Daniel Revuz

from Wikipedia, the free encyclopedia

Daniel Revuz (* 1936 ) is a French mathematician who studies stochastics.

Daniel Revuz is the son of the mathematician André Revuz and received his doctorate in 1969 at the Sorbonne under Jacques Neveu (and Paul-André Meyer ) ( Mesures associées aux fonctionnelles additives de Markov ). He taught at the University of Paris VII (Denis Diderot) at the Laboratory for Probability Theory of the Institut Mathématique de Jussieu.

He is known as the co-author of an influential research monograph with Marc Yor on stochastic processes and stochastic analysis ( local martingales ).

Fonts

  • Mathématique, Paris: F. Nathan 1971, 1976
  • Markov chains, North Holland 1975, 1984
  • with Marc Yor: Continuous martingales and Brownian motion, Grundlehren der Mathematischen Wissenschaften 293, Springer 1991, reprint of the 3rd edition (1999) 2005
  • Mésure et Integration, Hermann 1994, 2014
  • Probabilités, Hermann 1997, 2014

Web links

Individual evidence

  1. ↑ Daniel Revuz in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
personal data
SURNAME Revuz, Daniel
BRIEF DESCRIPTION French mathematician
DATE OF BIRTH 1936