"This is a revised and expanded version of the earlier edition. The new material is on Markov-modulated storage processes arising from queueing and data commu nication models. The analysis of these models is based on the fluctuation theory of Markov-additive processes and their discrete time analogues, Markov random walks. The workload and queue length processes, omitted from the earlier edition, are also presented. In addition, many sec ..."
"Proceedings, 1981. vaadeland. VI, 240 pages. pics. Proceedings. 1981. IV, 133
... 922: B. Dacorogna, Weak Continuity and Weak Lower Semi- continuity of Non-
Linear Functional. V, 120 pages. 1982. Vol. 923: Functional Analysis in Markov ..."
Séminaire de Probabilités XV. 1979/80 Avec table generale des exposes de 1966/67 a 1978/79 (Lecture Notes in Mathematics) (French and English Edition) by J. Azema, M. Yor Paperback, 704 Pages, Published 1981 by Springer ISBN-13: 978-3-540-10689-0, ISBN: 3-540-10689-8
"REPRESENTATION DES MARTINGALES ET FILTRATION NATURELLE QUASI-
CONTINUE A GAUCHE. ITMI Mhamed Université de Hte-Normandie Laboratoire
de Mathématiques BP. 67 - 76 130 Mt-St-Aignan. 0 - Introduction : Il ressort du ..."
Seminaire de Probabilites XIV 1978/79 (Lecture Notes in Mathematics) (French and English Edition) (French Edition) by J. Azema, M. Yor, Marc Yor Paperback, 556 Pages, Published 1980 by Springer ISBN-13: 978-3-540-09760-0, ISBN: 3-540-09760-0
"Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80)"
"SUR LA TRANSFORMEE DE HILBERT DES TEMPS LOCAUX BROWNIENS, ET UNE EXTENSION DE LA
FORMULE D'ITO (*) M. YOR 1 Introduction Ce travail a trois origines d'une ..."
"Aldous [1, 2, 3] based a tree on the excursion value at arbitrary times chosen
independently of the excursion structure. His tree, the Brownian continuum
random tree contains an infinite number of 'leaves'. Le Gall [7] considers a tree
with a finite number of leaves which correspond to times chosen uniformly over
the lifetime of a Brownian excursion. This article has much in common with this
last paper. Le Gall chooses an excursion ..."
Séminaire de Probabilités XVI 1980/81 Supplement: Geometrie Differentielle Stochastique (Lecture Notes in Mathematics) (French Edition) by J. Azema, M. Yor, Marc Yor Paperback, 285 Pages, Published 1982 by Springer ISBN-13: 978-3-540-11486-4, ISBN: 3-540-11486-6
Exercises in Probability(1st Edition) A Guided Tour from Measure Theory to Random Processes, via Conditioning (Cambridge Series in Statistical and Probabilistic Mathematics) by Marc Yor, Loic Chaumont Hardcover, 254 Pages, Published 2003 by Cambridge University Press ISBN-13: 978-0-521-82585-6, ISBN: 0-521-82585-7
"Probability theory has recently become more important as an area of study and research. This set of exercises can be used for classroom teaching or independent study and will help students reach the level where they can begin to tackle current research. It includes outline answers to all the problems and numerous references to the literature."
"Besides topics traditionally found in the Séminaire de Probabilités (Martingale Theory, Stochastic Processes, questions of general interest in Probability Theory), this volume XXXIII presents nine contributions to the study of filtrations up to isomorphism. It also contains three graduate courses: Dynamics of stochastic algorithms, by M. Benaim; Simulated annealing algorithms and Markov chains with rare trans ..."
"Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic ..."
"Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, op ..."
2 Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems (Lectures in Mathematics. ETH Zürich) by Marc Yor Paperback, 148 Pages, Published 1997 by Birkhäuser ISBN-13: 978-3-7643-5717-7, ISBN: 3-7643-5717-7
"The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It m ..."