Paul-André Meyer
Paul-André Meyer (born August 21, 1934 in Boulogne-Billancourt , † January 30, 2003 in Strasbourg ) was a French mathematician who dealt with stochastic processes .
Meyer studied from 1954 at the École normal supérieure and received his doctorate in 1961 with Jacques Deny . He was a professor at the IRMA ( Institut de Recherche Mathématique ) at the University of Strasbourg , where he led a well-known seminar on probability theory.
Meyer dealt with the general theory of stochastic processes, Markov processes , stochastic integration , stochastic differential geometry, probabilistic questions of quantum theory. The Doob-Meyer decomposition of submartingales is named after him and Joseph L. Doob , whereby he expanded the decomposition of Doob to continuous times. He was one of the leading French probability theorists.
Since 1978 he was a corresponding member of the Académie des sciences . A prize for young probability theorists at the IRMA is named after him.
Claude Dellacherie is one of his doctoral students .
Fonts
- Martingales and stochastic integrals I (= Lecture notes in Mathematics. 284). Springer, Berlin / Heidelberg / New York 1972, ISBN 3-540-05983-0
- with Philippe Priouret & Frank Spitzer: École d'Eté de Probabilités de Saint-Flour. 3, 1973 (= Lecture notes in mathematics. 390). Springer, Berlin / Heidelberg / New York 1974, ISBN 3-540-06816-3
- (Ed.): Séminaire de Probabilités IX. Springer, Berlin / Heidelberg / New York 1975, ISBN 3-540-07178-4
- with Claude Dellacherie : Probabilités et potentiel. , 4 volumes, Hermann, 1975–1986
- with Claude Dellacherie: Probabilities and Potential. North Holland
- Part A. 1978, ISBN 072040701X
- Part B: Theory of Martingales. 1982, ISBN 0444865268
- Part C: Potential theory for discrete and continuous semigroups. 1988, ISBN 0444703861
- Quantum Probability for probabilists (= Lecture notes in mathematics. 1538), Springer, Berlin [u. a.] 1993, ISBN 3-540-56476-4 ; 2nd edition ibid. 1995, ISBN 3-540-60270-4
literature
- Michel Émery & Marc Yor (eds.): In Memoriam Paul-André Meyer. Springer, Berlin / Heidelberg / New York 2006, ISBN 978-3-540-30994-9
Web links
- Obituary by Stéphane Attal, Gazette des Mathematiciens 2003, PDF file
- Literature by and about Paul-André Meyer in the catalog of the German National Library
| personal data | |
|---|---|
| SURNAME | Meyer, Paul-André |
| BRIEF DESCRIPTION | French mathematician |
| DATE OF BIRTH | August 21, 1934 |
| PLACE OF BIRTH | Boulogne-Billancourt |
| DATE OF DEATH | January 30, 2003 |
| Place of death | Strasbourg |