Meyer, Paul André
Overview
Works:  154 works in 635 publications in 5 languages and 10,440 library holdings 

Genres:  Conference proceedings History 
Roles:  Author, Editor, Author of afterword, colophon, etc., Honoree 
Classifications:  QA3, 519.2 
Publication Timeline
.
Most widely held works by
Paul André Meyer
Probabilities and potential
by
Claude Dellacherie(
Book
)
54 editions published between 1978 and 1988 in 5 languages and held by 1,048 WorldCat member libraries worldwide
This third volume of the monograph examines potential theory. The first chapter develops potential theory with respect to a single kernel (or discrete time semigroup). All the essential ideas of the theory are presented: excessive functions, reductions, sweeping, maximum principle. The second chapter begins with a study of the notion of reduction in the most general situation possible  the 's'sgambling house'' of Dubins and Savage. The beautiful results presented have never been made accessible to a wide public. These are then connected with the theory of sweeping with respect to a cone of continuous functions, and the integral representation in compact convex sets. The third chapter presents new or littleknown results, with the aim of illustrating the effectiveness of capacitary methods in the most varied fields. The last two chapters are concerned with the theory of resolvents. The fourth and last part of the English edition will be devoted to the theory of Markov processes
54 editions published between 1978 and 1988 in 5 languages and held by 1,048 WorldCat member libraries worldwide
This third volume of the monograph examines potential theory. The first chapter develops potential theory with respect to a single kernel (or discrete time semigroup). All the essential ideas of the theory are presented: excessive functions, reductions, sweeping, maximum principle. The second chapter begins with a study of the notion of reduction in the most general situation possible  the 's'sgambling house'' of Dubins and Savage. The beautiful results presented have never been made accessible to a wide public. These are then connected with the theory of sweeping with respect to a cone of continuous functions, and the integral representation in compact convex sets. The third chapter presents new or littleknown results, with the aim of illustrating the effectiveness of capacitary methods in the most varied fields. The last two chapters are concerned with the theory of resolvents. The fourth and last part of the English edition will be devoted to the theory of Markov processes
Prócessus de Markov
by
Paul André Meyer(
Book
)
52 editions published between 1967 and 1994 in 5 languages and held by 1,016 WorldCat member libraries worldwide
52 editions published between 1967 and 1994 in 5 languages and held by 1,016 WorldCat member libraries worldwide
Quantum probability for probabilists
by
Paul André Meyer(
Book
)
32 editions published between 1993 and 1995 in 3 languages and held by 732 WorldCat member libraries worldwide
In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a noncommutative setup to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide anintroduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis
32 editions published between 1993 and 1995 in 3 languages and held by 732 WorldCat member libraries worldwide
In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a noncommutative setup to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide anintroduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis
Martingales and stochastic integrals
by
Paul André Meyer(
Book
)
29 editions published in 1972 in English and held by 568 WorldCat member libraries worldwide
29 editions published in 1972 in English and held by 568 WorldCat member libraries worldwide
In memoriam PaulAndre Meyer Séminaire de probabilités XXXIX
by
Michel Emery(
)
12 editions published in 2006 in English and held by 483 WorldCat member libraries worldwide
12 editions published in 2006 in English and held by 483 WorldCat member libraries worldwide
Lectures on boundary theory for Markov chains
by
Kai Lai Chung(
Book
)
12 editions published between 1968 and 1970 in English and Undetermined and held by 470 WorldCat member libraries worldwide
The boundary theory as viewed in this book is a study of Markov chains with certain infinities (discontinuities that are not jumps) in the sample functions. In the first part a simple 'boundary' is set up by a direct, intuitive method and the basic relevant sample behavior is studied. The second, more substantial part of this book deals with the analysis of the chain in relation to its menimal part and its exits and entrances to and from the boundary. (Author)
12 editions published between 1968 and 1970 in English and Undetermined and held by 470 WorldCat member libraries worldwide
The boundary theory as viewed in this book is a study of Markov chains with certain infinities (discontinuities that are not jumps) in the sample functions. In the first part a simple 'boundary' is set up by a direct, intuitive method and the basic relevant sample behavior is studied. The second, more substantial part of this book deals with the analysis of the chain in relation to its menimal part and its exits and entrances to and from the boundary. (Author)
Séminaire de probabilités XXXVI
by
J Azéma(
)
22 editions published between 1987 and 1996 in 4 languages and held by 448 WorldCat member libraries worldwide
The 37th Sminaire de Probabilits contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Sminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes
22 editions published between 1987 and 1996 in 4 languages and held by 448 WorldCat member libraries worldwide
The 37th Sminaire de Probabilits contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Sminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes
École d'été de probabilités: processus stochastiques
by
J. L Bretagnolle(
Book
)
15 editions published in 1973 in French and English and held by 439 WorldCat member libraries worldwide
15 editions published in 1973 in French and English and held by 439 WorldCat member libraries worldwide
Ecole d'été de probabilités de SaintFlour III1973
by
Paul André Meyer(
Book
)
18 editions published between 1974 and 1976 in 3 languages and held by 384 WorldCat member libraries worldwide
18 editions published between 1974 and 1976 in 3 languages and held by 384 WorldCat member libraries worldwide
Probability and potentials
by
Paul André Meyer(
Book
)
11 editions published in 1966 in English and held by 367 WorldCat member libraries worldwide
11 editions published in 1966 in English and held by 367 WorldCat member libraries worldwide
Stochastic calculus in manifolds
by
Michel Emery(
Book
)
7 editions published in 1989 in English and held by 337 WorldCat member libraries worldwide
Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogicallyoriented introduction to the SchwartzMeyer secondorder geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to nonprobabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances  martingales and Brownian motions  in manifolds. The book also includes new material on nonconfluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and nonspecialists alike, as a selfcontained introductory text or as a compact reference
7 editions published in 1989 in English and held by 337 WorldCat member libraries worldwide
Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogicallyoriented introduction to the SchwartzMeyer secondorder geometry and its use in stochastic calculus. P.A. Meyer has contributed an appendix: "A short presentation of stochastic calculus" presenting the basis of stochastic calculus and thus making the book better accessible to nonprobabilitists also. No prior knowledge of differential geometry is assumed of the reader: this is covered within the text to the extent. The general theory is presented only towards the end of the book, after the reader has been exposed to two particular instances  martingales and Brownian motions  in manifolds. The book also includes new material on nonconfluence of martingales, s.d.e. from one manifold to another, approximation results for martingales, solutions to Stratonovich differential equations. Thus this book will prove very useful to specialists and nonspecialists alike, as a selfcontained introductory text or as a compact reference
Séminaire de probabilités XXI
by
J Azéma(
Book
)
13 editions published between 1987 and 1988 in 3 languages and held by 250 WorldCat member libraries worldwide
13 editions published between 1987 and 1988 in 3 languages and held by 250 WorldCat member libraries worldwide
Séminaire de probabilités XXIV, 1988/1989
by
J Azéma(
Book
)
11 editions published in 1990 in French and Multiple languages and held by 245 WorldCat member libraries worldwide
The different papers contained in this volume are all research papers. The main directions of research which are being developed are: quantum probability, semimartingales and stochastic calculus
11 editions published in 1990 in French and Multiple languages and held by 245 WorldCat member libraries worldwide
The different papers contained in this volume are all research papers. The main directions of research which are being developed are: quantum probability, semimartingales and stochastic calculus
Séminaire de probabilités XXII
by
Séminaire de probabilités(
Book
)
13 editions published in 1988 in 3 languages and held by 245 WorldCat member libraries worldwide
13 editions published in 1988 in 3 languages and held by 245 WorldCat member libraries worldwide
Séminaire de probabilités XXVII
by
J Azéma(
)
9 editions published in 1993 in 3 languages and held by 242 WorldCat member libraries worldwide
This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 19911992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasisure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most uptodate research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale. K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment. P.A. Meyer: Representation de martingales d'operateurs, d'apres ParthasarathySinha. K. Burdzy: Excursion laws and exceptional points on Brownian paths. X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II. M. Nagasawa: Principle ofsuperposition and interference of diffusion processes. F. Knight: Some remarks on mutual windings. S. Song: Inegalites relatives aux processus d'OrnsteinUlhenbeck a nparametres et capacite gaussienne c (n,2). S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives. J. Azema, Th. Jeulin, F. Knight, M. Yor: Le theoreme d'arret en une fin d'ensemble previsible
9 editions published in 1993 in 3 languages and held by 242 WorldCat member libraries worldwide
This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 19911992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasisure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most uptodate research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale. K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment. P.A. Meyer: Representation de martingales d'operateurs, d'apres ParthasarathySinha. K. Burdzy: Excursion laws and exceptional points on Brownian paths. X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II. M. Nagasawa: Principle ofsuperposition and interference of diffusion processes. F. Knight: Some remarks on mutual windings. S. Song: Inegalites relatives aux processus d'OrnsteinUlhenbeck a nparametres et capacite gaussienne c (n,2). S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives. J. Azema, Th. Jeulin, F. Knight, M. Yor: Le theoreme d'arret en une fin d'ensemble previsible
Séminaire de probabilités X, Université de Strasbourg
by
Paul André Meyer(
Book
)
14 editions published in 1976 in French and English and held by 237 WorldCat member libraries worldwide
14 editions published in 1976 in French and English and held by 237 WorldCat member libraries worldwide
Séminaire de probabilités XXIII
by
J Azéma(
Book
)
11 editions published between 1980 and 1989 in 3 languages and held by 237 WorldCat member libraries worldwide
Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2parameter processes, this new volume of the Séminaire de Probabilités develops the following themes:  chaos representation for some new kinds of martingales,  quantum probability,  branching aspects on Brownian excursions,  Brownian motion on a set of rays
11 editions published between 1980 and 1989 in 3 languages and held by 237 WorldCat member libraries worldwide
Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2parameter processes, this new volume of the Séminaire de Probabilités develops the following themes:  chaos representation for some new kinds of martingales,  quantum probability,  branching aspects on Brownian excursions,  Brownian motion on a set of rays
Séminaire de probabilités XIII, Université de Strasbourg, 1977/78
by
Claude Dellacherie(
Book
)
15 editions published in 1979 in 3 languages and held by 230 WorldCat member libraries worldwide
15 editions published in 1979 in 3 languages and held by 230 WorldCat member libraries worldwide
Séminaire de probabilités XI, Université de Strasbourg
by
Claude Dellacherie(
Book
)
12 editions published between 1976 and 1977 in French and English and held by 226 WorldCat member libraries worldwide
12 editions published between 1976 and 1977 in French and English and held by 226 WorldCat member libraries worldwide
Séminaire de probabilités XXVIII
by
J Azéma(
Book
)
10 editions published in 1994 in French and English and held by 222 WorldCat member libraries worldwide
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 19921993
10 editions published in 1994 in French and English and held by 222 WorldCat member libraries worldwide
In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 19921993
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Related Identities
 Yor, Marc Editor
 Dellacherie, Claude Author Editor
 Azéma, J. Author Editor
 Emery, Michel 1949 Author Editor
 Weil, M. Editor
 Chung, Kai Lai 19172009 Author
 Bretagnolle, J. L. Author
 Chatterji, S. D.
 Spitzer, Frank Ludwig 1926
 Priouret, P. (Pierre) 1939
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Associated Subjects
Diffusion processes Distribution (Probability theory) Finance Geometry, Differential Global analysis (Mathematics) Global differential geometry Inequalities (Mathematics) Markov processes Martingales (Mathematics) Mathematical physics Mathematics Measure theory Potential theory (Mathematics) Probabilities Quantum theory Random matrices Semigroups Stochastic analysis Stochastic differential equations Stochastic integrals Stochastic processes
Alternative Names
Maix, Charles.
Mejer, P.A.
Mejer, P.A. 19342003
Meyer, P.A.
Meyer, P. A. 19342003
Meyer, P. A. (Paul André)
Meyer, Paul A.
Meyer, Paul A. 1934
Meyer, Paul A. 19342003
Meyer, Paul A. (Paul André)
Meyer, Paul A. (Paul André), 1934
Meyer, PaulAndré
Meyer, PaulAndré 19342003
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