Daniel Revuz Explained

Daniel Revuz
Nationality:French
Fields:Probability theory
Workplaces:Paris 7
Alma Mater:The Sorbonne
Thesis Title:Mesures associées aux fonctionnelles additives de Markov
Thesis Year:1969
Doctoral Advisor:Jacques Neveu
Known For:Revuz correspondence
Revuz measure

Daniel Revuz (born 1936 in Paris) is a French mathematician specializing in probability theory, particularly in functional analysis applied to stochastic processes. He is the author of several reference works on Brownian motion, Markov chains, and martingales.

Family and early life

Revuz is the son of mathematicians Germaine and, and is one of six children. His family spent parts of his childhood in Poitiers and Istanbul before settling in Paris in 1950.

Education and career

Revuz graduated from Polytechnique in 1956 and received his doctorate from the Sorbonne in 1969 under Jacques Neveu and Paul-André Meyer. He taught at Paris Diderot University at the Laboratory for Probability Theory of the Institut Mathématique de Jussieu.

Research

From his doctoral thesis work Revuz published two articles in 1970, in which he established a theory of one-to-one correspondence between positive Markov additive functionals and associated measures. This theory and the associated measures are now known respectively as "Revuz correspondence" and "Revuz measures."

In 1991 Revuz co-authored a research monograph with Marc Yor on stochastic processes and stochastic analysis called "Continuous Martingales and Brownian Motion". The book was highly praised upon its publication. Wilfrid Kendall called it "the book for a capable graduate student starting out on research in probability."