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  • © 2006

In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

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
  2. Titres et Travaux : Postface

    • Meyer Paul André
    Pages 1-12
  3. Disparition de Paul-André Meyer

    • Stéphane Attal
    Pages 27-34
  4. Témoignages

    • Jacques Azéma, Claude Dellacherie, Catherine Doléans-Dade, Michel Émery, Yves Le Jan, Bernard Maisonneuve et al.
    Pages 35-46
  5. Natural Decomposition of Processes and Weak Dirichlet Processes

    • François Coquet, Adam Jakubowski, Jean Mémin, Leszek Słominski
    Pages 81-116
  6. A Lost Scroll

    • John B. Walsh
    Pages 117-118
  7. Stochastic Integration with Respect to a Sequence of Semimartingales

    • Marzia De Donno, Maurizio Pratelli
    Pages 119-135
  8. On Almost Sure Convergence Results in Stochastic Calculus

    • Rajeeva >L. Karandikar
    Pages 137-147
  9. Ito's Integrated Formula for Strict Local Martingales

    • Dilip B. Madan, Marc Yor
    Pages 157-170
  10. Sandwiched Filtrations and Lévy Processes

    • Michel Émery
    Pages 197-208
  11. A Path Transformation of Brownian Motion

    • Bhaskaran Rajeev
    Pages 259-267

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

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access