Marc Yor
Marc Yor | |
|---|---|
| Born | 24 July 1949 |
| Died | 9 January 2014 (aged 64) |
| Nationality | French |
| Alma mater | Ecole Normale Supérieure de Cachan (currently Ecole Normale Supérieure Paris-Saclay) |
| Known for | Fine properties of Brownian motion, Bessel processes, Lévy processes |
| Awards | Humboldt Prize |
| Scientific career | |
| Fields | Mathematics |
| Institutions | Paris VI University |
| Doctoral advisor | Pierre Priouret |
| Doctoral students | |
Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance.