In Memoriam Paul-André Meyer Séminaire de Probabilités XXXIX /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Émery, Michel (Επιμελητής έκδοσης), Yor, Marc (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Σειρά: Lecture Notes in Mathematics, 1874
• Θέματα: Mathematics.; Economics, Mathematical.; History.; Probabilities.; Physics.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Theoretical, Mathematical and Computational Physics.; History of Mathematical Sciences.

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...

Πίνακας περιεχομένων:

• 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.