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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

  • Book
  • © 2006

Overview

Editors:
  1. Michel Émery

    1. Institut de Recherche Mathématique Avancée, Université Louis Pasteur, Strasbourg Cedex, France

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  2. Marc Yor

    1. Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, Paris Cedex 05, France

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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1874)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (23 chapters)

  1. Front Matter

    Pages i-viii
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  2. Titres et Travaux : Postface

    • Meyer Paul André
    Pages 1-12

  3. The Life and Scientific Work of Paul André Meyer (August 21st, 1934 - January 30th, 2003) “Un modèle pour nous tous”

    • Marc Yor
    Pages 13-26

  4. Disparition de Paul-André Meyer

    • Stéphane Attal
    Pages 27-34

  5. Témoignages

    • Jacques Azéma, Claude Dellacherie, Catherine Doléans-Dade, Michel Émery, Yves Le Jan, Bernard Maisonneuve et al.
    Pages 35-46

  6. Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces

    • Yan Pautrat
    Pages 47-60

  7. Le Théorème de Pitman, le Groupe Quantique SU q (2), et une Question de P. A. Meyer

    • Philippe Biane
    Pages 61-75

  8. A Simple Proof of Two Generalized Borel-Cantelli Lemmas

    • Jia-An Yan
    Pages 77-79

  9. Natural Decomposition of Processes and Weak Dirichlet Processes

    • François Coquet, Adam Jakubowski, Jean Mémin, Leszek Słominski
    Pages 81-116

  10. A Lost Scroll

    • John B. Walsh
    Pages 117-118

  11. Stochastic Integration with Respect to a Sequence of Semimartingales

    • Marzia De Donno, Maurizio Pratelli
    Pages 119-135

  12. On Almost Sure Convergence Results in Stochastic Calculus

    • Rajeeva >L. Karandikar
    Pages 137-147

  13. On a Condition that One-Dimensional Diffusion Processes are Martingales

    • Shinichi Kotani
    Pages 149-156

  14. Ito's Integrated Formula for Strict Local Martingales

    • Dilip B. Madan, Marc Yor
    Pages 157-170

  15. Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space

    • David Applebaum
    Pages 171-196

  16. Sandwiched Filtrations and Lévy Processes

    • Michel Émery
    Pages 197-208

  17. The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information

    • Yuri Kabanov, Christophe Stricker
    Pages 209-213

  18. The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures

    • Freddy Delbaen
    Pages 215-258

  19. A Path Transformation of Brownian Motion

    • Bhaskaran Rajeev
    Pages 259-267

  20. Two Recursive Decompositions of Brownian Bridge Related to the Asymptotics of Random Mappings

    • David Aldous, Jim Pitman
    Pages 269-303
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About this book

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled; homages are rendered 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, Brownian motion. They provide an overview on the current trends of stochastic calculus.

Editors and Affiliations

  • Institut de Recherche Mathématique Avancée, Université Louis Pasteur, Strasbourg Cedex, France

    Michel Émery

  • Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, Paris Cedex 05, France

    Marc Yor

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