In memoriam Paul-André Meyer : Séminaire de probabilités XXXIX
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Bibliographic Information
In memoriam Paul-André Meyer : Séminaire de probabilités XXXIX
（Lecture notes in mathematics, 1874）
Springer, c2006
Available at / 66 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
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Text in English and French
Includes bibliographical references
Description and Table of Contents
Description
The 39th volume of Seminaire de Probabilites is a tribute to the memory of Paul Andre Meyer. His life and achievements are recalled in this book, and tributes are paid by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.
Table of Contents
- Paul Andre Meyer: Titres et travaux, postface
- Marc Yor: The life and scientific works of Paul-Andre Meyer
- Stephane Attal: Disparition de Paul-Andre Meyer
- Temoignages de Jacques Azema, Claude Dellacherie, Catherine Doleans-Dade, Michel Emery, Yves Le Jan, Bernard Maisonneuve, Yves Meyer, Jacques Neveu, Nicolas Privault, Daniel Revuz
- Yan Pautrat: Kernel and integral representations of operators on infinite dimensional toy Fock spaces
- Philippe Biane: Le theoreme de Pitman, le groupe quantique SUq(2), et une question de P. A. Meyer
- Jia-An Yan: A simple proof of two generalized Borel-Cantelli lemmas, Francois Coquet, Adam Jakubowski, Jean Memin
- Leszek Slominski: Natural decomposition of processes and weak Dirichlet processes
- John Walsh: A lost scroll
- Marzia De Donno, Maurizio Pratelli: Stochastic integration with respect to a sequence of semimartingales
- Rajeeva L. Karandikar: On almost sure convergence results in stochastic calculus
- S. Kotani: On a condition that one-dimensional diffusion processes are martingales
- Dilip B. Madan, Marc Yor: Ito's integrated formula for strict local martingales
- David Applebaum: Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space
- Michel Emery: Sandwiched filtrations and Levy processes
- Yuri Kabanov, Christophe Stricker: The Dalang-Morton-Willinger theorem under delayed information
- Freddy Delbaen: The structure of m-stable sets and in particular of the set of risk neutral measures
- B. Rajeev: A path transformation of Brownian motion, David Aldous, Jim Pitman: Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings
- Bernard Roynette, Pierre Vallois, Marc Yor: Penalisations et extensions du theoreme de Pitman relatives au mouvement brownien et a son maximum unilatere
- Leonard Gallardo, Marc Yor: Some remarkable properties of the Dunkl martingales
- Nathanael Enriquez, Jacques Franchi, Yves Le Jan:Enroulements browniens et subordination dans les groupes de Lie
- Laurence Maillard-Teyssier: Stochastic covariant calculus with jumps and stochastic calculus with covariant jumps ...
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