Marc Yor
{{Short description|French mathematician (1949–2014)}}
{{Use dmy dates|date=March 2022}}
{{Infobox scientist
| name = Marc Yor
| image = Marc Yor.jpg
| image_size =
| caption =
| birth_date = {{birth date|1949|07|24|df=yes}}
| birth_place =
| death_date = {{death date and age|2014|01|9|1949|07|24|df=yes}}
| nationality = French
| fields = Mathematics
| workplaces = Paris VI University
| alma_mater = Ecole Normale Supérieure de Cachan (currently Ecole Normale Supérieure Paris-Saclay)
| doctoral_advisor = Pierre Priouret
| doctoral_students = {{plainlist|1=
}}
| known_for = Fine properties of Brownian motion, Bessel processes, Lévy processes
| awards = Humboldt Prize
}}
Marc Yor (24 July 1949 – 9 January 2014) 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.
Background
Yor was a professor[http://www.proba.jussieu.fr/pageperso/yor/ Official webpage at the University of Paris] at the Paris VI University in Paris, France, from 1981 until his death in 2014.{{fact|date=March 2022}}
He was a recipient of several awards, including the Humboldt Prize,{{citation|url=http://bulletin.imstat.org/2014/02/marc-yor-1949%E2%80%932014/|title=Obituary: Marc Yor 1949–2014|date=February 15, 2014|journal=IMS Bulletin|first1=Jean-François|last1=Le Gall|first2=Jim|last2=Pitman|access-date=October 8, 2014|archive-url=https://web.archive.org/web/20141019195046/http://bulletin.imstat.org/2014/02/marc-yor-1949%E2%80%932014/|archive-date=October 19, 2014|url-status=dead}}. the Montyon Prize,[http://www.academie-sciences.fr/membres/y/yor_marc_bio.htm Official biography at the French Academy website] {{webarchive|url=https://web.archive.org/web/20081207113005/http://www.academie-sciences.fr/membres/Y/Yor_Marc_bio.htm |date=2008-12-07 }} and was awarded the Ordre National du Merite by the French Republic. He was a member of the French Academy of Sciences.
His students include such notable mathematicians as Jean-Francois Le Gall{{MathGenealogy|id=80792|name=Jean-François Le Gall}} and Jean Bertoin.{{MathGenealogy|id=69222|name=Jean Bertoin}}
Bibliography
=Books=
- 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.
=Main papers=
- 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.
References
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Category:20th-century French mathematicians
Category:French probability theorists
Category:University of Paris alumni
Category:Members of the French Academy of Sciences
Category:Donegall Lecturers of Mathematics at Trinity College Dublin