HOME
*





Marc Yor
Marc Yor (24 July 1949 – 9 January 2014) was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance. Background Yor was a professor at the Paris VI University in Paris, France, from 1981 until his death in 2014. He was a recipient of several awards, including the Humboldt Prize, the Montyon Prize,Official biography at the French Academy website
and was awarded the by the French Republic. He was a member of ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Paris
Paris () is the capital and most populous city of France, with an estimated population of 2,165,423 residents in 2019 in an area of more than 105 km² (41 sq mi), making it the 30th most densely populated city in the world in 2020. Since the 17th century, Paris has been one of the world's major centres of finance, diplomacy, commerce, fashion, gastronomy, and science. For its leading role in the arts and sciences, as well as its very early system of street lighting, in the 19th century it became known as "the City of Light". Like London, prior to the Second World War, it was also sometimes called the capital of the world. The City of Paris is the centre of the Île-de-France region, or Paris Region, with an estimated population of 12,262,544 in 2019, or about 19% of the population of France, making the region France's primate city. The Paris Region had a GDP of €739 billion ($743 billion) in 2019, which is the highest in Europe. According to the Economist Intelli ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Stochastic Processes
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, cryptography and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples of such stochastic processes include the Wiener process or Brownian motion pro ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Members Of The French Academy Of Sciences
Member may refer to: * Military jury, referred to as "Members" in military jargon * Element (mathematics), an object that belongs to a mathematical set * In object-oriented programming, a member of a class ** Field (computer science), entries in a database ** Member variable, a variable that is associated with a specific object * Limb (anatomy), an appendage of the human or animal body ** Euphemism for penis * Structural component of a truss, connected by nodes * User (computing), a person making use of a computing service, especially on the Internet * Member (geology), a component of a geological formation * Member of parliament * The Members, a British punk rock band * Meronymy, a semantic relationship in linguistics * Church membership, belonging to a local Christian congregation, a Christian denomination and the universal Church * Member, a participant in a club or learned society A learned society (; also learned academy, scholarly society, or academic association) is an ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

University Of Paris Alumni
A university () is an institution of higher (or tertiary) education and research which awards academic degrees in several academic disciplines. Universities typically offer both undergraduate and postgraduate programs. In the United States, the designation is reserved for colleges that have a graduate school. The word ''university'' is derived from the Latin ''universitas magistrorum et scholarium'', which roughly means "community of teachers and scholars". The first universities were created in Europe by Catholic Church monks. The University of Bologna (''Università di Bologna''), founded in 1088, is the first university in the sense of: *Being a high degree-awarding institute. *Having independence from the ecclesiastic schools, although conducted by both clergy and non-clergy. *Using the word ''universitas'' (which was coined at its foundation). *Issuing secular and non-secular degrees: grammar, rhetoric, logic, theology, canon law, notarial law.Hunt Janin: "The university ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Probability Theorists
Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written as 0.5 or 50%). These conce ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


2014 Deaths
This is a list of deaths of notable people, organised by year. New deaths articles are added to their respective month (e.g., Deaths in ) and then linked here. 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 See also * Lists of deaths by day The following pages, corresponding to the Gregorian calendar, list the historical events, births, deaths, and holidays and observances of the specified day of the year: Footnotes See also * Leap year * List of calendars * List of non-standard ... * Deaths by year {{DEFAULTSORT:deaths by year ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

1949 Births
Events January * January 1 – A United Nations-sponsored ceasefire brings an end to the Indo-Pakistani War of 1947. The war results in a stalemate and the division of Kashmir, which still continues as of 2022. * January 2 – Luis Muñoz Marín becomes the first democratically elected Governor of Puerto Rico. * January 11 – The first "networked" television broadcasts take place, as KDKA-TV in Pittsburgh, Pennsylvania goes on the air, connecting east coast and mid-west programming in the United States. * January 16 – Şemsettin Günaltay forms the new government of Turkey. It is the 18th government, last One-party state, single party government of the Republican People's Party. * January 17 – The first Volkswagen Beetle, VW Type 1 to arrive in the United States, a 1948 model, is brought to New York City, New York by Dutch businessman Ben Pon Sr., Ben Pon. Unable to interest dealers or importers in the Volkswagen, Pon sells the sample car to pay his ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Monique Jeanblanc
Monique Jeanblanc-Picqué (born 1947) is a French mathematician known for her work in mathematical finance; other topics in her research have included control theory and probability theory. She is a professor emerita at the University of Évry Val d'Essonne. Education and career Jeanblanc was a student at the Ecole Normale Supérieure de Cachan from 1966 to 1969, when she took a teaching position there. In 1992 she moved to the University of Évry. Books Jeanblanc is the author or coauthor of the books including *''Enlargement of Filtration with Finance in View'' (with Anna Aksamit, Springer, 2017) *''Mathematical Methods for Financial Markets'' (with Marc Yor and Marc Chesney, Springer, 2009) *''Marchés financiers en temps continu: valorisation et équilibre'' (with Rose-Anne Dana, Economica, 1998), translated into English as ''Financial Markets in Continuous Time'' (Springer, 2003) Recognition In 2009, Jeanblanc was made a chevalier in the Legion of Honour The National ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Ordre National Du Merite
A suite, in Western classical music and jazz, is an ordered set of instrumental or orchestral/concert band pieces. It originated in the late 14th century as a pairing of dance tunes and grew in scope to comprise up to five dances, sometimes with a prelude, by the early 17th century. The separate movements were often thematically and tonally linked. The term can also be used to refer to similar forms in other musical traditions, such as the Turkish fasıl and the Arab nuubaat. In the Baroque era, the suite was an important musical form, also known as ''Suite de danses'', ''Ordre'' (the term favored by François Couperin), ''Partita'', or ''Ouverture'' (after the theatrical "overture" which often included a series of dances) as with the orchestral suites of Christoph Graupner, Telemann and J.S. Bach. During the 18th century, the suite fell out of favour as a cyclical form, giving way to the symphony, sonata and concerto. It was revived in the later 19th century, but in a different ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Montyon Prizes
The Montyon Prize (french: Prix Montyon) is a series of prizes awarded annually by the French Academy of Sciences and the Académie française. They are endowed by the French benefactor Baron de Montyon. History Prior to the start of the French Revolution, the Baron de Montyon established a series of prizes to be given away by the Académie Française, the Académie des Sciences, and the Académie Nationale de Médecine. These were abolished by the National Convention, but were taken up again when Baron de Montyon returned to France in 1815. When he died, he bequeathed a large sum of money for the perpetual endowment of four annual prizes. The endowed prizes were as follows: * Making an industrial process less unhealthy * Perfecting of any technical improvement in a mechanical process * Book which during the year rendered the greatest service to humanity * The "prix de vertu" for the most courageous act on the part of a poor Frenchman These prizes were considered by some to be a ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]