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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 2006Show all

2 papers · 1 filter

math.PR2006★ 3 cited

On the excursion theory for linear diffusions

Paavo Salminen, Pierre Vallois, Marc Yor

We present a number of important identities related to the excursion theory of linear diffusions. In particular, excursions straddling an independent exponential time are studied i…

math.PR2006

An arithmetic model for the total disorder process

C. P. Hughes, A. Nikeghbali, M. Yor

We prove a multidimensional extension of Selberg's central limit theorem for the logarithm of the Riemann zeta function on the critical line. The limit is a totally disordered proc…

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