Marc Yor
Marc Yor (born July 24, 1949 in Brétigny-sur-Orge , † January 9, 2014 in Saint-Chéron ) was a French mathematician who dealt with probability theory and financial mathematics .
Career
Yor received his Agrégation in Mathematics in 1972 and received his PhD in 1976 at the University of Paris VI Pierre et Marie Curie with Pierre Priouret . From 1973 he did research for the CNRS . From 1981 he was professor at the Laboratoire de Probabilités et Modèles Aléatoires at the University of Pierre et Marie Curie (Institut Mathématique de Jussieu).
Yor dealt with stochastic processes (especially all aspects of Brownian motion ), stochastic analysis (developed in France by the school of Paul-André Meyer in Strasbourg, who influenced him), theory of martingales , financial mathematics (which resulted from his study of stochastic processes ) and random matrices and their connections to number theory .
From 1997 he was a correspondent and from 2003 he was a full member of the Académie des sciences . He was a member of the Academia Europaea (2008), senior member of the Institut de France (2004) and received the Ordre national du Mérite . In 1986 he received the Prix Montyon of the Academie des Sciences. In 1990 he was invited speaker at the International Congress of Mathematicians in Kyōto ( The laws of some Brownian functionals ).
His doctoral students include Jean-François Le Gall , Ashkan Nikeghbali and Jean Bertoin .
After the French Academy of Sciences released the estate of Wolfgang Döblin in 2000 , he and Bernard Bru played a key role in its development and communication with the public.
He was married and had three children. He lived in Saint-Chéron for almost thirty years , where he temporarily coached the local football team.
Fonts
- with Roger Mansuy: Aspects of Brownian Motion , Springer, Universitext 2008, ISBN 3540223479
- Some Aspects of Brownian Motion , Volume 1: Some special functionals, Volume 2: Some recent Martingale Problems (Lectures in Mathematics, ETH Zurich), Birkhäuser 1992, 1997
- Aspects of Mathematical Finance , Springer, 2008, ISBN 3540752587
- with Daniel Revuz : Continuous Martingales and Brownian Motion , Grundlehren der Mathematischen Wissenschaften, Springer, 1991, 3rd edition 1999
- with Roger Mansuy: Random times and enlargement of filtrations in a Brownian setting , Springer, Lecture Notes in Mathematics, Vol. 1873, 2006
- Le mouvement brownien: quelques developments 1950 a 1995 , in Jean-Paul Pier : Development of mathematics 1950-2000 , Birkhäuser 2000
- Exponential Functionals of Brownian Motion and Related Processes , Springer Verlag, Springer Finance, 2001
- with Loïc Chaumont: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning , Cambridge University Press 2003
- with Bernard Roynette: Penalising Brownian Paths , Springer Verlag, Lecture Notes in Mathematics 1969, 2009
- with Monique Janblanc, Marc Chesney: Mathematical Methods for Financial Markets , Springer Verlag (Springer Finance) 2009
- with Christophe Profeta, Bernard Roynette: Option Prices as Probabilities , Springer Verlag 2010
- with Francis Hirsch, Christophe Profeta, Bernard Roynette: Peacocks and associated martingales, with explicit constructions , Springer Verlag 2011
Web links
- Literature by and about Marc Yor in the catalog of the German National Library
- Marc Yor (1949 - 2014) - memorial page / homepage in Berkeley
- Marc Yor's homepage - memorial page / homepage at the University of Paris VI, February 7, 2014
- Notice biographique de Marc Yor, Membre de l'Académie des sciences - memorial page at the Academie des Sciences
- Marc Yor in the Mathematics Genealogy Project (English)
Individual evidence
| personal data | |
|---|---|
| SURNAME | Yor, Marc |
| BRIEF DESCRIPTION | French mathematician |
| DATE OF BIRTH | July 24, 1949 |
| PLACE OF BIRTH | Brétigny-sur-Orge |
| DATE OF DEATH | January 9, 2014 |
| Place of death | Saint-Chéron (Essonne) |