Most people have known of Marc Yor through his book coauthored with Daniel Revuz, "Continuous Martingales and Brownian Motion". This research monograph is treasured by both beginners and advanced researchers. Since its first publication in 1991, it has met an extraordinary success, reaching the third printing of the third edition in 2005. In the book, beginners find an excellent companion in the form of an important number of exercises ranging from elementary to highly challenging levels, whereas researchers appreciate particularly the authoritative account of theory of continuous stochastic calculus, covering a large variety of applications.
Maths et Poésie,
Pour les unes, tu trouves et ça commence,
Pour l'autre, tu trouves et ça finit.
-- Marc Yor : "Les Unes et l'autre"
Marc Yor was among those whose contribution to probability theory has made it among the most active branches in mathematics, as witnessed by a first Fields Medal in probability theory received by Wendelin Werner, a grand-student of Marc Yor.
Marc Yor had over thirty students, many of whom became eminent mathematicians, such as Jean Bertoin, Philippe Biane(*) and Jean-François Le Gall, each of whom has had many students and grand-students.
Marc Yor's early research breakthroughs came in martingale theory and stochastic calculus. His works on BMO and martingale inequalities, on local times of semimartingales, on the Skorokhod embedding, and on enlargement of filtrations were among the most significative. Itô's stochastic calculus was much developed by Paul-André Meyer's Strasbourg School; Marc Yor showed how powerful the theory can be.
Starting from the 1980s, Marc Yor concentrated an important part of his research interest in the concrete and fundamental example of Brownian motion. A highlight of his activities in this period was a fruitful collaboration with Jim Pitman that led to remarkable work on functionals of planar Brownian motion, and on various distributional identities and path decompositions for Brownian motion and the Bessel process. At the same time, Marc Yor made important progress on local times and additive functionals and principal values, on intersection local times, on quadratic functionals, on weak and strong Brownian filtrations, and on penalisations.
Like Paul Lévy before him, Marc Yor considered that every non-trivial problem concerning Brownian motion should be dealt with and should be solved, and that its solution would tell us something interesting about Brownian motion. Naturally, when certain problems originating from financial mathematics concerning exponential functionals of Brownian motion were brought to his attention, Marc Yor immediately got interested. These problems led him subsequently to focus attention, more generally, on exponential functionals of Lévy processes.
Marc Yor enjoyed Russian literature. He was an admirer of Dostoyevsky. The Brothers Karamazov was his favourite.
If a single word were to characterise Marc Yor as a mathematician, we would say that he was a missionary. Marc Yor had the mission of communicating his passion for mathematics to everyone he encountered. Whoever knew Marc Yor could hardly have missed to notice Marc Yor's generosity in regard to others (especially to students and young researchers), as well as his extreme modesty; these undoubtably are characteristics of a devoted missionary. We probably will never know the origin of Marc Yor's sense of mission, but it is not a risky guess that Paul Lévy would have been for something. Marc Yor held great admiration for Lévy; he kept carefully at home some manuscripts by Lévy, showing them only occasionally to visitors.
In 2000, the French Academy of Sciences opened a pli cacheté of Wolfgang Doeblin. Together with Bernard Bru, Marc Yor made a tremendous effort in making Doeblin's work known to a large public. It was a good example of Marc Yor's generosity towards others. As for his modesty, we can simply ask people in the small town of Saint-Chéron where Marc Yor spent his last twenty-nine years. In the town, Marc Yor was known as the former coach of the local football team, as a regular jogger, or as Carmel's husband and father of Serge, Kathleen and Géraldine, but people would be surprised to learn that Marc Yor was an illustrious academician whose name was printed in the dictionary.
Marc Yor fulfilled his mathematical mission. Marc Yor did not leave us. A grain having fallen into the field never exactly disappears -- it simply brings out more.
"Marc Yor has made an immense contribution to Probability Theory, perhaps the greatest contribution of any European of the post-Meyer generations. [...] He is someone of whom France should be very proud, someone upholding the tradition of the greatest of all probabilists, Paul Lévy."
-- David Williams, in 2007
[This site is being under construction. More pages are to be added in the coming days or weeks.]
> Faire-part de la disparition de Marc Yor sur le site de l'Université Pierre et Marie Curie
> Jim Pitman's Marc Yor homepage at Berkeley
> Page commémorative de Marc Yor sur le site de l'Académie des sciences
> Obituary in IMS Bulletin by Jean-François Le Gall and Jim Pitman, with thanks to Jean Bertoin
> Fabrice Baudoin's page for Marc Yor
> Page de Marc Yor sur le site d'Images des mathématiques du CNRS
> Marc Yor at Wikipedia
> Marc Yor sur Wikipédia.fr
> Marc Yor: eternal peace (UPDATED WEDNESDAY FEBRUARY 26, 2014)