A lot will depend on the terms and conditions agreed at the time the website was set up.
Until about 4 years ago, Yell specifically stated they register the domain name, its theirs and you can't have it.
About 4 years ago, Yell websites became Hibu, but their sales bombed as know one knew or 'trusted' the brand, ( to UK small businesses just another web site provide ) - However Hibu T&C state they register domains on your behalf as a reseller of domains.
Hibu rebranded back to Yell in the UK, but as far as T&C goes I believe the 'registered in your name' is current.
The real moral of the story is read the T&C's.
So many people don't actually read them, or ask questions about parts they don't understand.
One easy thing to check ( .co.uk .uk domains), is even if the domain is registered in the name of Yell - they may well have the contact email as the client - easy to check create a free nominet account in the clients email - if the domain is listed - bingo you have control ( all beit nominet charge £10+VAT for a tags changes & £10+VAT for registration details per 'batch' of domains )
I seriously doubt Yell would resists strongly handing back a domain, given Hibu's current T&C, but I guess they would use it as a retention technique to at least resist. So ask, and if they say no, demand, and if they say no and it is a dot co dot uk threaten them with a nominet dispute, OK if you went through the full process it may cost you a couple of grand
http://www.nominet.uk/domains/resolving-uk-domain-disputes-and-complaints/
but I doubt Yell would have the appetite