Mansuy, Roger; Yor, Marc Aspects of Brownian motion. (English) Zbl 1162.60022 Universitext. Berlin: Springer (ISBN 978-3-540-22347-4/pbk; 978-3-540-49966-4/ebook). xiii, 195 p. (2008). Reviewer: Ilya Pavlyukevich (Berlin) MSC: 60J65 60-02 60J55 60J99 60K40 PDFBibTeX XMLCite \textit{R. Mansuy} and \textit{M. Yor}, Aspects of Brownian motion. Berlin: Springer (2008; Zbl 1162.60022) Full Text: DOI
Hughes, C. P.; Nikeghbali, A.; Yor, M. An arithmetic model for the total disorder process. (English) Zbl 1144.60020 Probab. Theory Relat. Fields 141, No. 1-2, 47-59 (2008). Reviewer: Tadeusz Inglot (Wrocław) MSC: 60F05 60G15 11M06 PDFBibTeX XMLCite \textit{C. P. Hughes} et al., Probab. Theory Relat. Fields 141, No. 1--2, 47--59 (2008; Zbl 1144.60020) Full Text: DOI arXiv
Deheuvels, Paul; Peccati, Giovanni; Yor, Marc On quadratic functionals of the Brownian sheet and related processes. (English) Zbl 1090.60020 Stochastic Processes Appl. 116, No. 3, 493-538 (2006). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60F15 60G15 60H07 62G30 PDFBibTeX XMLCite \textit{P. Deheuvels} et al., Stochastic Processes Appl. 116, No. 3, 493--538 (2006; Zbl 1090.60020) Full Text: DOI
Yor, M.; Zambotti, L. A remark about the norm of a Brownian bridge. (English) Zbl 1080.60037 Stat. Probab. Lett. 68, No. 3, 297-304 (2004). Reviewer: Feng-Yu Wang (Beijing) MSC: 60G15 60G17 60E99 PDFBibTeX XMLCite \textit{M. Yor} and \textit{L. Zambotti}, Stat. Probab. Lett. 68, No. 3, 297--304 (2004; Zbl 1080.60037) Full Text: DOI
Peccati, Giovanni; Yor, Marc Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge. (English) Zbl 1071.60017 Horvárth, Lajos (ed.) et al., Asymptotic methods in stochastics. Festschrift for Miklós Csörgő. Proceedings of the international conference, held in honour of the work of Miklós Csörgő on the occasion of his 70th birthday, Ottawa, Canada, May 23–25, 2002. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3561-0/hbk). Fields Institute Communications 44, 75-87 (2004). Reviewer: A. A. Dorogovtsev (Kyïv) MSC: 60F05 60G15 60H05 PDFBibTeX XMLCite \textit{G. Peccati} and \textit{M. Yor}, Fields Inst. Commun. 44, 75--87 (2004; Zbl 1071.60017)
Yor, Marc Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity. (English) Zbl 0982.60080 Barndorff-Nielsen, Ole E. (ed.) et al., Lévy processes. Theory and applications. Boston: Birkhäuser. 361-375 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60J65 60J55 60J60 60G15 PDFBibTeX XMLCite \textit{M. Yor}, in: Lévy processes. Theory and applications. Boston: Birkhäuser. 361--375 (2001; Zbl 0982.60080)