S minaire de Probabilit s XXXI

By Michel Emery, Marc Yor, Jacques Az Ma

Seminaire de Probabilites XXXVIII Lecture Notes in Mathematics Seminaire de Probabilites

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Seminaire de Probabilites 1967 1980

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Some aspects of Brownian motion

By Marc Yor

These notes represent approximately the second half of lectures given by the author at ETH in a Nachdiplom course (winter term 1991-92), followed by six lectures in November and December 1993. They...

Some Aspects of Brownian Motion Part II

By Marc Yor

Peacocks and associated martingales with explicit constructions

By F. Hirsch

We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is...

Peacocks and Associated Martingales with Explicit Constructions

By Marc Yor, Christophe Profeta, Bernard Roynette, Francis Hirsch

Stochastic Processes and Related Topics

By Marc Yor, Rainer Buckdahn, Hans J. Engelbert

Stochastic Processes and Related Topics

By Marc Yor, Rainer Buckdahn, Hans J. Engelbert

Exercises in Probability

By Marc Yor, Loic Chaumont