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researcher

M. Yor

27 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
  • middle author1
  • last author26

Across the 27 of 27 papers where every author was matched, so the position is known.

fields
  • math.PR25
  • cond-mat1
  • cond-mat.stat-mech1

identity via Semantic Scholar / OpenAlex

activity
19962008
most citedEquivalent and absolutely continuous measure changes for jump-diffusion processes

103 citations · 284 across the 24 of their papers we have counts for

collaborators
Showing 1999Show all

1 paper · 1 filter

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.