The probability community is saddened by the sudden death of Paul-André Meyer on January 30, 2003, at the age of 67. He developed the general theory of stochastic processes, and was the father of the modern french school of probability. His greatest contribution is the continuous-time analog of Doob's decomposition of a sub-martingale, known as the Doob-Meyer decomposition. Year after year, starting in 1967, he wrote numerous research and expository papers in the Séminaire de Probabilités, including his three famous courses, on stochastic integration, stochastic differential geometry, and quantum probability. Many french probabilists are his students and grand-students. They remember him as an extremely kind and helpful scholar.

Marc Yor, February 1, 2003.