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In Memoriam Marc Yor - Séminaire de Probabilités XLVII

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2137)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (26 chapters)

  1. Front Matter

    Pages i-l
  2. Sticky Particles and Stochastic Flows

    • Jon Warren
    Pages 17-35
  3. Patterns in Random Walks and Brownian Motion

    • Jim Pitman, Wenpin Tang
    Pages 49-88
  4. On Inversions and Doob h-Transforms of Linear Diffusions

    • Larbi Alili, Piotr Graczyk, Tomasz Żak
    Pages 107-126
  5. h-Transforms and Orthogonal Polynomials

    • Dominique Bakry, Olfa Zribi
    Pages 157-185
  6. Martingale Inequalities for the Maximum via Pathwise Arguments

    • Jan Obłój, Peter Spoida, Nizar Touzi
    Pages 227-247
  7. Loop Measures Without Transition Probabilities

    • Pat Fitzsimmons, Yves Le Jan, Jay Rosen
    Pages 299-320
  8. Mod-Gaussian Convergence and Its Applications for Models of Statistical Mechanics

    • Pierre-Loïc Méliot, Ashkan Nikeghbali
    Pages 369-425
  9. On Sharp Large Deviations for the Bridge of a General Diffusion

    • Paolo Baldi, Lucia Caramellino, Maurizia Rossi
    Pages 427-441
  10. Large Deviations for Clocks of Self-similar Processes

    • Nizar Demni, Alain Rouault, Marguerite Zani
    Pages 443-466

About this book

This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents.

With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.

Editors and Affiliations

  • Laboratoire de Mathématiques, Université de Versailles-St Quentin, Versailles, France

    Catherine Donati-Martin, Alain Rouault

  • Campus scientifique, IECL, Vandœuvre-lès-Nancy, France

    Antoine Lejay

Bibliographic Information

  • Book Title: In Memoriam Marc Yor - Séminaire de Probabilités XLVII

  • Editors: Catherine Donati-Martin, Antoine Lejay, Alain Rouault

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-319-18585-9

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer International Publishing Switzerland 2015

  • Softcover ISBN: 978-3-319-18584-2Published: 17 September 2015

  • eBook ISBN: 978-3-319-18585-9Published: 07 September 2015

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: L, 619

  • Number of Illustrations: 39 b/w illustrations, 24 illustrations in colour

  • Topics: Probability Theory and Stochastic Processes

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access