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.
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.
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.
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."