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In memoriam Paul-André Meyer. 39th seminar on probability theory. (In memoriam Paul-André Meyer. Séminaire de probabilités XXXIX.) (English) Zbl 1092.60003

Lecture Notes in Mathematics 1874. Berlin: Springer (ISBN 3-540-30994-2/pbk). viii, 417 p. (2006).

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Contents: Paul André Meyer, Titres et travaux: postface (Scientific work: postface) (1–12); MarcYor, The life and scientific work of Paul André Meyer (August 21st, 1934 – January 30th, 2003) ”Un modèle pour nous tous” (13–26); Stéphane Attal, Disparition de Paul-André Meyer (On the death of Paul-André Meyer) (27–34); Jacques Azéma, Claude Dellacherie, Catherine Doléans-Dade, Michel Emery, Yves Le Jan, Bernard Maisonneuve, Yves Meyer, Jacques Neveu, Nicolas Privault and Daniel Revuz, Témoignages (Testimonials) (35–46); Yan Pautrat, Kernel and integral representations of operators on infinite dimensional toy Fock spaces (47–60); Philippe Biane, Le théorème de Pitman, le groupe quantique \(\text{SU}_q(2)\), et une question de P. A. Meyer (The Pitman theorem, the quantum group \(\text{SU}_q(2)\) and a question of P. A. Meyer) (61–75); Jia-An Yan, A simple proof of two generalized Borel-Cantelli lemmas (77–79); François Coquet, Adam Jakubowski, Jean Mémin and Leszek Słomiński, Natural decomposition of processes and weak Dirichlet processes (81–116); John B. Walsh, A lost scroll (117–118); Marzia De Donno and Maurizio Pratelli, Stochastic integration with respect to a sequence of semimartingales (119–135); Rajeeva L. Karandikar, On almost sure convergence results in stochastic calculus (137–147); Shinichi Kotani, On a condition that one-dimensional diffusion processes are martingales (149–156); Dilip B. Madan and Marc Yor, Itô’s integrated formula for strict local martingales (157–170); David Applebaum, Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space (171–196); Michel Émery, Sandwiched filtrations and Lévy processes (197–208) ; Yuri Kabanov and Christophe Stricker, The Dalang-Morton-Willinger theorem under delayed and restricted information (209–213); Freddy Delbaen, The structure of \(m\)-stable sets and in particular of the set of risk neutral measures (215–258); Bhaskaran Rajeev, A path transformation of Brownian motion (259–267); David Aldous and Jim Pitman, Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings (269–303); Bernard Roynette, Pierre Vallois and Marc Yor, Pénalisations et quelques extensions du théorème de Pitman, relatives au mouvement Brownien et à son maximum unilatère (Penalizations and some extensions of Pitman’s theorem relative to Brownian motion and its one-sided maximum) (305–336); Léonard Gallardo and Marc Yor, Some remarkable properties of the Dunkl martingales (337–356); Nathanaël Enriquez, Jacques Franchi and Yves Le Jan, Enroulements browniens et subordination dans les groupes de Lie (Brownian windings and subordination in Lie groups) (357–380); Laurence Maillard-Teyssier, Stochastic covariant calculus with jumps and stochastic calculus with covariant jumps (381–417).
The articles of mathematical interest will be reviewed individually.
Indexed articles:
Meyer, Paul André, Scientific work: postface, 1-12 [Zbl 1360.01039]
Yor, Marc, The life and scientific work of Paul André Meyer (August 21st, 1934 – January 30th, 2003) “Un modèle pour nous tous”, 13-26 [Zbl 1216.01025]
Attal, Stéphane, On the death of Paul-André Meyer, 27-34 [Zbl 1358.01078]
Pautrat, Yan, Kernel and integral representations of operators on infinite dimensional toy Fock spaces, 47-60 [Zbl 1117.81090]
Biane, Philippe, The theorem of Pitman, the \(SU_q(2)\) quantum group, and a question of P. A. Meyer, 61-75 [Zbl 1117.81082]
Yan, Jiaan, A simple proof of two generalized Borel-Cantelli lemmas, 77-79 [Zbl 1118.60005]
Coquet, François; Jakubowski, Adam; Mémin, Jean; Słomiński, Leszek, Natural decomposition of processes and weak Dirichlet processes, 81-116 [Zbl 1139.60019]
Walsh, John B., A lost scroll, 117-118 [Zbl 1113.00303]
de Donno, Marzia; Pratelli, Maurizio, Stochastic integration with respect to a sequence of semimartingales, 119-135 [Zbl 1133.60026]
Karandikar, Rajeeva L., On almost sure convergence results in stochastic calculus, 137-156 [Zbl 1130.60059]
Kotani, Shinichi, On a condition that one-dimensional diffusion processes are martingales, 149-156 [Zbl 1185.60090]
Madan, Dilip B.; Yor, Marc, Ito’s integrated formula for strict local martingales, 157-170 [Zbl 1133.60025]
Applebaum, David, Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space, 171-196 [Zbl 1133.60020]
Émery, Michel, Sandwiched filtrations and Lévy processes, 197-208 [Zbl 1118.60024]
Kabanov, Yuri; Stricker, Christophe, The Dalang-Morton-Willinger theorem under delayed and restricted information, 209-213 [Zbl 1118.60033]
Delbaen, Freddy, The structure of \(m\)-stable sets and in particular of the set of risk neutral measures, 215-258 [Zbl 1121.60043]
Rajeev, Bhaskaran, A path transformation of Brownian motion, 259-267 [Zbl 1123.60067]
Aldous, David; Pitman, Jim, Two recursive decompositions of Brownian bridge related to the asymptotics of random mappings, 269-303 [Zbl 1124.60012]
Roynette, Bernard; Vallois, Pierre; Yor, Marc, Penalizations and some extensions of Pitman’s theorem relative to Brownian motion and its one-sided maximum, 305-336 [Zbl 1124.60034]
Gallardo, Léonard; Yor, Marc, Some remarkable properties of the Dunkl martingales, 337-356 [Zbl 1128.60027]
Enriquez, Nathanaël; Franchi, Jacques; Le Jan, Yves, Brownian windings and subordination in Lie groups, 357-380 [Zbl 1126.60067]
Maillard-Teyssier, Laurence, Stochastic covariant calculus with jumps and stochastic calculus with covariant jumps, 381-417 [Zbl 1120.58024]

MSC:

60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
00B30 Festschriften
00B25 Proceedings of conferences of miscellaneous specific interest

Biographic References:

Meyer, Paul-André
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