Salminen, Paavo; Vallois, Pierre; Yor, Marc On the excursion theory for linear diffusions. (English) Zbl 1160.60024 Jpn. J. Math. (3) 2, No. 1, 97-127 (2007). Reviewer: Feng-Yu Wang (Swansea) MSC: 60J60 60J65 PDFBibTeX XMLCite \textit{P. Salminen} et al., Jpn. J. Math. (3) 2, No. 1, 97--127 (2007; Zbl 1160.60024) Full Text: DOI arXiv
Pitman, Jim; Yor, Marc Itô’s excursion theory and its applications. (English) Zbl 1156.60066 Jpn. J. Math. (3) 2, No. 1, 83-96 (2007). MSC: 60J65 60J60 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Jpn. J. Math. (3) 2, No. 1, 83--96 (2007; Zbl 1156.60066) Full Text: DOI
Mansuy, Roger; Yor, Marc Harnesses, Lévy bridges and Monsieur Jourdain. (English) Zbl 1070.60041 Stochastic Processes Appl. 115, No. 2, 329-338 (2005). MSC: 60G51 60G48 60G44 60G10 PDFBibTeX XMLCite \textit{R. Mansuy} and \textit{M. Yor}, Stochastic Processes Appl. 115, No. 2, 329--338 (2005; Zbl 1070.60041) Full Text: DOI arXiv
Pitman, Jim; Yor, Marc On the distribution of ranked heights of excursions of a Brownian bridge. (English) Zbl 1033.60050 Ann. Probab. 29, No. 1, 361-384 (2001). Reviewer: Ion Cuculescu (Bucureşti) MSC: 60G18 60J65 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Ann. Probab. 29, No. 1, 361--384 (2001; Zbl 1033.60050) Full Text: DOI
Biane, Philippe; Pitman, Jim; Yor, Marc Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions. (English) Zbl 1040.11061 Bull. Am. Math. Soc., New Ser. 38, No. 4, 435-465 (2001). Reviewer: Emilio Elizalde (Barcelona) MSC: 11M06 60J65 60E07 PDFBibTeX XMLCite \textit{P. Biane} et al., Bull. Am. Math. Soc., New Ser. 38, No. 4, 435--465 (2001; Zbl 1040.11061) Full Text: DOI arXiv
Pitman, Jim; Yor, Marc The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. (English) Zbl 0880.60076 Ann. Probab. 25, No. 2, 855-900 (1997). MSC: 60J99 60G57 60E99 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Ann. Probab. 25, No. 2, 855--900 (1997; Zbl 0880.60076) Full Text: DOI
Carmona, Ph.; Petit, F.; Yor, M. Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion. (English) Zbl 0808.60066 Probab. Theory Relat. Fields 100, No. 1, 1-29 (1994). MSC: 60J55 60J65 PDFBibTeX XMLCite \textit{Ph. Carmona} et al., Probab. Theory Relat. Fields 100, No. 1, 1--29 (1994; Zbl 0808.60066) Full Text: DOI
Pitman, Jim; Yor, Marc A decomposition of Bessel bridges. (English) Zbl 0484.60062 Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 425-457 (1982). MSC: 60J55 60J60 60J65 PDFBibTeX XMLCite \textit{J. Pitman} and \textit{M. Yor}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 425--457 (1982; Zbl 0484.60062) Full Text: DOI
Yor, Marc Formule de Cauchy rélative à certains lacets browniens. (French) Zbl 0375.60068 Bull. Soc. Math. Fr. 105, 3-31 (1977). MSC: 60H05 PDFBibTeX XMLCite \textit{M. Yor}, Bull. Soc. Math. Fr. 105, 3--31 (1977; Zbl 0375.60068) Full Text: DOI Numdam EuDML