# Marc Yor

Marc Yor ( born July 24, 1949 and † January 9, 2014 ) was a French mathematician who worked on probability theory and financial mathematics.

Yor received in 1972 his Agrégation in mathematics and his doctorate in 1976 at the University of Paris VI Pierre et Marie Curie Pierre Priouret. From 1973, he conducted research for the CNRS. From 1981 he was a professor at the Laboratoire de probabilites et Modèles Aléatoires the University Pierre et Marie Curie.

Yor concerned with stochastic processes, financial mathematics and random matrices and their connections to number theory.

From 1997 he was a corresponding and from 2003 he was a full member of the Academie des Sciences. He was a member of the Academia Europaea (2008), senior member of the Institut de France ( 2004) and received the Ordre National du Mérite. In 1986 he received the Prix Montyon the Academie des Sciences. In 1990 he was invited speaker at the International Congress of Mathematicians in Kyoto (The laws of some Brownian functionals ).

His PhD is one of Jean -François Le Gall.

## Writings

- Roger Mansuy: Aspects of Brownian Motion, Springer, Universitext 2008, ISBN 3540223479
- Some Aspects of Brownian Motion, Volume 1: Some special functionals, Volume 2: Some recent martingale problem (Mathematics Lectures in, ETH Zurich ), Birkhauser 1992, 1997
- Aspects of Mathematical Finance, Springer, 2008, ISBN 3540752587
- Daniel Revuz: Continuous martingales and Brownian motion, Grundlehren of Mathematical Sciences, Springer, 1991, 3rd edition 1999
- Roger Mansuy: Random times and enlargement of filtrations in a Brownian setting, Springer, Lecture Notes in Mathematics, Vol 1873, 2006
- Le mouvement brownien: quelques Developments 1950 a 1995, Jean -Paul Pier: Development of mathematics 1950-2000, Birkhäuser 2000
- Exponential Functionals of Brownian Motion and Related Processes, Springer Verlag, Springer Finance, 2001
- With Loïc Chaumont Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning, Cambridge University Press 2003
- With Bernard Roynette: Penalising Brownian Paths, Springer Verlag, Lecture Notes in Mathematics 1969, 2009
- Monique Janblanc, Marc Chesney: Mathematical Methods for Financial Markets, Springer Verlag ( Springer Finance ) 2009
- With Christophe Profeta, Bernard Roynette: Option Prices as Probabilities, Springer Verlag 2010
- Francis Hirsch, Christophe Profeta, Bernard Roynette: Peacocks and associated martingales, with explicit constructions, Springer Verlag 2011