Advertisement

In Memoriam Paul-André Meyer

Séminaire de Probabilités XXXIX

  • Michel Émery
  • Marc Yor

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

Table of contents

  1. Front Matter
    Pages i-viii
  2. Meyer Paul André
    Pages 1-12
  3. Stéphane Attal
    Pages 27-34
  4. Jacques Azéma, Claude Dellacherie, Catherine Doléans-Dade, Michel Émery, Yves Le Jan, Bernard Maisonneuve et al.
    Pages 35-46
  5. François Coquet, Adam Jakubowski, Jean Mémin, Leszek Słominski
    Pages 81-116
  6. John B. Walsh
    Pages 117-118
  7. Marzia De Donno, Maurizio Pratelli
    Pages 119-135
  8. Rajeeva >L. Karandikar
    Pages 137-147
  9. Dilip B. Madan, Marc Yor
    Pages 157-170
  10. Michel Émery
    Pages 197-208
  11. Bhaskaran Rajeev
    Pages 259-267
  12. Leonard Gallardo, Marc Yor
    Pages 337-356
  13. Nathanaël Enriquez, Jacques Franchi, Yves Le Jan
    Pages 357-380
  14. Back Matter
    Pages 418-422

About this book

Introduction

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.

Keywords

Brownian bridge Brownian motion Dirichlet process Lévy process Martingal Martingale Ornstein-Uhlenbeck process Semimartingale Stochastic calculus calculus diffusion process filtration local martingale mathematical finance sets

Editors and affiliations

  • Michel Émery
    • 1
  • Marc Yor
    • 2
  1. 1.Institut de Recherche Mathématique AvancéeUniversité Louis PasteurStrasbourg CedexFrance
  2. 2.Laboratoire de Probabilités et Modèles AléatoiresUniversité Pierre et Marie CurieParis Cedex 05France

Bibliographic information

  • DOI https://doi.org/10.1007/b128398
  • Copyright Information Springer 2006
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-540-30994-9
  • Online ISBN 978-3-540-35513-7
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site
Industry Sectors
Pharma
Biotechnology
Finance, Business & Banking
IT & Software
Telecommunications
Consumer Packaged Goods
Aerospace
Oil, Gas & Geosciences
Engineering