Mouvement brownien, martingales et calcul stochastique (eBook)

Jean-François Le Gall est un spécialiste de théorie des probabilités, avec des travaux de recherche dans des domaines comme le mouvement brownien, les processus de branchement, les arbres et les graphes aléatoires. Il a été Professeur à l'Université Pierre et Marie Curie (Paris 6) et à l'Ecole normale supérieure de Paris, et depuis 2007 il est Professeur à l'Université Paris-Sud Orsay et à l'Institut universitaire de France. Parmi d'autres distinctions, il a obtenu le Prix Loève 1997 et le Prix Fermat 2005.  Jean-François Le Gall is a specialist of probability theory, who has worked in areas such as Brownian motion, branching processes, random trees and random graphs. He occupied positions at University Pierre et Marie Curie (Paris6) and at Ecole normale supérieure de Paris, and since 2007 he has been a Professor at University Paris-Sud Orsay and at the Institut universitaire de France. Among other distinctions, he was awarded the 1997 Loeve Prize in probability theory and the 2005 Fermat prize for mathematical research. Jean-François Le Gall is a specialist of probability theory, who has worked in areas such as Brownian motion, branching processes, random trees and random graphs. He occupied positions at University Pierre et Marie Curie (Paris6) and at Ecole normale supérieure de Paris, and since 2007 he has been a Professor at University Paris-Sud Orsay and at the Institut universitaire de France. Among other distinctions, he was awarded the 1997 Loeve Prize in probability theory and the 2005 Fermat prize for mathematical research.