options CO Ewald, M Yor Journal of Economic Dynamics and Control 59, 22-36, 2015 | 3 | 2015 |
| In Memoriam Marc Yor-Séminaire de Probabilités XLVII A Aksamit, L Alili, J Azéma, E Azmoodeh, D Bakry, P Baldi, P Barrieu, ... | | 2015 |
| QUELQUES ASPECTS L Chaumont, L Masliak, M Yor L'héritage de Kolmogorov en mathématiques, 55, 2015 | | 2015 |
| A Variant of Pitman’s Theorem on $$(2J_s-R_s, s\ge 0) $$ for a General Transient Bessel Process $$ R_ {(+)} $$ R (+) and Its Implications for the Corresponding Ito’s Measure … JY Yen, M Yor Journal of Theoretical Probability 28 (1), 223-230, 2015 | | 2015 |
| Random scaling and sampling of Brownian motion M Rosenbaum, M Yor Journal of the Mathematical Society of Japan 67 (4), 1771-1784, 2015 | | 2015 |
| Around Tsirelson’s equation, or: The evolution process may not explain everything K Yano, M Yor Probability Surveys 12, 1-12, 2015 | 2 | 2015 |
| A Gaussian martingale which is the sum of two independent Gaussian non-semimartingales M Yor Electronic Communications in Probability 20, 2015 | 1 | 2015 |
| Long time asymptotics for optimal investment M Rosenbaum, M Yor | | 2015 |
| On Two Results of P. Deheuvels JY Yen, M Yor Mathematical Statistics and Limit Theorems, 305-308, 2015 | | 2015 |
| A new proof of Williams' decomposition of the Bessel process of dimension three with a look at last-hitting times FT Bruss, M Yor Bulletin of the Belgian Mathematical Society-Simon Stevin 22 (2), 319-330, 2015 | 1 | 2015 |
| Kellerer’s theorem revisited F Hirsch, B Roynette, M Yor Asymptotic Laws and Methods in Stochastics, 347-363, 2015 | 16 | 2015 |
| Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling M Rosenbaum, M Yor ESAIM: Probability and Statistics 19, 578-589, 2015 | 3 | 2015 |
| Integral Representations of Certain Measures in the One-Dimensional Diffusions Excursion Theory P Salminen, JY Yen, M Yor In Memoriam Marc Yor-Séminaire de Probabilités XLVII, 1-15, 2015 | 2 | 2015 |
| The maximal drawdown of the Brownian meander Y Hu, Z Shi, M Yor Electronic Communications in Probability 20, 2015 | 4 | 2015 |
