Michel Émery – författare

The 36th Seminaire de Probabilites contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Seminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.

The 37th Seminaire de Probabilites 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 Seminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

Besides a series of six articles on Levy processes, Volume 38 of the Seminaire de Probabilites 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.

The 39th volume of Séminaire de Probabilités is a tribute to the memory of Paul André 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.

Twenty-five articles have been selected from the first 14 volumes of the "Seminaire de Probabilites", all out of print, for their historical and/or mathematical interest. Among the many articles devoted to Martingale theory in the early volumes of the Seminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.

Addressed to both pure and applied probabilitists, including graduate students, this text is a pedagogically-oriented introduction to the Schwartz-Meyer second-order 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 non-probabilitists 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 non-confluence 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 non-specialists alike, as a self-contained introductory text or as a compact reference.

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.

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, Besançon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...).

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.

All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc. ) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

Two noteworthy features of the 40th volume of Seminaire de Probabilites are L. Coutin's advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.

Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy 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.

Nine volumes ago, in S' eminaire de Probabilit' es XXXIII, a series of advanced courses was started; nine such courses have appeared since. Two of them are due to Antoine Lejay, including his Introduction to rough paths in v- umeXXXVII. Thisunrepentantrecidivistnowstrikesagain,withYetanother introduction to rough paths, which sheds a more algebraic light on the same matter. The various contributions which constitute the rest of the volume ex- plify the r ole the S' eminaire intends to play on the probabilistic stage: junior authors go side by side with older contributors, with a predominance from French or francophile ones; short notes mix with real research articles; and the themes are well in the traditional spirit of the S' eminaire, ranging over the broad spectrum of interest of the readership of the S' eminaire. ' Catherine Donati-Martin, Michel Emery, Alain Rouault, Christophe Stricker vii Contents Yet Another Introduction to Rough Paths Antoine Lejay...1 Monotonicity of the Extremal Functions for One-dimensional Inequalities of Logarithmic Sobolev Type Laurent Miclo...103 Non-monotone Convergence in the Quadratic Wasserstein Distance Walter Schachermayer, Uwe Schmock, and Josef Teichmann...131 On the Equation ? =S ??? t t Fangjun Xu...137 Shabat Polynomials and Harmonic Measure Philippe Biane...147 Radial Dunkl Processes Associated with Dihedral Systems Nizar Demni...153 Matrix Valued Brownian Motion and a Paper by P' olya Philippe Biane...171 On the Laws of First Hitting Times of Points for One-dimensional Symmetric Stable L' evy Processes Kouji Yano, Yuko Yano, and Marc Yor...