Marc Yor

Marc Yor was a French mathematician, born on 24 July 1949 and died on 9 January 2014, 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. He was a professor at the Paris VI University from 1981 until his death, a member of the French Academy of Sciences, and a recipient of the Humboldt Prize, the Montyon Prize and the Ordre National du Mérite. His books include Continuous Martingales and Brownian Motion with Daniel Revuz, Some Aspects of Brownian Motion and Mathematical Methods for Financial Markets. His students include Jean-François Le Gall and Jean Bertoin.