Marc Yor

• Continuous martingales and Brownian motion
• Aspects of mathematical finance
• Continuous Martingales And Brownian Motion
• Continuous Martingales and Brownian Motion
• Grossissements de filtrations
• Local Times And Excursion Theory For Brownian Motion A Tale Of Wiener And It Measures
• Mathematical Methods for Financial Markets
• On Exponential Functionals of Brownian Motion and Related Processes
• Penalising Brownian Paths Lecture Notes in Mathematics
• Penalising Brownian Paths (Lecture Notes in Mathematics Book 1969)
• Random times and enlargements of filtrations in a Brownian setting
• Random Times and Enlargements of Filtrations in a Brownian Setting (Lecture Notes in Mathematics Book 1873)