Paul-André Meyer

Paul -André Meyer ( born August 21, 1934 in Boulogne- Billancourt, † 30 January 2003) was a French mathematician who was concerned with stochastic processes.

Meyer studied from 1954 at the Ecole Normale Superieure and received his PhD in 1961 with Jacques Deny. He was a professor at IRMA (Institute de Recherche Mathématique ) of the University of Strasbourg, where he headed a well-known seminar on probability theory.

Meyer was concerned with the general theory of stochastic processes, Markov processes, stochastic integration, stochastic differential geometry, probability theory to questions of quantum theory. According to him, and Joseph L. Doob Doob -Meyer decomposition of the named of Submartingalen, where he expanded the decomposition of Doob on continuous hours. He was one of the leading French probability theorist.

A prize for young probabilists on IRMA is named after him.

His doctoral Claude counts Dellacherie.

Writings

• 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: Ecole d' Eté de probabilites de Saint -Flour. 3, 1973 ( = Lecture notes in mathematics. 390). Springer, Berlin / Heidelberg / New York 1974, ISBN 3-540-06816-3
• (Ed.): Séminaire de probabilites IX. Springer, Berlin / Heidelberg / New York, 1975, ISBN 3-540-07178-4
• With Claude Dellacherie: probabilites 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 semi- groups. 1988, ISBN 0444703861