| Marc Yor | |
|---|---|
| Born | July 24, 1949 |
| Nationality | France |
| Fields | Mathematics |
| Institutions | Paris VI University |
| Alma mater | Ecole normale supérieure de Cachan |
| Doctoral advisor | Pierre Priouret |
| Doctoral students | Fabrice Baudoin Jean Bertoin Jean-François Le Gall |
Marc Yor (born July 24, 1949) is 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] Since 1981 he is a professor[2] at the Paris VI University in Paris, France.
He is a recipient of several awards, including the Humboldt Prize, the Montyon Prize,[3] and was awarded the Ordre National du Merite[3] by the French Republic. He is a member[3] of the French Academy of Sciences. His students include such notables names as Jean-Francois Le Gall[4] and Jean Bertoin.[5]