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1973

1. M. Yor, “Sur les intégrales stochastiques à valeurs dans un espace de Banach,” C. R. Acad. Sci. Paris Sér. A-B 277 (1973) A467-A469, MathSciNet.

1974

1. M. Yor, “Existence et unicité de diffusions à valeurs dans un espace de Hilbert,” Ann. Inst. H. Poincaré Sect. B (N.S.) 10 (1974) 55-88, MathSciNet.
2. M. Yor, “Sur les intégrales stochastiques à valeurs dans un espace de Banach,” Ann. Inst. H. Poincaré Sect. B (N.S.) 10 (1974) 31-36, MathSciNet.

1975

1. M. Yor, “Formule de Cauchy relative à certains lacets browniens,” C. R. Acad. Sci. Paris Sér. A-B 281 (1975), no. 20, Aiii, A867-A870, MathSciNet.
2. M. Yor, “Représentation des martingales de carré intégrable relatives aux processus de Wiener et de Poisson à n paramètres,” C. R. Acad. Sci. Paris Sér. A-B 281 (1975), no. 2-3, Aii, A111-A113, MathSciNet.
3. P. Priouret and M. Yor, “Processus de diffusion a valeurs dans R et mesures quasi-invariantes sur C(R, R),” in Oscillateur anharmonique processus de diffusion et mesures quasi-invariantes, pp. 247-290. Astérisque, No. 22-23. Soc. Math. France, Paris, 1975. MathSciNet.
4. M. Yor, “Décomposition des tribus F_(T+t)+⁰ d’un processus continu à droite,” C. R. Acad. Sci. Paris Sér. A-B 281 (1975), no. 12, Aiii, A467-A470, MathSciNet.
5. M. Yor, “Étude de mesures de probabilité sur C(R₊^*; R) quasi invariantes sous les translations de D(R₊^*; R),” Ann. Inst. H. Poincaré Sect. B (N.S.) 11 (1975), no. 2, 127-171, MathSciNet.

1976

1. M. Yor, “Représentation intégrale des martingales de carré intégrable,” C. R. Acad. Sci. Paris Sér. A-B 282 (1976), no. 16, Aiii, A899-A901, MathSciNet.
2. M. Yor, “Représentation des martingales de carré intégrable relative aux processus de Wiener et de Poisson à n paramètres,” Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 35 (1976), no. 2, 121-129, MathSciNet.
3. J. Jacod and M. Yor, “Ètude des solutions extrêmales et représentation intégrale des solutions pour certains problèmes de martingales,” C. R. Acad. Sci. Paris Sér. A-B 283 (1976), no. 7, Aiv, A523-A525, MathSciNet.
4. G. Royer and M. Yor, “Représentation intégrale de certaines mesures quasi-invariantes sur C(R); mesures extrémales et propriété de Markov,” Ann. Inst. Fourier (Grenoble) 26 (1976), no. 2, ix, 7-24, MathSciNet.
5. M. Yor, “Sur les intégrales stochastiques optionnelles et une suite remarquable de formules exponentielles,” in Séminaire de Probabilités, X (Seconde partie: Théorie des intégrales stochastiques, Univ. Strasbourg, Strasbourg, année universitaire 1974/1975), pp. 481-500. Lecture Notes in Math., Vol. 511. Springer, Berlin, 1976. MathSciNet.
6. M. Yor, “Sur la théorie de la prédiction, et le problème de décomposition des tribus F_t+⁰,” in Séminaire de Probabilités, X (Première partie, Univ. Strasbourg, Strasbourg, année universitaire 1974/1975), pp. 104-117. Lecture Notes in Math., Vol. 511. Springer, Berlin, 1976. MathSciNet.
7. M. Yor, “Une remarque sur les formes de Dirichlet et les semi-martingales,” in Séminaire de Théorie du Potentiel de Paris, No. 2 (Univ. Paris, Paris, 1975-1976), pp. 283-292. Lecture Notes in Math., Vol. 563. Springer, Berlin, 1976. MathSciNet.

1977

1. M. Yor, “Étude de certains processus (stochastiquement) différentiables ou holomorphes,” Ann. Inst. H. Poincaré Sect. B (N.S.) 13 (1977), no. 1, 1-25, MathSciNet.
2. M. Yor, “Sur quelques approximations d’intégrales stochastiques,” in Séminaire de Probabilités, XI (Univ. Strasbourg, Strasbourg, 1975/1976), pp. 518-528. Lecture Notes in Math., Vol. 581. Springer, Berlin, 1977. MathSciNet.
3. N. D. Ngoc and M. Yor, “Mesures de Gibbs sur R,” C. R. Acad. Sci. Paris Sér. A-B 285 (1977), no. 5, A395-A397, MathSciNet.
4. M. Yor, “À propos d’un lemme de Ch. Yoeurp,” in Séminaire de Probabilités, XI (Univ. Strasbourg, Strasbourg, 1975/1976), pp. 493-501. Lecture Notes in Math., Vol. 581. Springer, Berlin, 1977. MathSciNet.
5. M. Yor, “Distributions de Frobénius (d’après S. Lang et H. Trotter) (Frobenius distributions in GL₂-extensions, Lecture Notes in Math., Vol. 504, Springer, Berlin, 1976),” in Séminaire Delange-Pisot-Poitou, 17e année (1975/76), Théorie des nombres: Fasc. 2, Exp. No. G20, p. 10. Secrétariat Math., Paris, 1977. MathSciNet.
6. M. Yor, “Formule de Cauchy relative à certains lacets browniens,” Bull. Soc. Math. France 105 (1977), no. 1, 3-31, MathSciNet.
7. M. Yor, “Sur les théories du filtrage et de la prédiction,” in Séminaire de Probabilités, XI (Univ. Strasbourg, Strasbourg, 1975/1976), pp. 257-297. Lecture Notes in Math., Vol. 581. Springer, Berlin, 1977. MathSciNet.
8. M. Yor, “Remarques sur la représentation des martingales comme intégrales stochastiques,” in Séminaire de Probabilités, XI (Univ. Strasbourg, Strasbourg, 1975/1976), pp. 502-517. Lecture Notes in Math., Vol. 581. Springer, Berlin, 1977. MathSciNet.
9. J. Jacod and M. Yor, “Étude des solutions extrémales et représentation intégrale des solutions pour certains problèmes de martingales,” Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 38 (1977), no. 2, 83-125, MathSciNet.

1978

1. T. Jeulin and M. Yor, “Grossissement d’une filtration et semi-martingales: formules explicites,” in Séminaire de Probabilités, XII (Univ. Strasbourg, Strasbourg, 1976/1977), vol. 649 of Lecture Notes in Math., pp. 78-97. Springer, Berlin, 1978. MathSciNet.
2. M. Yor, “Grossissement d’une filtration et semi-martingales: théorèmes généraux,” in Séminaire de Probabilités, XII (Univ. Strasbourg, Strasbourg, 1976/1977), vol. 649 of Lecture Notes in Math., pp. 61-69. Springer, Berlin, 1978. MathSciNet.
3. P. Brémaud and M. Yor, “Changes of filtrations and of probability measures,” Z. Wahrsch. Verw. Gebiete 45 (1978), no. 4, 269-295, MathSciNet.
4. T. Jeulin and M. Yor, “Nouveaux résultats sur le grossissement des tribus,” Ann. Sci. École Norm. Sup. (4) 11 (1978), no. 3, 429-443, MathSciNet.
5. C. Stricker and M. Yor, “Calcul stochastique dépendant d’un paramètre,” Z. Wahrsch. Verw. Gebiete 45 (1978), no. 2, 109-133, MathSciNet.
6. M. Yor, “Convergence de martingales dans L¹ et dans H¹,” C. R. Acad. Sci. Paris Sér. A-B 286 (1978), no. 12, A571-A573, MathSciNet.
7. M. Yor, “Inégalités entre processus minces applications,” C. R. Acad. Sci. Paris Sér. A-B 286 (1978), no. 18, A799-A801, MathSciNet.
8. M. Yor, “Quelques résultats sur certaines mesures extrémales. Applications à la représentation des martingales,” in Measure theory applications to stochastic analysis (Proc. Conf., Res. Inst. Math., Oberwolfach, 1977), vol. 695 of Lecture Notes in Math., pp. 27-36. Springer, Berlin, 1978. MathSciNet.
9. N. Dang Ngoc and M. Yor, “Champs markoviens et mesures de Gibbs sur R,” Ann. Sci. École Norm. Sup. (4) 11 (1978), no. 1, 29-69, MathSciNet.
10. M. Yor, “Remarques sur les normes H^p de (semi-)martingales,” C. R. Acad. Sci. Paris Sér. A-B 287 (1978), no. 6, A461-A464, MathSciNet.
11. C. Dellacherie, P.-A. Meyer, and M. Yor, “Sur certaines propriétés des espaces de Banach H¹ et BMO,” in Séminaire de Probabilités, XII (Univ. Strasbourg, Strasbourg, 1976/1977), vol. 649 of Lecture Notes in Math., pp. 98-113. Springer, Berlin, 1978. MathSciNet.
12. M. Yor, “Sous-espaces denses dans L¹ ou H¹ et représentation des martingales,” in Séminaire de Probabilités, XII (Univ. Strasbourg, Strasbourg, 1976/1977), vol. 649 of Lecture Notes in Math., pp. 265-309. Springer, Berlin, 1978. MathSciNet. Avec un appendice de l’auteur et J. de Sam Lazaro.
13. M. Yor and P.-A. Meyer, “Sur l’extension d’un théorème de Doob à un noyau -fini d’après G. Mokobodzki,” in Séminaire de Probabilités, XII (Univ. Strasbourg, Strasbourg, 1976/1977), vol. 649 of Lecture Notes in Math., pp. 482-488. Springer, Berlin, 1978. MathSciNet.

1979

1. M. Yor, “Fonctions et processus de Bessel,” C. R. Acad. Sci. Paris Sér. A-B 289 (1979), no. 16, A817-A819, MathSciNet.
2. M. Yor, “Sur l’étude des martingales continues extrêmales,” Stochastics 2 (1979), no. 3, 191-196, MathSciNet.
3. M. Yor, “En cherchant une définition naturelle des intégrales stochastiques optionnelles,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 407-426. Springer, Berlin, 1979. MathSciNet.
4. C. Stricker, “Encore une remarque sur la “formule de balayage”,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., p. p. 610. Springer, Berlin, 1979. MathSciNet.
5. M. Yor, “Les filtrations de certaines martingales du mouvement brownien dans Rⁿ,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 427-440. Springer, Berlin, 1979. MathSciNet.
6. P.-A. Meyer, “Construction de quasimartingales s’annulant sur un ensemble donné,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 488-489. Springer, Berlin, 1979. MathSciNet.
7. N. El Karoui, “À propos de la formule d’Azéma-Yor,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 634-641. Springer, Berlin, 1979. MathSciNet.
8. P.-A. Meyer, C. Stricker, and M. Yor, “Sur une formule de la théorie du balayage,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 478-487. Springer, Berlin, 1979. MathSciNet.
9. C. Stricker, “Semimartingales et valeur absolue,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 472-477. Springer, Berlin, 1979. MathSciNet.
10. M. Yor, “Un exemple de J. Pitman,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., p. p. 624. Springer, Berlin, 1979. MathSciNet.
11. M. Yor, “Les inégalités de sous-martingales, comme conséquences de la relation de domination,” Stochastics 3 (1979), no. 1, 1-15, MathSciNet.
12. M. Yor, “Quelques épilogues,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 400-406. Springer, Berlin, 1979. MathSciNet.
13. T. Jeulin and M. Yor, “Inégalité de Hardy, semimartingales, et faux-amis,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 332-359. Springer, Berlin, 1979. MathSciNet.
14. T. Jeulin and M. Yor, “Sur l’expression de la dualité entre H¹ et BMO,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 360-370. Springer, Berlin, 1979. MathSciNet.
15. T. Jeulin, “Un théorème de J. W. Pitman,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 521-532. Springer, Berlin, 1979. MathSciNet. With an appendix by M. Yor.
16. J. Azéma and M. Yor, “Une solution simple au problème de Skorokhod,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 90-115. Springer, Berlin, 1979. MathSciNet.
17. J. Azéma and M. Yor, “Le problème de Skorokhod: compléments à “Une solution simple au problème de Skorokhod”,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 625-633. Springer, Berlin, 1979. MathSciNet.
18. M. Yor, “Sur le balayage des semi-martingales continues,” in Séminaire de Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), vol. 721 of Lecture Notes in Math., pp. 453-471. Springer, Berlin, 1979. MathSciNet.
19. M. Yor, “Quelques interactions entre mesures vectorielles et intégrales stochastiques,” in Séminaire de Théorie du Potentiel, No. 4 (Paris, 1977/1978), vol. 713 of Lecture Notes in Math., pp. 264-281. Springer, Berlin, 1979. MathSciNet.

1980

1. M. Yor, “Application d’un lemme de T. Jeulin au grossissement de la filtration brownienne,” in Seminar on Probability, XIV (Paris, 1978/1979) (French), vol. 784 of Lecture Notes in Math., pp. 189-199. Springer, Berlin, 1980. MathSciNet.
2. M. T. Barlow and M. Yor, “Sur la construction d’une martingale continue, de valeur absolue donnée,” in Seminar on Probability, XIV (Paris, 1978/1979) (French), vol. 784 of Lecture Notes in Math., pp. 62-75. Springer, Berlin, 1980. MathSciNet.
3. J. Auerhan, D. Lépingle, and M. Yor, “Construction d’une martingale réelle continue, de filtration naturelle donnée,” in Seminar on Probability, XIV (Paris, 1978/1979) (French), vol. 784 of Lecture Notes in Math., pp. 200-204. Springer, Berlin, 1980. MathSciNet.
4. C. Cocozza and M. Yor, “Démonstration d’un théorème de F. Knight à l’aide de martingales exponentielles,” in Seminar on Probability, XIV (Paris, 1978/1979) (French), vol. 784 of Lecture Notes in Math., pp. 496-499. Springer, Berlin, 1980. MathSciNet.
5. D. W. Stroock and M. Yor, “On extremal solutions of martingale problems,” Ann. Sci. École Norm. Sup. (4) 13 (1980), no. 1, 95-164, MathSciNet.
6. M. Yor, “Loi de l’indice du lacet brownien, et distribution de Hartman-Watson,” Z. Wahrsch. Verw. Gebiete 53 (1980), no. 1, 71-95, MathSciNet.
7. J. Azéma, R. F. Gundy, and M. Yor, “Sur l’intégrabilité uniforme des martingales continues,” in Seminar on Probability, XIV (Paris, 1978/1979) (French), vol. 784 of Lecture Notes in Math., pp. 53-61. Springer, Berlin, 1980. MathSciNet.
8. M. Yor, “Remarques sur une formule de Paul Lévy,” in Seminar on Probability, XIV (Paris, 1978/1979) (French), vol. 784 of Lecture Notes in Math., pp. 343-346. Springer, Berlin, 1980. MathSciNet.
9. J. W. Pitman and M. Yor, “Processus de Bessel, et mouvement brownien, avec “drift”,” C. R. Acad. Sci. Paris Sér. A-B 291 (1980), no. 2, A151-A153, MathSciNet.

1981

1. M. Yor, “Sur la théorie du filtrage,” in Ninth Saint Flour Probability Summer School—1979 (Saint Flour, 1979), vol. 876 of Lecture Notes in Math., pp. 239-280. Springer, Berlin, 1981. MathSciNet.
2. N. Bouleau and M. Yor, “Sur la variation quadratique des temps locaux de certaines semimartingales,” C. R. Acad. Sci. Paris Sér. I Math. 292 (1981), no. 9, 491-494, MathSciNet.
3. M. Yor, “Sur certains commutateurs d’une filtration,” in Seminar on Probability, XV (Univ. Strasbourg, Strasbourg, 1979/1980) (French), vol. 850 of Lecture Notes in Math., pp. 526-528. Springer, Berlin, 1981. MathSciNet.
4. J. Pitman and M. Yor, “Bessel processes and infinitely divisible laws,” in Stochastic integrals (Proc. Sympos., Univ. Durham, Durham, 1980), vol. 851 of Lecture Notes in Math., pp. 285-370. Springer, Berlin, 1981. MathSciNet.
5. T. Jeulin and M. Yor, “Sur les distributions de certaines fonctionnelles du mouvement brownien,” in Seminar on Probability, XV (Univ. Strasbourg, Strasbourg, 1979/1980) (French), vol. 850 of Lecture Notes in Math., pp. 210-226. Springer, Berlin, 1981. MathSciNet.
6. M. T. Barlow and M. Yor, “(Semi-) martingale inequalities and local times,” Z. Wahrsch. Verw. Gebiete 55 (1981), no. 3, 237-254, MathSciNet.
7. D. Lépingle, P.-A. Meyer, and M. Yor, “Extrémalité et remplissage de tribus pour certaines martingales purement discontinues,” in Seminar on Probability, XV (Univ. Strasbourg, Strasbourg, 1979/1980) (French), vol. 850 of Lecture Notes in Math., pp. 604-617. Springer, Berlin, 1981. MathSciNet.
8. D. W. Stroock and M. Yor, “Some remarkable martingales,” in Seminar on Probability, XV (Univ. Strasbourg, Strasbourg, 1979/1980) (French), vol. 850 of Lecture Notes in Math., pp. 590-603. Springer, Berlin, 1981. MathSciNet.

1982

1. M. Yor, “Application de la relation de domination à certains renforcements des inégalités de martingales,” in Seminar on Probability, XVI, vol. 920 of Lecture Notes in Math., pp. 221-233. Springer, Berlin, 1982. MathSciNet.
2. M. Yor, “Sur un processus associé aux temps locaux browniens,” Ann. Sci. Univ. Clermont-Ferrand II Math. (1982), no. 20, 140-148, MathSciNet.
3. M. Yor, “Introduction au calcul stochastique,” in Bourbaki Seminar, Vol. 1981/1982, vol. 92 of Astérisque, pp. 275-292. Soc. Math. France, Paris, 1982. MathSciNet.
4. P. Messulam and M. Yor, “On D. Williams’ “pinching method” and some applications,” J. London Math. Soc. (2) 26 (1982), no. 2, 348-364, MathSciNet.
5. M. T. Barlow and M. Yor, “Semimartingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times,” J. Funct. Anal. 49 (1982), no. 2, 198-229, MathSciNet.
6. J. Pitman and M. Yor, “Sur une décomposition des ponts de Bessel,” in Functional analysis in Markov processes (Katata/Kyoto, 1981), vol. 923 of Lecture Notes in Math., pp. 276-285. Springer, Berlin, 1982. MathSciNet.
7. N. Falkner, C. Stricker, and M. Yor, “Temps d’arrêt riches et applications,” in Seminar on Probability, XVI, vol. 920 of Lecture Notes in Math., pp. 213-218. Springer, Berlin, 1982. MathSciNet.
8. M. T. Barlow and M. Yor, “Application du lemme de Garsia-Rodemich-Rumsey à certaines inégalités de (semi) martingales continues,” C. R. Acad. Sci. Paris Sér. I Math. 294 (1982), no. 19, 665-668, MathSciNet.
9. J. Pitman and M. Yor, “A decomposition of Bessel bridges,” Z. Wahrsch. Verw. Gebiete 59 (1982), no. 4, 425-457, MathSciNet.
10. M. Yor, “Sur la transformée de Hilbert des temps locaux browniens, et une extension de la formule d’Itô,” in Seminar on Probability, XVI, vol. 920 of Lecture Notes in Math., pp. 238-247. Springer, Berlin, 1982. MathSciNet.

1983

1. M. Yor, “Une inégalité optimale pour le mouvement brownien arrêté à un temps quelconque,” C. R. Acad. Sci. Paris Sér. I Math. 296 (1983), no. 9, 407-409, MathSciNet.
2. J.-F. Le Gall and M. Yor, “Sur l’équation stochastique de Tsirelson,” in Seminar on probability, XVII, vol. 986 of Lecture Notes in Math., pp. 81-88. Springer, Berlin, 1983. MathSciNet.
3. J.-M. Bismut and M. Yor, “An inequality for processes which satisfy Kolmogorov’s continuity criterion. Application to continuous martingales,” J. Funct. Anal. 51 (1983), no. 2, 166-173, MathSciNet.
4. M. Yor, “Le drap brownien comme limite en loi de temps locaux linéaires,” in Seminar on probability, XVII, vol. 986 of Lecture Notes in Math., pp. 89-105. Springer, Berlin, 1983. MathSciNet.

1984

1. J. W. Pitman and M. Yor, “The asymptotic joint distribution of windings of planar Brownian motion,” Bull. Amer. Math. Soc. (N.S.) 10 (1984), no. 1, 109-111, MathSciNet.
2. M. T. Barlow, S. D. Jacka, and M. Yor, “Inégalités pour un couple de processus arrêtés à un temps quelconque,” C. R. Acad. Sci. Paris Sér. I Math. 299 (1984), no. 8, 351-354, MathSciNet.
3. M. Yor, “On square-root boundaries for Bessel processes, and pole-seeking Brownian motion,” in Stochastic analysis and applications (Swansea, 1983), vol. 1095 of Lecture Notes in Math., pp. 100-107. Springer, Berlin, 1984. MathSciNet.

1985

1. T. Jeulin and M. Yor, eds., Grossissements de filtrations: exemples et applications, vol. 1118 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1985. Papers from the seminar on stochastic calculus held at the Université de Paris VI, Paris, 1982/1983.
2. M. Yor, “Compléments aux formules de Tanaka-Rosen,” in Séminaire de probabilités, XIX, 1983/84, vol. 1123 of Lecture Notes in Math., pp. 332-349. Springer, Berlin, 1985. MathSciNet.
3. M. Yor, “À propos de l’inverse du mouvement brownien dans Rⁿ (n > 3),” Ann. Inst. H. Poincaré Probab. Statist. 21 (1985), no. 1, 27-38, MathSciNet.
4. M. Yor, “Une décomposition asymptotique du nombre de tours du mouvement brownien complexe,” Astérisque (1985), no. 132, 103-126, Colloquium in honor of Laurent Schwartz, Vol. 2 (Palaiseau, 1983), MathSciNet.
5. M. Yor, “Renormalisation et convergence en loi pour les temps locaux d’intersection du mouvement brownien dans R³,” in Séminaire de probabilités, XIX, 1983/84, vol. 1123 of Lecture Notes in Math., pp. 350-365. Springer, Berlin, 1985. MathSciNet.
6. P. Biane and M. Yor, “Valeurs principales associées aux temps locaux browniens et processus stables symétriques,” C. R. Acad. Sci. Paris Sér. I Math. 300 (1985), no. 20, 695-698, MathSciNet.

1986

1. M. Yor, “Sur la représentation comme intégrales stochastiques des temps d’occupation du mouvement Brownien dans R^d,” in Séminaire de Probabilités, XX, 1984/85, vol. 1204 of Lecture Notes in Math., pp. 543-552. Springer, Berlin, 1986. MathSciNet.
2. J. W. Pitman and M. Yor, “Some divergent integrals of Brownian motion,” Adv. in Appl. Probab. (1986), no. suppl., 109-116, MathSciNet.
3. M. Yor, “Précisions sur l’existence et la continuité des temps locaux d’intersection du mouvement brownien dans R²,” in Séminaire de Probabilités, XX, 1984/85, vol. 1204 of Lecture Notes in Math., pp. 532-542. Springer, Berlin, 1986. MathSciNet.
4. J. Pitman and M. Yor, “Asymptotic laws of planar Brownian motion,” Ann. Probab. 14 (1986), no. 3, 733-779, MathSciNet.
5. J. Pitman and M. Yor, “Level crossings of a Cauchy process,” Ann. Probab. 14 (1986), no. 3, 780-792, MathSciNet.
6. J.-F. Le Gall and M. Yor, “Excursions browniennes et carrés de processus de Bessel,” C. R. Acad. Sci. Paris Sér. I Math. 303 (1986), no. 3, 73-76, MathSciNet.
7. J.-F. Le Gall and M. Yor, “Étude asymptotique de certains mouvements browniens complexes avec drift,” Probab. Theory Relat. Fields 71 (1986), no. 2, 183-229, MathSciNet.
8. M. T. Barlow, S. D. Jacka, and M. Yor, “Inequalities for a pair of processes stopped at a random time,” Proc. London Math. Soc. (3) 52 (1986), no. 1, 142-172, MathSciNet.

1987

1. P. Biane and M. Yor, “Valeurs principales associées aux temps locaux browniens,” Bull. Sci. Math. (2) 111 (1987), no. 1, 23-101, MathSciNet.
2. P. Biane and M. Yor, “Variations sur une formule de Paul Lévy,” Ann. Inst. H. Poincaré Probab. Statist. 23 (1987), no. 2, suppl., 359-377, MathSciNet.
3. J.-F. Le Gall and M. Yor, “Étude asymptotique des enlacements du mouvement brownien autour des droites de l’espace,” Probab. Theory Related Fields 74 (1987), no. 4, 617-635, MathSciNet.
4. J. Y. Calais and M. Yor, “Renormalisation et convergence en loi pour certaines intégrales multiples associées au mouvement brownien dans R^d,” in Séminaire de Probabilités, XXI, vol. 1247 of Lecture Notes in Math., pp. 375-403. Springer, Berlin, 1987. MathSciNet.
5. P. Biane, J.-F. Le Gall, and M. Yor, “Un processus qui ressemble au pont brownien,” in Séminaire de Probabilités, XXI, vol. 1247 of Lecture Notes in Math., pp. 270-275. Springer, Berlin, 1987. MathSciNet.
6. M. Yor, “Some recent studies of Brownian paths intersections,” in VIIIth international congress on mathematical physics (Marseille, 1986), pp. 439-446. World Sci. Publishing, Singapore, 1987. MathSciNet.
7. J. Azéma and M. Yor, “Interprétation d’un calcul de H. Tanaka en théorie générale des processus,” in Séminaire de Probabilités, XXI, vol. 1247 of Lecture Notes in Math., pp. 262-269. Springer, Berlin, 1987. MathSciNet.
8. S. Song and M. Yor, “Inégalités pour les processus self-similaires arrêtés à un temps quelconque,” in Séminaire de Probabilités, XXI, vol. 1247 of Lecture Notes in Math., pp. 230-245. Springer, Berlin, 1987. MathSciNet.
9. J. Pitman and M. Yor, “Compléments à l’étude asymptotique des nombres de tours du mouvement brownien complexe autour d’un nombre fini de points,” C. R. Acad. Sci. Paris Sér. I Math. 305 (1987), no. 17, 757-760, MathSciNet.

1988

1. S. Weinryb and M. Yor, “Le mouvement brownien de Lévy indexé par R³ comme limite centrale de temps locaux d’intersection,” in Séminaire de Probabilités, XXII, vol. 1321 of Lecture Notes in Math., pp. 225-248. Springer, Berlin, 1988. MathSciNet.
2. P. Biane and M. Yor, “Quelques précisions sur le méandre brownien,” Bull. Sci. Math. (2) 112 (1988), no. 1, 101-109, MathSciNet.
3. K. Burdzy, J. W. Pitman, and M. Yor, “Some asymptotic laws for crossings and excursions,” Astérisque (1988), no. 157-158, 59-74, Colloque Paul Lévy sur les Processus Stochastiques (Palaiseau, 1987), MathSciNet.
4. P. Biane and M. Yor, “Sur la loi des temps locaux browniens pris en un temps exponentiel,” in Séminaire de Probabilités, XXII, vol. 1321 of Lecture Notes in Math., pp. 454-466. Springer, Berlin, 1988. MathSciNet.
5. M. Yor, “Remarques sur certaines constructions des mouvements browniens fractionnaires,” in Séminaire de Probabilités, XXII, vol. 1321 of Lecture Notes in Math., pp. 217-224. Springer, Berlin, 1988. MathSciNet.

1989

1. C. Donati-Martin and M. Yor, “Mouvement brownien et inégalité de Hardy dans L²,” in Séminaire de Probabilités, XXIII, vol. 1372 of Lecture Notes in Math., pp. 315-323. Springer, Berlin, 1989. MathSciNet.
2. B. Duplantier, “Areas of planar Brownian curves,” J. Phys. A 22 (1989), no. 15, 3033-3048, MathSciNet.
3. M. Barlow, J. Pitman, and M. Yor, “On Walsh’s Brownian motions,” in Séminaire de Probabilités, XXIII, vol. 1372 of Lecture Notes in Math., pp. 275-293. Springer, Berlin, 1989. MathSciNet.
4. J. Pitman and M. Yor, “Further asymptotic laws of planar Brownian motion,” Ann. Probab. 17 (1989), no. 3, 965-1011, MathSciNet.
5. M. Yor, “De nouveaux résultats sur l’équation de Tsirel'son,” C. R. Acad. Sci. Paris Sér. I Math. 309 (1989), no. 7, 511-514, MathSciNet.
6. M. Yor, “On stochastic areas and averages of planar Brownian motion,” J. Phys. A 22 (1989), no. 15, 3049-3057, MathSciNet.
7. M. Barlow, J. Pitman, and M. Yor, “Une extension multidimensionnelle de la loi de l’arc sinus,” in Séminaire de Probabilités, XXIII, vol. 1372 of Lecture Notes in Math., pp. 294-314. Springer, Berlin, 1989. MathSciNet.
8. M. Yor, “Une extension markovienne de l’algèbre des lois béta-gamma,” C. R. Acad. Sci. Paris Sér. I Math. 308 (1989), no. 8, 257-260, MathSciNet.
9. J. Azéma and M. Yor, “Étude d’une martingale remarquable,” in Séminaire de Probabilités, XXIII, vol. 1372 of Lecture Notes in Math., pp. 88-130. Springer, Berlin, 1989. MathSciNet.

1990

1. T. Jeulin and M. Yor, “Filtration des ponts browniens et équations différentielles stochastiques linéaires,” in Séminaire de Probabilités, XXIV, 1988/89, vol. 1426 of Lecture Notes in Math., pp. 227-265. Springer, Berlin, 1990. MathSciNet.
2. K. Burdzy, J. Pitman, and M. Yor, “Brownian crossings between spheres,” J. Math. Anal. Appl. 148 (1990), no. 1, 101-120, MathSciNet.
3. J. Azéma and M. Yor, “Dérivation par rapport au processus de Bessel,” in Séminaire de Probabilités, XXIV, 1988/89, vol. 1426 of Lecture Notes in Math., pp. 210-226. Springer, Berlin, 1990. MathSciNet.
4. J.-F. Le Gall and M. Yor, “Enlacements du mouvement brownien autour des courbes de l’espace,” Trans. Amer. Math. Soc. 317 (1990), no. 2, 687-722, MathSciNet.

1991

1. L. E. Dubins, M. Émery, and M. Yor, “A continuous martingale in the plane that may spiral away to infinity,” in Séminaire de Probabilités, XXV, vol. 1485 of Lecture Notes in Math., pp. 284-290. Springer, Berlin, 1991. MathSciNet.
2. J. Rosen and M. Yor, “Tanaka formulae and renormalization for triple intersections of Brownian motion in the plane,” Ann. Probab. 19 (1991), no. 1, 142-159, MathSciNet.
3. C. Donati-Martin and M. Yor, “Fubini’s theorem for double Wiener integrals and the variance of the Brownian path,” Ann. Inst. H. Poincaré Probab. Statist. 27 (1991), no. 2, 181-200, MathSciNet.
4. M. Yor, “The laws of some Brownian functionals,” in Proceedings of the International Congress of Mathematicians, Vol. I, II (Kyoto, 1990), pp. 1105-1112. Math. Soc. Japan, Tokyo, 1991. MathSciNet.
5. M. Yor, “Une explication du théorème de Ciesielski-Taylor,” Ann. Inst. H. Poincaré Probab. Statist. 27 (1991), no. 2, 201-213, MathSciNet.
6. D. Revuz and M. Yor, Continuous martingales and Brownian motion, vol. 293 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer-Verlag, Berlin, 1991.
7. M. Yor, “Étude asymptotique des nombres de tours de plusieurs mouvements browniens complexes corrélés,” in Random walks, Brownian motion, and interacting particle systems, vol. 28 of Progr. Probab., pp. 441-455. Birkhäuser Boston, Boston, MA, 1991. MathSciNet.

1992

1. M. Yor, “Tsirel'son’s equation in discrete time,” Probab. Theory Related Fields 91 (1992), no. 2, 135-152, MathSciNet.
2. J. Azéma, P.-A. Meyer, and M. Yor, “Martingales relatives,” in Séminaire de Probabilités, XXVI, vol. 1526 of Lecture Notes in Math., pp. 307-321. Springer, Berlin, 1992. MathSciNet.
3. T. Jeulin and M. Yor, “Une décomposition non-canonique du drap brownien,” in Séminaire de Probabilités, XXVI, vol. 1526 of Lecture Notes in Math., pp. 322-347. Springer, Berlin, 1992. MathSciNet.
4. J. Azéma and M. Yor, “Sur les zéros des martingales continues,” in Séminaire de Probabilités, XXVI, vol. 1526 of Lecture Notes in Math., pp. 248-306. Springer, Berlin, 1992. MathSciNet.
5. M. Yor, “Sur certaines fonctionnelles exponentielles du mouvement brownien réel,” J. Appl. Probab. 29 (1992), no. 1, 202-208, MathSciNet.
6. C. Donati-Martin and M. Yor, “Extension d’une formule de Paul Lévy pour la variation quadratique du mouvement brownien plan,” Bull. Sci. Math. 116 (1992), no. 3, 353-382, MathSciNet.
7. H. Geman and M. Yor, “Quelques relations entre processus de Bessel, options asiatiques et fonctions confluentes hypergéométriques,” C. R. Acad. Sci. Paris Sér. I Math. 314 (1992), no. 6, 471-474, MathSciNet.
8. J. Pitman and M. Yor, “Arcsine laws and interval partitions derived from a stable subordinator,” Proc. London Math. Soc. (3) 65 (1992), no. 2, 326-356, MathSciNet.
9. M. Yor, “On some exponential functionals of Brownian motion,” Adv. in Appl. Probab. 24 (1992), no. 3, 509-531, MathSciNet.
10. S. M. Kozlov and M. Yor, “Wiener soccer,” Teor. Veroyatnost. i Primenen. 37 (1992), no. 3, 562-564, MathSciNet.
11. M. Yor, Some aspects of Brownian motion. Part I. Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel, 1992. Some special functionals.
12. M. Perman, J. Pitman, and M. Yor, “Size-biased sampling of Poisson point processes and excursions,” Probab. Theory Related Fields 92 (1992), no. 1, 21-39, MathSciNet.
13. S. M. Kozlov, J. W. Pitman, and M. Yor, “Brownian interpretations of an elliptic integral,” in Seminar on Stochastic Processes, 1991 (Los Angeles, CA, 1991), vol. 29 of Progr. Probab., pp. 83-95. Birkhäuser Boston, Boston, MA, 1992. MathSciNet.
14. M. Yor, “Sur les lois des fonctionnelles exponentielles du mouvement brownien, considérées en certains instants aléatoires,” C. R. Acad. Sci. Paris Sér. I Math. 314 (1992), no. 12, 951-956, MathSciNet.

1993

1. K. D. Elworthy and M. Yor, “Conditional expectations for derivatives of certain stochastic flows,” in Séminaire de Probabilités, XXVII, vol. 1557 of Lecture Notes in Math., pp. 159-172. Springer, Berlin, 1993. MathSciNet.
2. J. Azéma, T. Jeulin, F. Knight, and M. Yor, “Le théorème d’arrêt en une fin d’ensemble prévisible,” in Séminaire de Probabilités, XXVII, vol. 1557 of Lecture Notes in Math., pp. 133-158. Springer, Berlin, 1993. MathSciNet.
3. M. Yor, “From planar Brownian windings to Asian options,” Insurance Math. Econom. 13 (1993), no. 1, 23-34, MathSciNet.
4. J. W. Pitman and M. Yor, “Dilatations d’espace-temps, réarrangements des trajectoires browniennes, et quelques extensions d’une identité de Knight,” C. R. Acad. Sci. Paris Sér. I Math. 316 (1993), no. 7, 723-726, MathSciNet.
5. S. D. Jacka and M. Yor, “Inequalities for nonmoderate functions of a pair of stochastic processes,” Proc. London Math. Soc. (3) 67 (1993), no. 3, 649-672, MathSciNet.
6. L. E. Dubins, M. Émery, and M. Yor, “On the Lévy transformation of Brownian motions and continuous martingales,” in Séminaire de Probabilités, XXVII, vol. 1557 of Lecture Notes in Math., pp. 122-132. Springer, Berlin, 1993. MathSciNet.
7. P. Fitzsimmons, J. Pitman, and M. Yor, “Markovian bridges: construction, Palm interpretation, and splicing,” in Seminar on Stochastic Processes, 1992 (Seattle, WA, 1992), vol. 33 of Progr. Probab., pp. 101-134. Birkhäuser Boston, Boston, MA, 1993. MathSciNet.
8. M. Yor, “On an identity in law obtained by A. Földes and P. Révész,” Ann. Inst. H. Poincaré Probab. Statist. 29 (1993), no. 2, 321-324, MathSciNet.
9. S. M. Kozlov, “Letter to the editors: “Wiener soccer” [Teor. Veroyatnost. i Primenen. 37 (1992), no. 3, 562-564; MR 94b:60097] by Kozlov and M. Yor,” Teor. Veroyatnost. i Primenen. 38 (1993), no. 1, 204, MathSciNet.
10. C. Donati-Martin and M. Yor, “On some examples of quadratic functionals of Brownian motion,” Adv. in Appl. Probab. 25 (1993), no. 3, 570-584, MathSciNet.
11. T. Jeulin and M. Yor, “Moyennes mobiles et semimartingales,” in Séminaire de Probabilités, XXVII, vol. 1557 of Lecture Notes in Math., pp. 53-77. Springer, Berlin, 1993. MathSciNet.
12. S. Weinryb and M. Yor, “Théorème central limite pour l’intersection de deux saucisses de Wiener indépendantes,” Probab. Theory Related Fields 97 (1993), no. 3, 383-401, MathSciNet.

1994

1. C. Donati-Martin, S. Song, and M. Yor, “On symmetric stable random variables and matrix transposition,” Ann. Inst. H. Poincaré Probab. Statist. 30 (1994), no. 3, 397-413, MathSciNet.
2. P. Carmona, F. Petit, and M. Yor, “Sur les fonctionnelles exponentielles de certains processus de Lévy,” Stochastics Stochastics Rep. 47 (1994), no. 1-2, 71-101, MathSciNet.
3. J. Azéma, P.-A. Meyer, and M. Yor, eds., Séminaire de Probabilités. XXVIII, vol. 1583 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1994.
4. P. Carmona, F. Petit, and M. Yor, “Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion,” Probab. Theory Related Fields 100 (1994), no. 1, 1-29, MathSciNet.
5. D. Revuz and M. Yor, Continuous martingales and Brownian motion, vol. 293 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer-Verlag, Berlin, second ed., 1994.
6. C. Donati-Martin, S. Song, and M. Yor, “Symmetric stable processes, Fubini’s theorem, and some extensions of the Ciesielski-Taylor identities in law,” Stochastics Stochastics Rep. 50 (1994), no. 1-2, 1-33, MathSciNet.

1995

1. M. Yor, “The distribution of Brownian quantiles,” J. Appl. Probab. 32 (1995), no. 2, 405-416, MathSciNet.
2. B. Rajeev and M. Yor, “Local times and almost sure convergence of semi-martingales,” Ann. Inst. H. Poincaré Probab. Statist. 31 (1995), no. 4, 653-667, MathSciNet.
3. M. Yor, “Random Brownian scaling and some absolute continuity relationships,” in Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1993), vol. 36 of Progr. Probab., pp. 243-252. Birkhäuser, Basel, 1995. MathSciNet.
4. P. Embrechts, L. C. G. Rogers, and M. Yor, “A proof of Dassios’ representation of the -quantile of Brownian motion with drift,” Ann. Appl. Probab. 5 (1995), no. 3, 757-767, MathSciNet.
5. J. Azéma, M. Emery, P. A. Meyer, and M. Yor, eds., Séminaire de Probabilités. XXIX, vol. 1613 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1995.

1996

1. J. Azéma, C. Rainer, and M. Yor, “Une propriété des martingales pures,” in Séminaire de Probabilités, XXX, vol. 1626 of Lecture Notes in Math., pp. 243-254. Springer, Berlin, 1996. MathSciNet.
2. J. Pitman and M. Yor, “Random discrete distributions derived from self-similar random sets,” Electron. J. Probab. 1 (1996) no. 4, approx. 28 pp. (electronic), MathSciNet.
3. J. Azéma, M. Emery, and M. Yor, eds., Séminaire de Probabilités. XXX, vol. 1626 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1996.
4. J. W. Pitman and M. Yor, “Quelques identités en loi pour les processus de Bessel,” Astérisque (1996), no. 236, 249-276, Hommage à P. A. Meyer et J. Neveu, MathSciNet.
5. J. Pitman and M. Yor, “Decomposition at the maximum for excursions and bridges of one-dimensional diffusions,” in Itô’s stochastic calculus and probability theory, pp. 293-310. Springer, Tokyo, 1996. MathSciNet.
6. J. Azéma, T. Jeulin, F. Knight, G. Mokobodzki, and M. Yor, “Sur les processus croissants de type injectif,” in Séminaire de Probabilités, XXX, vol. 1626 of Lecture Notes in Math., pp. 312-343. Springer, Berlin, 1996. MathSciNet.
7. J. Bertoin and M. Yor, “Some independence results related to the arc-sine law,” J. Theoret. Probab. 9 (1996), no. 2, 447-458, MathSciNet.

1997

1. J. Azéma, M. Emery, and M. Yor, eds., Séminaire de Probabilités. XXXI, vol. 1655 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1997.
2. M. Yor, M. Chesney, H. Geman, and M. Jeanblanc-Picqué, “Some combinations of Asian, Parisian and barrier options,” in Mathematics of derivative securities (Cambridge, 1995), vol. 15 of Publ. Newton Inst., pp. 61-87. Cambridge Univ. Press, Cambridge, 1997. MathSciNet.
3. J. Pitman and M. Yor, “On the lengths of excursions of some Markov processes,” in Séminaire de Probabilités, XXXI, vol. 1655 of Lecture Notes in Math., pp. 272-286. Springer, Berlin, 1997. MathSciNet.
4. Z. Shi and M. Yor, “On an identity in law for the variance of the Brownian bridge,” Bull. London Math. Soc. 29 (1997), no. 1, 103-108, MathSciNet.
5. M. Chesney, M. Jeanblanc-Picqué, and M. Yor, “Brownian excursions and Parisian barrier options,” Adv. in Appl. Probab. 29 (1997), no. 1, 165-184, MathSciNet.
6. M. Yor, “Some remarks about the joint law of Brownian motion and its supremum,” in Séminaire de Probabilités, XXXI, vol. 1655 of Lecture Notes in Math., pp. 306-314. Springer, Berlin, 1997. MathSciNet.
7. M. Yor, “On certain discounted arc-sine laws,” Stochastic Process. Appl. 71 (1997), no. 1, 111-122, MathSciNet.
8. C. Donati-Martin and M. Yor, “Some Brownian functionals and their laws,” Ann. Probab. 25 (1997), no. 3, 1011-1058, MathSciNet.
9. J. Bertoin, L. Chaumont, and M. Yor, “Two chain-transformations and their applications to quantiles,” J. Appl. Probab. 34 (1997), no. 4, 882-897, MathSciNet.
10. Y. Hu, Z. Shi, and M. Yor, “Some applications of Lévy’s area formula to pseudo-Brownian and pseudo-Bessel bridges,” in Exponential functionals and principal values related to Brownian motion, Bibl. Rev. Mat. Iberoamericana, pp. 181-209. Rev. Mat. Iberoamericana, Madrid, 1997. MathSciNet.
11. M. Yor, “Generalized meanders as limits of weighted Bessel processes, and an elementary proof of Spitzer’s asymptotic result on Brownian windings,” Studia Sci. Math. Hungar. 33 (1997), no. 1-3, 339-343, MathSciNet.
12. K. D. Elworthy, X. M. Li, and M. Yor, “On the tails of the supremum and the quadratic variation of strictly local martingales,” in Séminaire de Probabilités, XXXI, vol. 1655 of Lecture Notes in Math., pp. 113-125. Springer, Berlin, 1997. MathSciNet.
13. L. Alili, C. Donati-Martin, and M. Yor, “Une identité en loi remarquable pour l’excursion brownienne normalisée,” in Exponential functionals and principal values related to Brownian motion, Bibl. Rev. Mat. Iberoamericana, pp. 155-180. Rev. Mat. Iberoamericana, Madrid, 1997. MathSciNet.
14. P. Carmona, F. Petit, and M. Yor, “On the distribution and asymptotic results for exponential functionals of Lévy processes,” in Exponential functionals and principal values related to Brownian motion, Bibl. Rev. Mat. Iberoamericana, pp. 73-130. Rev. Mat. Iberoamericana, Madrid, 1997. MathSciNet.
15. H. Geman and M. Yor, “Stochastic time changes in catastrophe option pricing,” Insurance Math. Econom. 21 (1997), no. 3, 185-193, MathSciNet.
16. M. Jeanblanc, J. Pitman, and M. Yor, “The Feynman-Kac formula and decomposition of Brownian paths,” Mat. Apl. Comput. 16 (1997), no. 1, 27-52, MathSciNet.
17. M. Yor, ed., Exponential functionals and principal values related to Brownian motion. Biblioteca de la Revista Matemática Iberoamericana. [Library of the Revista Matemática Iberoamericana]. Revista Matemática Iberoamericana, Madrid, 1997. A collection of research papers.
18. J. Pitman and M. Yor, “The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator,” Ann. Probab. 25 (1997), no. 2, 855-900, MathSciNet.
19. M. Yor, Some aspects of Brownian motion. Part II. Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel, 1997. Some recent martingale problems.
20. L. Alili, D. Dufresne, and M. Yor, “Sur l’identité de Bougerol pour les fonctionnelles exponentielles du mouvement brownien avec drift,” in Exponential functionals and principal values related to Brownian motion, Bibl. Rev. Mat. Iberoamericana, pp. 3-14. Rev. Mat. Iberoamericana, Madrid, 1997. MathSciNet.
21. J. Pitman and M. Yor, “On the relative lengths of excursions derived from a stable subordinator,” in Séminaire de Probabilités, XXXI, vol. 1655 of Lecture Notes in Math., pp. 287-305. Springer, Berlin, 1997. MathSciNet.
22. Z. Shi and M. Yor, “Integrability and lower limits of the local time of iterated Brownian motion,” Studia Sci. Math. Hungar. 33 (1997), no. 1-3, 279-298, MathSciNet.

1998

1. J. Azéma, M. Émery, M. Ledoux, and M. Yor, eds., Séminaire de Probabilités. XXXII, vol. 1686 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1998.
2. P. Carmona, F. Petit, and M. Yor, “Beta variables as times spent in [0,[ by certain perturbed Brownian motions,” J. London Math. Soc. (2) 58 (1998), no. 1, 239-256, MathSciNet.
3. H. Matsumoto and M. Yor, “On Bougerol and Dufresne’s identities for exponential Brownian functionals,” Proc. Japan Acad. Ser. A Math. Sci. 74 (1998), no. 10, 152-155, MathSciNet.
4. P. Carmona, F. Petit, and M. Yor, “Beta-gamma random variables and intertwining relations between certain Markov processes,” Rev. Mat. Iberoamericana 14 (1998), no. 2, 311-367, MathSciNet.
5. R. A. Doney, J. Warren, and M. Yor, “Perturbed Bessel processes,” in Séminaire de Probabilités, XXXII, vol. 1686 of Lecture Notes in Math., pp. 237-249. Springer, Berlin, 1998. MathSciNet.
6. M. T. Barlow, M. Émery, F. B. Knight, S. Song, and M. Yor, “Autour d’un théorème de Tsirelson sur des filtrations browniennes et non browniennes,” in Séminaire de Probabilités, XXXII, vol. 1686 of Lecture Notes in Math., pp. 264-305. Springer, Berlin, 1998. MathSciNet.
7. J. Pitman and M. Yor, “Ranked functionals of Brownian excursions,” C. R. Acad. Sci. Paris Sér. I Math. 326 (1998), no. 1, 93-97, MathSciNet.
8. J. Pitman and M. Yor, “Random Brownian scaling identities and splicing of Bessel processes,” Ann. Probab. 26 (1998), no. 4, 1683-1702, MathSciNet.
9. B. Leblanc and M. Yor, “Lévy processes in finance: a remedy to the non-stationarity of continuous martingales,” Finance Stoch. 2 (1998), no. 4, 399-408, MathSciNet.
10. Y. Hu and M. Yor, “Convergence in law and convergence of moments: an example related to Bessel processes,” in Asymptotic methods in probability and statistics (Ottawa, ON, 1997), pp. 387-397. North-Holland, Amsterdam, 1998. MathSciNet.
11. A. Comtet, C. Monthus, and M. Yor, “Exponential functionals of Brownian motion and disordered systems,” J. Appl. Probab. 35 (1998), no. 2, 255-271, MathSciNet.
12. J. Warren and M. Yor, “The Brownian burglar: conditioning Brownian motion by its local time process,” in Séminaire de Probabilités, XXXII, vol. 1686 of Lecture Notes in Math., pp. 328-342. Springer, Berlin, 1998. MathSciNet.
13. M. Émery and M. Yor, “Sur un théorème de Tsirelson relatif à des mouvements browniens corrélés et à la nullité de certains temps locaux,” in Séminaire de Probabilités, XXXII, vol. 1686 of Lecture Notes in Math., pp. 306-312. Springer, Berlin, 1998. MathSciNet.
14. R. A. Doney and M. Yor, “On a formula of Takács for Brownian motion with drift,” J. Appl. Probab. 35 (1998), no. 2, 272-280, MathSciNet.
15. J. Azéma, T. Jeulin, F. Knight, and M. Yor, “Quelques calculs de compensateurs impliquant l’injectivité de certains processus croissants,” in Séminaire de Probabilités, XXXII, vol. 1686 of Lecture Notes in Math., pp. 316-327. Springer, Berlin, 1998. MathSciNet.
16. S. Sato and M. Yor, “Computations of moments for discounted Brownian additive functionals,” J. Math. Kyoto Univ. 38 (1998), no. 3, 475-486, MathSciNet.

1999

1. J. Pitman and M. Yor, “Laplace transforms related to excursions of a one-dimensional diffusion,” Bernoulli 5 (1999), no. 2, 249-255, MathSciNet.
2. H. Föllmer, C.-T. Wu, and M. Yor, “Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading,” Stochastic Process. Appl. 84 (1999), no. 1, 137-164, MathSciNet.
3. P. Carmona, F. Petit, and M. Yor, “An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions,” Stochastic Process. Appl. 79 (1999), no. 2, 323-333, MathSciNet.
4. M. Gradinaru, B. Roynette, P. Vallois, and M. Yor, “Abel transform and integrals of Bessel local times,” Ann. Inst. H. Poincaré Probab. Statist. 35 (1999), no. 4, 531-572, MathSciNet.
5. K. D. Elworthy, X.-M. Li, and M. Yor, “The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes,” Probab. Theory Related Fields 115 (1999), no. 3, 325-355, MathSciNet.
6. J. Pitman and M. Yor, “Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude,” Studia Sci. Math. Hungar. 35 (1999), no. 3-4, 457-474, MathSciNet.
7. H. Matsumoto and M. Yor, “Some changes of probabilities related to a geometric Brownian motion version of Pitman’s 2M - X theorem,” Electron. Comm. Probab. 4 (1999) 15-23 (electronic), MathSciNet.
8. M. Csörg, Z. Shi, and M. Yor, “Some asymptotic properties of the local time of the uniform empirical process,” Bernoulli 5 (1999), no. 6, 1035-1058, MathSciNet.
9. J. Azéma, M. Émery, M. Ledoux, and M. Yor, eds., Séminaire de Probabilités. XXXIII, vol. 1709 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 1999.
10. Y. Hu and M. Yor, “Asymptotic studies of Brownian functionals,” in Random walks (Budapest, 1998), vol. 9 of Bolyai Soc. Math. Stud., pp. 187-217. János Bolyai Math. Soc., Budapest, 1999. MathSciNet.
11. P. Carmona, F. Petit, J. Pitman, and M. Yor, “On the laws of homogeneous functionals of the Brownian bridge,” Studia Sci. Math. Hungar. 35 (1999), no. 3-4, 445-455, MathSciNet.
12. J. Pitman and M. Yor, “The law of the maximum of a Bessel bridge,” Electron. J. Probab. 4 (1999) no. 15, 35 pp. (electronic), MathSciNet.
13. Y. Hu, Z. Shi, and M. Yor, “Rates of convergence of diffusions with drifted Brownian potentials,” Trans. Amer. Math. Soc. 351 (1999), no. 10, 3915-3934, MathSciNet.
14. D. Revuz and M. Yor, Continuous martingales and Brownian motion, vol. 293 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]. Springer-Verlag, Berlin, third ed., 1999.
15. R. Duadi, M. or, and A. N. Shiryaev, “On the probability characteristics of “drop” variables in standard Brownian motion,” Teor. Veroyatnost. i Primenen. 44 (1999), no. 1, 3-13, MathSciNet.
16. H. Matsumoto and M. Yor, “A version of Pitman’s 2M - X theorem for geometric Brownian motions,” C. R. Acad. Sci. Paris Sér. I Math. 328 (1999), no. 11, 1067-1074, MathSciNet.
17. C. Donati-Martin and M. Yor, “Intégrales stochastiques de processus anticipants et projections duales prévisibles,” Publ. Mat. 43 (1999), no. 1, 281-301, MathSciNet.
18. M. Balazard, E. Saias, and M. Yor, “Notes sur la fonction de Riemann. II,” Adv. Math. 143 (1999), no. 2, 284-287, MathSciNet.

2000

1. H. Matsumoto and M. Yor, “An analogue of Pitman’s 2M - X theorem for exponential Wiener functionals. I. A time-inversion approach,” Nagoya Math. J. 159 (2000) 125-166, MathSciNet.
2. C. Donati-Martin, H. Matsumoto, and M. Yor, “On positive and negative moments of the integral of geometric Brownian motions,” Statist. Probab. Lett. 49 (2000), no. 1, 45-52, MathSciNet.
3. C. Donati-Martin and M. Yor, “Some measure-valued Markov processes attached to occupation times of Brownian motion,” Bernoulli 6 (2000), no. 1, 63-72, MathSciNet.
4. C. Donati-Martin, R. Ghomrasni, and M. Yor, “Affine random equations and the stable () distribution,” Studia Sci. Math. Hungar. 36 (2000), no. 3-4, 387-405, MathSciNet.
5. C. Donati-Martin, Z. Shi, and M. Yor, “The joint law of the last zeros of Brownian motion and of its Lévy transform,” Ergodic Theory Dynam. Systems 20 (2000), no. 3, 709-725, MathSciNet.
6. J. Azéma, M. Émery, M. Ledoux, and M. Yor, eds., Séminaire de Probabilités. XXXIV, vol. 1729 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 2000.
7. G. Pap and M. Yor, “The accuracy of Cauchy approximation for the windings of planar Brownian motion,” Period. Math. Hungar. 41 (2000), no. 1-2, 213-226, Endre Csáki 65, MathSciNet.
8. P. Chassaing, J. F. Marckert, and M. Yor, “The height and width of simple trees,” in Mathematics and computer science (Versailles, 2000), Trends Math., pp. 17-30. Birkhäuser, Basel, 2000. MathSciNet.
9. M. Yor, “Le mouvement brownien: quelques développements de 1950 à 1995,” in Development of mathematics 1950-2000, pp. 1187-1202. Birkhäuser, Basel, 2000. MathSciNet.
10. H. Föllmer, C.-T. Wu, and M. Yor, “On weak Brownian motions of arbitrary order,” Ann. Inst. H. Poincaré Probab. Statist. 36 (2000), no. 4, 447-487, MathSciNet.
11. R. J. Elliott, M. Jeanblanc, and M. Yor, “On models of default risk,” Math. Finance 10 (2000), no. 2, 179-195, INFORMS Applied Probability Conference (Ulm, 1999), MathSciNet.
12. M. Yor, “Présentation du pli cacheté,” C. R. Acad. Sci. Paris Sér. I Math. 331 (2000), no. Special Issue, 1033-1035, Sur l’équation de Kolmogoroff, par W. Doeblin, MathSciNet.
13. L. Vostrikova and M. Yor, “Some invariance properties (of the laws) of Ocone’s martingales,” in Séminaire de Probabilités, XXXIV, vol. 1729 of Lecture Notes in Math., pp. 417-431. Springer, Berlin, 2000. MathSciNet.
14. C. Donati-Martin, H. Matsumoto, and M. Yor, “On striking identities about the exponential functionals of the Brownian bridge and Brownian motion,” Period. Math. Hungar. 41 (2000), no. 1-2, 103-119, Endre Csáki 65, MathSciNet.

2001

1. M. Yor, Exponential functionals of Brownian motion and related processes. Springer Finance. Springer-Verlag, Berlin, 2001. With an introductory chapter by Hélyette Geman, Chapters 1, 3, 4, 8 translated from the French by Stephen S. Wilson.
2. M. Yor, “Interpretations in terms of Brownian and Bessel meanders of the distribution of a subordinated perpetuity,” in Lévy processes, pp. 361-375. Birkhäuser Boston, Boston, MA, 2001. MathSciNet.
3. J. Azéma, M. Émery, M. Ledoux, and M. Yor, eds., Séminaire de Probabilités. XXXV, vol. 1755 of Lecture Notes in Mathematics. Springer-Verlag, Berlin, 2001.
4. N. O’Connell and M. Yor, “Brownian analogues of Burke’s theorem,” Stochastic Process. Appl. 96 (2001), no. 2, 285-304, MathSciNet.
5. C. Donati-Martin, H. Matsumoto, and M. Yor, “Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions,” Publ. Res. Inst. Math. Sci. 37 (2001), no. 3, 295-326, MathSciNet.
6. C. Donati-Martin, R. Ghomrasni, and M. Yor, “On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options,” Rev. Mat. Iberoamericana 17 (2001), no. 1, 179-193, MathSciNet.
7. P. Carmona, F. Petit, and M. Yor, “Exponential functionals of Lévy processes,” in Lévy processes, pp. 41-55. Birkhäuser Boston, Boston, MA, 2001. MathSciNet.
8. H. Matsumoto and M. Yor, “A relationship between Brownian motions with opposite drifts via certain enlargements of the Brownian filtration,” Osaka J. Math. 38 (2001), no. 2, 383-398, MathSciNet.
9. P. Baldi, E. C. Tarabusi, A. Figà-Talamanca, and M. Yor, “Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities,” Rev. Mat. Iberoamericana 17 (2001), no. 3, 587-605, MathSciNet.
10. R. Pemantle, Y. Peres, J. Pitman, and M. Yor, “Where did the Brownian particle go?,” Electron. J. Probab. 6 (2001) no. 10, 22 pp. (electronic), MathSciNet.
11. H. Matsumoto and M. Yor, “An analogue of Pitman’s 2M - X theorem for exponential Wiener functionals. II. The role of the generalized inverse Gaussian laws,” Nagoya Math. J. 162 (2001) 65-86, MathSciNet.
12. A. M. Vershik, M. or, and N. V. Tsilevich, “The Markov-Kren identity and the quasi-invariance of the gamma process,” Zap. Nauchn. Sem. S.-Peterburg. Otdel. Mat. Inst. Steklov. (POMI) 283 (2001), no. Teor. Predst. Din. Sist. Komb. i Algoritm. Metody. 6, 21-36, 258, MathSciNet.
13. H. Geman, D. B. Madan, and M. Yor, “Time changes for Lévy processes,” Math. Finance 11 (2001), no. 1, 79-96, MathSciNet.
14. M. Yor and M. Zani, “Large deviations for the Bessel clock,” Bernoulli 7 (2001), no. 2, 351-362, MathSciNet.
15. P. Biane, J. Pitman, and M. Yor, “Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions,” Bull. Amer. Math. Soc. (N.S.) 38 (2001), no. 4, 435-465 (electronic), MathSciNet.
16. J. Pitman and M. Yor, “On the distribution of ranked heights of excursions of a Brownian bridge,” Ann. Probab. 29 (2001), no. 1, 361-384, MathSciNet.
17. N. Tsilevich, A. Vershik, and M. Yor, “An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process,” J. Funct. Anal. 185 (2001), no. 1, 274-296, MathSciNet.
18. H. Geman, D. B. Madan, and M. Yor, “Asset prices are Brownian motion: only in business time,” in Quantitative analysis in financial markets, pp. 103-146. World Sci. Publishing, River Edge, NJ, 2001. MathSciNet.
19. L. Chaumont, D. G. Hobson, and M. Yor, “Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes,” in Séminaire de Probabilités, XXXV, vol. 1755 of Lecture Notes in Math., pp. 334-347. Springer, Berlin, 2001. MathSciNet.
20. B. De Meyer, B. Roynette, P. Vallois, and M. Yor, “Sur l’indépendance d’un temps d’arrêt T et de la position B_T d’un mouvement brownien (B_u, u > 0),” C. R. Acad. Sci. Paris Sér. I Math. 333 (2001), no. 11, 1017-1022, MathSciNet.
21. J. Bertoin and M. Yor, “On subordinators, self-similar Markov processes and some factorizations of the exponential variable,” Electron. Comm. Probab. 6 (2001) 95-106 (electronic), MathSciNet.

2002

1. M. Jeanblanc, J. Pitman, and M. Yor, “Self-similar processes with independent increments associated with Lévy and Bessel,” Stochastic Process. Appl. 100 (2002) 223-231, MathSciNet.
2. C.-T. Wu and M. Yor, “Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations,” Publ. Mat. 46 (2002), no. 1, 237-256, MathSciNet.
3. B. de Meyer, B. Roynette, P. Vallois, and M. Yor, “On independent times and positions for Brownian motions,” Rev. Mat. Iberoamericana 18 (2002), no. 3, 541-586, MathSciNet.
4. N. O’Connell and M. Yor, “A representation for non-colliding random walks,” Electron. Comm. Probab. 7 (2002) 1-12 (electronic), MathSciNet.
5. B. Bru and M. Yor, “Comments on the life and mathematical legacy of Wolfgang Doeblin,” Finance Stoch. 6 (2002), no. 1, 3-47, MathSciNet.
6. B. Roynette, P. Vallois, and M. Yor, “A solution to Skorokhod’s embedding for linear Brownian motion and its local time,” Studia Sci. Math. Hungar. 39 (2002), no. 1-2, 97-127, MathSciNet.
7. A. Rouault, M. Yor, and M. Zani, “A large deviations principle related to the strong arc-sine law,” J. Theoret. Probab. 15 (2002), no. 3, 793-815, MathSciNet.
8. F. Delbaen and M. Yor, “Passport options,” Math. Finance 12 (2002), no. 4, 299-328, MathSciNet.
9. D. B. Madan and M. Yor, “Making Markov martingales meet marginals: with explicit constructions,” Bernoulli 8 (2002), no. 4, 509-536, MathSciNet.
10. H. Geman, D. B. Madan, and M. Yor, “Stochastic volatility, jumps and hidden time changes,” Finance Stoch. 6 (2002), no. 1, 63-90, MathSciNet.
11. J. Bertoin and M. Yor, “The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes,” Potential Anal. 17 (2002), no. 4, 389-400, MathSciNet.