Sneha Girap (Editor)

Marc Yor

Updated on
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit
Nationality  French
Role  Mathematician
Institutions  Paris VI University
Fields  Mathematics
Doctoral advisor  Pierre Priouret
Name  Marc Yor

Marc Yor bulletinimstatorgwpcontentuploads4302Marc

Born  24 July 1949 (1949-07-24)
Alma mater  Ecole normale superieure de Cachan
Doctoral students  Dominique Bakry Fabrice Baudoin Jean Bertoin Philippe Biane Jean-Francois Le Gall
Died  January 9, 2014, Ile-de-France, France
Education  Ecole normale superieure de Cachan
Books  Exponential Functionals of Browni, Local Times and Excursion, Aspects of Brownian Motion, Random Times and Enlargem, Option Prices as Probabilit
Similar People  Jim Pitman, Jean‑Francois Le Gall, Peter Gavin Hall, John Kingman

Notable students  Jean-Francois Le Gall

Aspects on Brownian Motions and Applications in Asian Options, (1/2)

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.


Marc Yor wwwprobajussieufrpagepersozhanimagesMarcYor


Yor was a professor at the Paris VI University in Paris, France, from 1981 until his death in 2014.

He was a recipient of several awards, including the Humboldt Prize, the Montyon Prize, 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 and Jean Bertoin.

He died on 9 January 2014 at the age of 64.


Marc Yor Wikipedia