Marc Yor
Impact in
- Finance top 0.05%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Mathematical Physics top 0.05%
- Stochastic processes and statistical mechanics
- Mathematical Dynamics and Fractals
Papers in
- Finance 108
- Stochastic processes and financial applications 105
- Financial Risk and Volatility Modeling 32
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- Stochastic processes and statistical mechanics 64
- Mathematical Dynamics and Fractals 24
- advanced mathematical theories 15
- Co-authors
- Daniel RevuzHélyette GemanJim PitmanDilip B. MadanPeter CarrHiroyuki MatsumotoNeil O’ConnellMihael Perman
- Journals
- Lecture notes in mathematics (11 papers)Probability Theory and Related Fields (8 papers)Electronic Communications in Probability (8 papers)Mathematical Finance (7 papers)Journal of Applied Probability (7 papers)
- Partner nations
- FranceUnited StatesUnited Kingdom
In The Last Decade
Marc Yor
168 papers receiving 9.7k citations
Hit Papers
Peers
Comparison fields: 5 of 128
- Finance 7.1k
- Mathematical Physics 3.7k
- Statistics and Probability 1.8k
- Applied Mathematics 1.1k
- Management Science and Operations Research 1.2k
Countries citing papers authored by Marc Yor
This map shows the geographic impact of Marc Yor's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marc Yor with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marc Yor more than expected).
Fields of papers citing papers by Marc Yor
This network shows the impact of papers produced by Marc Yor. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marc Yor. The network helps show where Marc Yor may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Marc Yor, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | On the remarkable Lamperti representation of the inverse local\n time of a radial Ornstein-Uhlenbeck process | 2013 | 2 |
| 2 | 2010 | 3 | |
| 3 | Harmonic & stochastic analysis of Dunkl processes | 2008 | 9 |
| 4 | Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples | 2008 | 40 |
| 5 | 2007 | 6 | |
| 6 | Asymptotic laws for compositions derived from transformed subordinators | 2006 | 6 |
| 7 | Séminaire de probabilités 1967-1980 : a selection in martingale theory | 2002 | 1 |
| 8 | Making Markov martingales meet marginals: with explicit constructions | 2002 | 68 |
| 9 | 2001 | 11 | |
| 10 | 2001 | 18 | |
| 11 | Local times and almost sure convergence of semi-martingales | 1995 | 1 |
| 12 | On symmetric stable random variables and matrix transposition | 1994 | 1 |
| 13 | Some special functionals | 1992 | 8 |
| 14 | Une explication du théorème de Ciesielski-Taylor | 1991 | 11 |
| 15 | Fubini's theorem for double Wiener integrals and the variance of the brownian path | 1991 | 34 |
| 16 | À propos de l’inverse du mouvement brownien dans $\mathbb {R}^n (n \geqq 3)$ | 1985 | 4 |
| 17 | Grossissements de filtrations : exemples et applications : séminaire de calcul stochastique 1982/83, Université Paris VI | 1985 | 1 |
| 18 | Introduction au calcul stochastique | 1981 | 2 |
| 19 | Étude de certains processus (stochastiquement) différentiables ou holomorphes | 1977 | 4 |
| 20 | Existence et unicité de diffusions à valeurs dans un espace de Hilbert | 1974 | 38 |
About Marc Yor
Marc Yor is a scholar working on Finance, Mathematical Physics, Statistics and Probability, Applied Mathematics and Management Science and Operations Research, having authored 174 papers that have together received 10.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (105 papers), Stochastic processes and statistical mechanics (64 papers), Financial Risk and Volatility Modeling (32 papers), Mathematical Dynamics and Fractals (24 papers), advanced mathematical theories (15 papers), Bayesian Methods and Mixture Models (14 papers), Probability and Risk Models (13 papers) and Random Matrices and Applications (9 papers). The work is most often cited by research in Finance (7.1k citations), Mathematical Physics (3.7k citations), Statistics and Probability (1.8k citations), Applied Mathematics (1.1k citations) and Management Science and Operations Research (1.2k citations). Marc Yor has collaborated with scholars based in France, United States and United Kingdom. Frequent co-authors include Daniel Revuz, Hélyette Geman, Jim Pitman, Dilip B. Madan, Peter Carr, Hiroyuki Matsumoto, Neil O’Connell, Mihael Perman, Monique Jeanblanc and Jean Bertoin. Their work appears in journals such as Lecture notes in mathematics, Probability Theory and Related Fields, Electronic Communications in Probability, Mathematical Finance and Journal of Applied Probability.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.