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© 2015

In Memoriam Marc Yor - Séminaire de Probabilités XLVII

  • Catherine Donati-Martin
  • Antoine Lejay
  • Alain Rouault
Book

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

Also part of the Séminaire de Probabilités book sub series (SEMPROBAB, volume 2137)

Table of contents

  1. Front Matter
    Pages i-l
  2. Jon Warren
    Pages 17-35
  3. Jim Pitman, Wenpin Tang
    Pages 49-88
  4. Larbi Alili, Piotr Graczyk, Tomasz Żak
    Pages 107-126
  5. Dominique Bakry, Olfa Zribi
    Pages 157-185
  6. Jan Obłój, Peter Spoida, Nizar Touzi
    Pages 227-247
  7. Pat Fitzsimmons, Yves Le Jan, Jay Rosen
    Pages 299-320
  8. Pierre-Loïc Méliot, Ashkan Nikeghbali
    Pages 369-425
  9. Paolo Baldi, Lucia Caramellino, Maurizia Rossi
    Pages 427-441
  10. Nizar Demni, Alain Rouault, Marguerite Zani
    Pages 443-466

About this book

Introduction

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.

Keywords

60GXX,60JXX,60KXX Brownian motion Markov chains Martingales Stochastic processes

Editors and affiliations

  • Catherine Donati-Martin
    • 1
  • Antoine Lejay
    • 2
  • Alain Rouault
    • 3
  1. 1.Laboratoire de MathématiquesUniversité de Versailles-St QuentinVersaillesFrance
  2. 2.Campus scientifiqueIECLVandœuvre-lès-NancyFrance
  3. 3.Laboratoire de MathématiquesUniversité de Versailles-St QuentinVersaillesFrance

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
  • Series Abbreviated Title Lect.Notes Mathematics
  • DOI https://doi.org/10.1007/978-3-319-18585-9
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
  • Softcover ISBN 978-3-319-18584-2
  • eBook ISBN 978-3-319-18585-9
  • 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 this book on publisher's site