Marc Yor is a French

French people

The French are a nation that share a common French culture and speak the French language as a mother tongue. Historically, the French population are descended from peoples of Celtic, Latin and Germanic origin, and are today a mixture of several ethnic groups...

 mathematician

Mathematician

A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....

 well-known for his work on stochastic processes, especially properties of semimartingale

Semimartingale

In probability theory, a real valued process X is called a semimartingale if it can be decomposed as the sum of a local martingale and an adapted finite-variation process....

s, Brownian motion

Brownian motion

Brownian motion or pedesis is the presumably random drifting of particles suspended in a fluid or the mathematical model used to describe such random movements, which is often called a particle theory.The mathematical model of Brownian motion has several real-world applications...

 and other Lévy processes, the Bessel processes, and their applications to mathematical finance

Mathematical finance

Mathematical finance is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will derive and extend the mathematical...

. Since 1981 he is a professor at the Paris VI University in Paris, France.

He is a recipient of several awards, including the Humboldt Prize

Humboldt Prize

The Humboldt Prize, also known as the Humboldt Research Award, is an award given by the Alexander von Humboldt Foundation to internationally renowned scientists and scholars, and is currently valued at € 60,000 with the possibility of further support during the prize winner's life. Up to one...

, the Montyon Prize

Montyon Prizes

Montyon Prizes are a series of prizes awarded annually by the Académie Française. They were endowed by the French benefactor Baron de Montyon....

, and was awarded the Ordre National du Merite

Ordre National du Mérite

The Ordre national du Mérite is an Order of State awarded by the President of the French Republic. It was founded on 3 December 1963 by President Charles de Gaulle...

 by the French Republic. He is a member of the French Academy of Sciences.
His students include such notables names as Jean-Francois Le Gall

Jean-François Le Gall

Jean-François Le Gall is a French mathematician working in areas of probability theory such as Brownian motion, Lévy processes, superprocesses and their connections with partial differential equations, the Brownian snake, random trees, branching processes, stochastic coalescence and random planar...

 and Jean Bertoin.