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In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX de Marc Yor

In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX: Lecture Notes in Mathematics, cartea 1874

Editat de Marc Yor, Michel Émery
en Limba Engleză Paperback – 17 mai 2006
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.
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Specificații

ISBN-13: 9783540309949
ISBN-10: 3540309942
Pagini: 432
Ilustrații: VIII, 422 p.
Dimensiuni: 155 x 235 x 23 mm
Greutate: 0.6 kg
Ediția:2006
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, Séminaire de Probabilités

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.

Textul de pe ultima copertă

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.

Caracteristici

Includes supplementary material: sn.pub/extras