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Publications in Math-Net.Ru |
Citations |
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2008 |
| 1. |
B. Roynette, P. Vallois, M. Yor, “Penalisations of brownian motion with
its maximum and minimum processes as
weak forms of Skorokhod embedding”, Theory Stoch. Process., 14(30):2 (2008), 116–138  |
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2006 |
| 2. |
S. Graversen, A. N. Shiryaev, M. Yor, “On the problem of stochastic integral representations of functionals of the Browning motion. II”, Teor. Veroyatnost. i Primenen., 51:1 (2006), 64–77    ; Theory Probab. Appl., 51:1 (2007), 65–77   |
7
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2003 |
| 3. |
A. N. Shiryaev, M. Yor, “On the problem of stochastic integral representations of functionals of the Brownian motion. I”, Teor. Veroyatnost. i Primenen., 48:2 (2003), 375–385 ; Theory Probab. Appl., 48:2 (2004), 304–313 |
10
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2002 |
| 4. |
A. S. Cherny, A. N. Shiryaev, M. Yor, “Limit behavior of the “horizontal-vertical” random walk and some extensions of the Donsker–Prokhorov invariance principle”, Teor. Veroyatnost. i Primenen., 47:3 (2002), 498–517 ; Theory Probab. Appl., 47:3 (2003), 377–394 |
20
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2001 |
| 5. |
A. M. Vershik, M. Yor, N. V. Tsilevich, “Remarks on the Markov–Krein identity and quasi-invariance of the gamma process”, Zap. Nauchn. Sem. POMI, 283 (2001), 21–36 ; J. Math. Sci. (N. Y.), 121:3 (2004), 2303–2310 |
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1999 |
| 6. |
R. Douady, M. Yor, A. N. Shiryaev, “On probability characteristics of “downfalls” in a standard Brownian motion”, Teor. Veroyatnost. i Primenen., 44:1 (1999), 3–13 ; Theory Probab. Appl., 44:1 (2000), 29–38 |
46
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1992 |
| 7. |
S. M. Kozlov, M. Yor, “Wiener Football”, Teor. Veroyatnost. i Primenen., 37:3 (1992), 562–564 ; Theory Probab. Appl., 37:3 (1993), 550–553 |
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