In Memoriam Paul André Meyer : Séminaire de Probabilités XXXIX 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. Titres et Travaux : Postface The Life and Scientific Work of Paul André Meyer (August 21st 1934 January 30th 2003) “Un modèle pour nous tous” Disparition de Paul André Meyer Témoignages Kernel and Integral Representations of Operators on Infinite Dimensional Toy Fock Spaces Le Théorème 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 Itos Integrated Formula for Strict Local Martingales Martingale Valued Measures Ornstein Uhlenbeck Processes with Jumps and Operator Self Decomposability in Hilbert Space Sandwiched Filtrations and Lévy Processes The Dalang–Morton–Willinger Theorem Under Delayed and Restricted Information The Structure of m–Stable 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 Pénalisations et Quelques Extensions du Théorème de Pitman Relatives au Mouvement Brownien et à 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.