Yor Marc

Publications in Math-Net.Ru

1. 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
2. On the problem of stochastic integral representations of functionals of the Browning motion. II
   
   Teor. Veroyatnost. i Primenen., 51:1 (2006),  64–77
3. On the problem of stochastic integral representations of functionals of the Brownian motion. I
   
   Teor. Veroyatnost. i Primenen., 48:2 (2003),  375–385
4. 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
5. Remarks on the Markov–Krein identity and quasi-invariance of the gamma process
   
   Zap. Nauchn. Sem. POMI, 283 (2001),  21–36
6. On probability characteristics of “downfalls” in a standard Brownian motion
   
   Teor. Veroyatnost. i Primenen., 44:1 (1999),  3–13
7. Wiener Football
   
   Teor. Veroyatnost. i Primenen., 37:3 (1992),  562–564