Marc Yor

7.5k total citations · 1 hit paper
103 papers, 3.8k citations indexed

About

Marc Yor is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Marc Yor has authored 103 papers receiving a total of 3.8k indexed citations (citations by other indexed papers that have themselves been cited), including 73 papers in Finance, 35 papers in Mathematical Physics and 19 papers in Economics and Econometrics. Recurrent topics in Marc Yor's work include Stochastic processes and financial applications (69 papers), Financial Risk and Volatility Modeling (31 papers) and Stochastic processes and statistical mechanics (25 papers). Marc Yor is often cited by papers focused on Stochastic processes and financial applications (69 papers), Financial Risk and Volatility Modeling (31 papers) and Stochastic processes and statistical mechanics (25 papers). Marc Yor collaborates with scholars based in France, United Kingdom and United States. Marc Yor's co-authors include Daniel Revuz, Marc Chesney, Monique Jeanblanc, Dilip B. Madan, Hélyette Geman, Peter Carr, Martin T. Barlow, Catherine Donati-Martin, Jim Pitman and Yuri Kabanov and has published in prestigious journals such as Journal of the American Statistical Association, Lecture notes in mathematics and Journal of Mathematical Analysis and Applications.

In The Last Decade

Marc Yor

99 papers receiving 3.5k citations

Hit Papers

Continuous Martingales and Brownian Motion 1991 2026 2002 2014 1991 400 800 1.2k

Peers

Marc Yor
Comparison fields: 5 of 96
  • Finance 2.7k
  • Mathematical Physics 1.2k
  • Economics and Econometrics 858
  • Management Science and Operations Research 497
  • Statistics and Probability 448
Replace Ken‐iti Sato with:
Ken‐iti Sato Japan
Jean Jacod United States
Ditlev Monrad United States
R. Liptser Israel
Jean‐Michel Lasry France
Yaozhong Hu United States
David Nualart Spain
David Nualart United States
Paavo Salminen Finland
François Delarue France
Ken‐iti Sato Japan View profile →
Citations per field, relative to Marc Yor
Marc Yor · 1×
Citations per year, relative to Marc Yor
Marc Yor · 1×

Countries citing papers authored by Marc Yor

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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 of co-authors of Marc Yor

This figure shows the co-authorship network connecting the top 25 collaborators of Marc Yor. A scholar is included among the top collaborators of Marc Yor based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marc Yor. Marc Yor is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 0
2 1
3 0
4 6
5 1
6 17
7 328
8
In memoriam Paul-André Meyer : Séminaire de probabilités XXXIX
4
9 2
10 2
11 13
12 12
13
Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude
5
14 25
15
On the laws of homogeneous functionals of the Brownian bridge
12
16 7
17
Some recent martingale problems
4
18
Variations sur une formule de Paul Lévy
13
19
Sur un processus associé aux temps locaux browniens
1
20 110

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.

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