In memoriam Paul-Andre Meyer Séminaire de probabilités XXXIX /
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 pr...
| Other Authors: | Séminaire de probabilités, Meyer, Paul André., Emery, Michel, 1949-, Yor, Marc., SpringerLink (Online service) |
|---|---|
| Format: | eBook |
| Language: | English French |
| Published: |
Berlin :
Springer,
2006.
Berlin : 2006. |
| Physical Description: |
1 online resource (417 pages : illustrations. |
| Series: |
Lecture notes in mathematics (Springer-Verlag) ;
1874. |
| Subjects: |
Table of Contents:
- Titres et Travaux : Postface
- The Life and Scientific Work of Paul André Meyer (August 21st, 1934
- January 30th, 2003) "Un modèle pour nous tous"
- Disparition de Paul-André Meyer
- Témoignages
- Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces
- Le Théorème de Pitman, le Groupe Quantique SUq(2), et une Question de P.A. Meyer
- A Simple Proof of Two Generalized Borel-Cantelli Lemmas
- Natural Decomposition of Processes and Weak Dirichlet Processes
- A Lost Scroll
- Stochastic Integration with Respect to a Sequence of Semimartingales
- On Almost Sure Convergence Results in Stochastic Calculus
- On a Condition that One-Dimensional Diffusion Processes are Martingales
- Ito's Integrated Formula for Strict Local Martingales
- Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space
- Sandwiched Filtrations and Lévy Processes
- The Dalang-Morton-Willinger Theorem Under Delayed and Restricted Information
- The Structure of m-Stable Sets and in Particular of the Set of Risk Neutral Measures
- A Path Transformation of Brownian Motion
- Two Recursive Decompositions of Brownian Bridge Related to the Asymptotics of Random Mappings
- Pénalisations et Quelques Extensions du Théorème de Pitman, Relatives au Mouvement Brownien et à Son
- Some Remarkable Properties of the Dunkl Martingales
- Enroulements Browniens et Subordination dans les Groupes de Lie
- Stochastic Covariant Calculus with Jumps and Stochastic Calculus with Covariant Jumps.