In Memoriam Paul-André 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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Yor, Marc (Editor ), Émery, Michel (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edición:1st ed. 2006.
Colección:Séminaire de Probabilités, 1874
Temas:
Probabilities.
Social sciences-Mathematics.
Mathematical physics.
Mathematics.
History.
Probability Theory.
Mathematics in Business, Economics and Finance.
Theoretical, Mathematical and Computational Physics.
History of Mathematical Sciences.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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