Marc Yor
| Marc Yor | |
|---|---|
 |
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| Born | 24 July 1949 |
| Died | 9 January 2014 (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 , especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance. He had an Erdös number of 2.
Yor was a professor 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, the Montyon Prize, and was awarded the Ordre National du Merite by the French Republic. He was a member of the French Academy of Sciences. His students include such notable mathematicians as Jean-Francois Le Gall and Jean Bertoin.
He died on 9 January 2014 at the age of 64.
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