Marc Yor
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 | |
---|---|
Born | 24 July 1949 |
Died | 9 January 2014 64) | (aged
Nationality | French |
Alma mater | Ecole normale supérieure de Cachan |
Known for | Fine properties of Brownian motion, Bessel processes, Lévy processes |
Awards | Humboldt Prize |
Scientific career | |
Fields | Mathematics |
Institutions | Paris VI University |
Doctoral advisor | Pierre Priouret |
Doctoral students |
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