Bøger af Michel Émery

Stochastic processes are as usual the main subject of the Seminaire, with contributions on Brownian motion (fractional or other), Levy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.

The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

The 39th volume of Seminaire de Probabilites is a tribute to the memory of Paul Andre Meyer. His life and achievements are recalled; homages are rendered by his friends and colleagues. This volume also contains mathematical contributions to classical and quantum stochastic calculus, the theory of processes, martingales and their applications to mathematical finance, Brownian motion. They provide an overview on the current trends of stochastic calculus.

The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besancon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...).

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

Besides a series of six articles on Lévy processes, Volume 38 of the Séminaire de Probabilités contains contributions whose topics range from analysis of semi-groups to free probability, via martingale theory, Wiener space and Brownian motion, Gaussian processes and matrices, diffusions and their applications to PDEs.As do all previous volumes of this series, it provides an overview on the current state of the art in the research on stochastic processes.

Kunita, H.:Stochastic differential equations and stochastic flows of diffeomorphisms.-Elworthy, D.: Geometric aspects of diffusions on manifolds.-Ancona, A.:Theorie du potential sur les graphs et les varieties.-Emery, M.:Continuous martingales in differentiable manifolds.

With an Appendix by P.A. Meyer