Поль Андре Мейер: Француз математигі және кездейсоқ процестер теориясының дамуына зор үлес қосқан ғалым

French mathematician

Paul André Meyer (21 August 1934 – 30 January 2003) was a French mathematician, who played a major role in the development of the general theory of stochastic processes. He worked at the Institut de Recherche Mathématique (IRMA) in Strasbourg and is known as the founder of the 'Strasbourg school' in stochastic analysis.

Meyer was born in 1934 in Boulogne, a suburb of Paris. His family fled from France in 1940 and sailed to Argentina, settling in Buenos Aires, where Paul André attended a French school. He returned to Paris in 1946 and entered the Lycée Janson de Sailly, where he first encountered advanced mathematics through his teacher, M Heilbronn. He entered the École Normale Supérieure in 1954 where he studied mathematics. There, he attended lectures on probability by Michel Loève, a former disciple of Paul Lévy who had come from Berkeley to spend a year in Paris. These lectures triggered Meyer's interest in the theory of stochastic processes, and he went on to write a thesis in potential theory, on multiplicative and additive functionals of Markov processes, under the supervision of Jacques Deny. After his doctoral thesis, Meyer traveled to the United States and worked for a couple of years with the American mathematician Joseph Doob, who was then developing new ideas in the theory of stochastic processes. It was there that he derived his famous theorem on the decomposition of a submartingale, now known as the Doob–Meyer decomposition. After his return to France he established a group in Strasbourg where he ran his famous 'Séminaire de probabilités de Strasbourg', which became an epicenter for the development of the theory of stochastic processes in France for two decades.

C. Dellacherie, P. A. Meyer: Probabilities and Potential B, North Holland, Amsterdam New York 1982. P. A. 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
P. A. Meyer: ' Inégalités de normes pour les integrales stochastiques," Séminaire de Probabilités XII, Springer Lecture Notes in Math. 649, 757–762, 1978.