Nationality French Role Mathematician | Doctoral advisor Pierre Priouret Name Marc Yor | |
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Born 24 July 1949 ( 1949-07-24 ) Alma mater Ecole normale superieure de Cachan Doctoral students Dominique BakryFabrice BaudoinJean BertoinPhilippe BianeJean-Francois Le Gall 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.
Contents
- Aspects on Brownian Motions and Applications in Asian Options 12
- Laurat 2017 du prix Marc Yor Charles Bordenave
- Background
- References
Lauréat 2017 du prix Marc Yor : Charles Bordenave
Background
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.
References
Marc Yor Wikipedia(Text) CC BY-SA