103 citations · 285 across the 26 of their papers we have counts for
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math.PR2009★ 1 cited
J. L. Doob (27 February 1910--7 June 2004)
M. Yor
Doob's essential contributions to Probability theory are discussed; this includes the main early results on martingale theory, Doob's -transform, as well as a summary of Doob's…
math.PR2009
A global view of Brownian penalisations
Joseph Najnudel, Bernard Roynette, Marc Yor
In this monograph, we construct and study a sigma-finite measure on continuous functions from R_+ to R, strongly related to many probability measures obtained by penalisation of Br…