Paul-Andre Meyer ( fr. Paul-André Meyer ; August 21, 1934 - January 30, 2003 ) is an outstanding French mathematician who developed a general theory of stochastic processes . Meyer is known for building an analogue of the decomposition of submartingale in continuous time, known as the Oak-Meyer decomposition. He is called the father of the French school [1] of modern probability theory. He worked at the Institut de Recherche Mathématique (IRMA). [2]
| Paul Andre Meyer | |
|---|---|
| fr. Paul-André Meyer | |
 | |
| Birth name | |
| Date of Birth | August 21, 1934 |
| Place of Birth | |
| Date of death | January 30, 2003 (68 years old) |
| A country | |
| Scientific field | maths |
| Place of work | |
| Alma mater | |
| supervisor | en: Jacques Deny |
| Awards and prizes | [d] ( 1982 ) |
The main directions of his research in probability theory were the general theory of stochastic processes, Markov processes, stochastic integration, stochastic differential geometry and quantum probability theory. His most cited work, written in collaboration with C. Dellashery, Probabilities and Potential B.
Famous French mathematician Marc Yor recalls that year after year, starting in 1967, Mayer writes review articles for Séminaire de Probabilités, as well as his 3 famous courses on stochastic integration, stochastic differential geometry and quantum probability theory [3] .
The IRMA has established the annual IRMA Paul André Meyer prize. The first such prize was awarded in 2004 [1] .
Selected Works
- Meyer P.-A. Probability and potentials. Mir Publishing House, Moscow, 1973.
- C. Dellacherie, PA Meyer: Probabilities and Potential B, North-Holland, Amsterdam New York 1982.
- PA Meyer: “Martingales and Stochastic Integrals I,” Springer Lecture Notes in Mathematics 284, 1972.
- Brelot's axiomatic theory of the Dirichlet problem and Hunt's theory , Annales de l'institut Fourier , 13 no. 2 (1963), p. 357—372
- Intégrales stochastiques I , Séminaire de probabilités de Strasbourg , 1 (1967), p. 72-94
- Intégrales stochastiques II , Séminaire de probabilités de Strasbourg , 1 (1967), p. 95-117
- Intégrales stochastiques III , Séminaire de probabilités de Strasbourg , 1 (1967), p. 118-141
- Intégrales stochastiques IV , Séminaire de probabilités de Strasbourg , 1 (1967), p. 124-162
- Generation of sigma-fields by step processes , Séminaire de probabilités de Strasbourg , 10 (1976), p. 118-124
- PA Meyer: 'Inégalités de normes pour les integrales stochastiques, "Séminaire de Probabilités XII, Springer Lecture Notes in Math. 649, 757-762, 1978.
Notes
- ↑ As you know, in the XX century, two leading schools of modern probability theory were formed - French and Russian.
- ↑ Website of the Institute for Advanced Mathematical Research (Fr.) (Retrieved May 19, 2009)
- ↑ * In memory of PA Meyer Archived March 11, 2003.