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researcher

M. Yor

28 papers hereh-index 6426.6k citations478 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • middle author1
  • last author26

Across the 28 of 28 papers where every author was matched, so the position is known.

fields
  • math.PR26
  • cond-mat1
  • cond-mat.stat-mech1

identity via Semantic Scholar / OpenAlex

activity
19962009
most citedEquivalent and absolutely continuous measure changes for jump-diffusion processes

103 citations · 285 across the 26 of their papers we have counts for

collaborators
Showing 1999 · math.PRShow all

1 paper · 2 filters

math.PR1999

Probability laws related to the Jacobi theta and Riemann zeta function and Brownian excursions

P. Biane, J. Pitman, M. Yor

This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular pr…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.