Book Details

In Memoriam Paul-André Meyer - Séminaire de Probabilités XXXIX

Publication year: 2006

ISBN: 978-3-540-35513-7

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The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled in this book, and tributes are paid 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 and Brownian motion. These contributions provide an overview on the current trends of stochastic calculus.


Subject: Mathematics and Statistics, Brownian bridge, Brownian motion, Dirichlet process, Lévy process, Martingal, Martingale, Ornstein-Uhlenbeck process, Semimartingale, Stochastic calculus, calculus, diffusion process, filtration, local martingale, mathematical finance, sets