LEADER 03932oam 2200625 450 001 9910483056303321 005 20220722025041.0 010 $a1-280-63504-5 010 $a9786610635047 010 $a3-540-35513-8 024 7 $a10.1007/b128398 035 $a(CKB)1000000000282822 035 $a(SSID)ssj0000177670 035 $a(PQKBManifestationID)11198892 035 $a(PQKBTitleCode)TC0000177670 035 $a(PQKBWorkID)10216882 035 $a(PQKB)10317918 035 $a(DE-He213)978-3-540-35513-7 035 $a(MiAaPQ)EBC4643108 035 $a(MiAaPQ)EBC6386375 035 $a(PPN)123130131 035 $a(EXLCZ)991000000000282822 100 $a20210420d2006 uy 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 00$aIn Memoriam Paul-André Meyer $eSéminaire de Probabilités XXXIX /$fedited by Michel Émery, Marc Yor 205 $a1st ed. 2006. 210 1$aBerlin, Germany :$cSpringer,$d[2006] 210 4$d©2006 215 $a1 online resource (VIII, 422 p.) 225 1 $aSéminaire de Probabilités,$x0720-8766 ;$v1874 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-30994-2 320 $aIncludes bibliographical references. 327 $aTitres 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. 330 $aThe 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André Meyer. His life and achievements are recalled; homages are rendered by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance, Brownian motion. They provide an overview on the current trends of stochastic calculus. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1874. 517 3 $aSéminaire de Probabilités XXXIX 606 $aStochastic analysis$vCongresses 615 0$aStochastic analysis 676 $a519.2 702 $aMeyer$b Paul André 702 $aYor$b Marc 702 $aÉmery$b Michel$f1949- 712 12$aSéminaire de Probabilités 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bUtOrBLW 906 $aBOOK 912 $a9910483056303321 996 $aIn memoriam Paul-Andre Meyer$9230565 997 $aUNINA