Yves Le Jan

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Yves Le Jan (born April 15, 1952 in Grenoble ) is a French mathematician who deals with probability theory and stochastic processes.

Le Jan studied from 1971 at the École normal supérieure and graduated in 1974 (Agrégation). In 1975 he became a researcher (Attaché de Recherche) at the CNRS (from 1987 Directeur de Recherche) and in 1979 he received his doctorate (Doctorat d'Etat). Since 1993 he has been a professor at the University of Paris-South . There he was head of the Probability Theory and Statistics group from 2001 to 2004.

In 2006 he was invited speaker at the International Congress of Mathematicians in Madrid ( New developments in stochastic dynamics ). In 2008 he became a senior member of the Institut Universitaire de France. In 2011 he was Doob Lecturer at the 8th World Congress in Probability and Statistics in Istanbul .

In 2011 he received the Sophie Germain Prize and in 1995 the Poncelet Prize of the Academie des Sciences.

From 2000 to 2006 he was editor of the Annales de l´Institut Henri Poincaré.

Fonts

  • with Jacques Franchi Hyperbolic dynamics and Brownian motion: an introduction , Oxford University Press 2012
  • with K. David Elworthy, Xue-Mei Li The Geometry of Filtering , Birkhäuser 2010
  • with K. David Elworthy, Xue-Mei Li On the geometry of diffusion operators and stochastic flows , Springer Verlag 1999
  • Markov paths, loops and fields , École d'Été de Probabilités de Saint-Flour XXXVIII-2008, Springer Verlag 2011

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