In Memoriam Paul-AndrȨ Meyer [electronic resource] : SȨminaire de ProbabilitȨs XXXIX / edited by Michel mery, Marc Yor.

Titres et Travaux : Postface -- The Life and Scientific Work of Paul AndrȨ Meyer (August 21st, 1934 - January 30th, 2003) ǣUn modȿle pour nous tousǥ -- Disparition de Paul-AndrȨ Meyer -- TȨmoignages -- Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces -- Le ThȨorȿme de Pitman, le Groupe Quantique SUq(2), et une Question de P. A. Meyer -- A Simple Proof of Two Generalized Borel-Cantelli Lemmas -- Natural Decomposition of Processes and Weak Dirichlet Processes -- A Lost Scroll -- Stochastic Integration with Respect to a Sequence of Semimartingales -- On Almost Sure Convergence Results in Stochastic Calculus -- On a Condition that One-Dimensional Diffusion Processes are Martingales -- Ito's Integrated Formula for Strict Local Martingales -- Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space -- Sandwiched Filtrations and LȨvy Processes -- The DalangMortonWillinger Theorem Under Delayed and Restricted Information -- The Structure of mStable Sets and in Particular of the Set of Risk Neutral Measures -- A Path Transformation of Brownian Motion -- Two Recursive Decompositions of Brownian Bridge Related to the Asymptotics of Random Mappings -- PȨnalisations et Quelques Extensions du ThȨorȿme de Pitman, Relatives au Mouvement Brownien et Son -- Some Remarkable Properties of the Dunkl Martingales -- Enroulements Browniens et Subordination dans les Groupes de Lie -- Stochastic Covariant Calculus with Jumps and Stochastic Calculus with Covariant Jumps.

The 39th volume of SȨminaire de ProbabilitȨs is a tribute to the memory of Paul AndrȨ 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.

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