Coverart for item
The Resource In memoriam Paul-Andre Meyer : Séminaire de probabilités XXXIX, M. Émery, M. Yor (Eds.)

In memoriam Paul-Andre Meyer : Séminaire de probabilités XXXIX, M. Émery, M. Yor (Eds.)

Label
In memoriam Paul-Andre Meyer : Séminaire de probabilités XXXIX
Title
In memoriam Paul-Andre Meyer
Title remainder
Séminaire de probabilités XXXIX
Statement of responsibility
M. Émery, M. Yor (Eds.)
Title variation
Séminaire de probabilités XXXIX
Creator
Contributor
Subject
Genre
Language
  • eng
  • fre
  • eng
Summary
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
Member of
Action
digitized
Cataloging source
UK-RwCLS
Dewey number
519.2
Illustrations
illustrations
Index
no index present
Language note
English and French
LC call number
QA3
Literary form
non fiction
http://bibfra.me/vocab/lite/meetingName
Séminaire de probabilités
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1949-
http://library.link/vocab/relatedWorkOrContributorName
  • Meyer, Paul André
  • Emery, Michel
  • Yor, Marc
Series statement
Lecture notes in mathematics,
Series volume
1874
http://library.link/vocab/subjectName
  • Stochastic analysis
  • MATHEMATICS
  • Stochastic analysis
  • Analyse stochastique
  • Stochastic analysis
  • Stochastische Analysis
  • Wahrscheinlichkeitstheorie
  • Waarschijnlijkheidstheorie
Label
In memoriam Paul-Andre Meyer : Séminaire de probabilités XXXIX, M. Émery, M. Yor (Eds.)
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
317384331
Extent
1 online resource (417 pages
Form of item
online
Isbn
9783540334200
Lccn
2009659122
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
063504
Publisher number
11601395
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)317384331
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
In memoriam Paul-Andre Meyer : Séminaire de probabilités XXXIX, M. Émery, M. Yor (Eds.)
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
317384331
Extent
1 online resource (417 pages
Form of item
online
Isbn
9783540334200
Lccn
2009659122
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
063504
Publisher number
11601395
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)317384331
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

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