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(1949-07-24)24 July 1949
Died9 January 2014(2014-01-09) (aged 64)
NationalityFrench
Alma materEcole normale supérieure de Cachan
Known forFine properties of Brownian motion, Bessel processes, Lévy processes
AwardsHumboldt Prize
Scientific career
FieldsMathematics
InstitutionsParis VI University
Doctoral advisorPierre Priouret
Doctoral students
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