doctoral_advisor death_date birth_place nationality fields workplaces birth_date doctoral_students image article_title name alma_mater
jacques deny 30 january 2003 boulogne-billancourt french mathematics institut de recherche mathématique 21 august 1934 dominique bakry didier dacunha-castelle catherine doléans-dade michel emery paul-andré meyer.jpg paul-andré meyer
 paul-andré meyer École normale supérieure
paul-andré meyer

paul-andré meyer -lrb- 21 august 1934 -- 30 january 2003 -rrb- 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 -lrb- irma -rrb- in strasbourg .
he is best known for his continuous-time analog of doob 's decomposition of a submartingale , known as the doob -- meyer decomposition .
some of his main areas of research in probability theory were the general theory of stochastic processes , markov processes , stochastic integration , stochastic differential geometry and quantum probability .
his most cited book is `` probabilities and potential '' b , written with claude dellacherie .
the preceding book is the english translation of the second book in a series of five written by meyer and dellacherie from 1975 to 1992 and elaborated from meyer 's pioneering book `` probabilités et potentiel '' , published in 1966 .
in the period 1966-1980 meyer organised the seminaire de probabilities in strasbourg , and he and his co-workers developed what is called the general theory of processes .
this theory was concerned with the mathematical foundations of the theory of continuous time stochastic processes , especially markov processes .
notable achievements of the ` strasbourg school ' were the development of stochastic integrals for semimartingales , and the concept of a predictable -lrb- or previsible -rrb- process .
irma created an annual prize in his memory ; the first paul andré meyer prize was awarded in 2004 -lsb- http://www.ams.org/notices/200405/people.pdf] .
persi diaconis of stanford university wrote about meyer that :
