Marc Yor

Marc Yor
Born (1949-07-24)24 July 1949
Died 9 January 2014(2014-01-09) (aged 64)
Paris, France
Nationality French
Fields Mathematics
Institutions Paris VI University
Alma mater Ecole normale supérieure de Cachan
Doctoral advisor Pierre Priouret
Doctoral students Dominique Bakry
Fabrice Baudoin
Jean Bertoin
Philippe Biane
Zhan Shi
Jean-François Le Gall

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.[1] He had an Erdös number of 2.[2]

Background

Yor was a professor[3] at the Paris VI University in Paris, France, from 1981 until his death in 2014.

He was a recipient of several awards, including the Humboldt Prize,[4] the Montyon Prize,[5] and was awarded the Ordre National du Merite[5] by the French Republic. He was a member[5] of the French Academy of Sciences. His students include such notable mathematicians as Jean-Francois Le Gall[6] and Jean Bertoin.[7]

He died on 9 January 2014 at the age of 64.[5]

Bibliography

Books

Main papers

References

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