Probability at Saint-Flour – serie

Contents: Badrikian, A.: Prolegomenes au calcul des probabilités dans les Banach.- Fernique, X. Régularité des trajectoires des fonctions aléatoires Gaussiennes -Hoffmann-Jørgensen, Jørgen: Probability in Banach space.- Kuelbs, J.: The law of the iterated logarithm and related strong convergence theorems for Banach space valued random variables.

Contents: Durrett, Rick: Ten lectures on particle systems.- Liggett, T.M.: The stochastic evolution of infinite systems of interacting particles.- Spitzer, Frank L.:Introduction aux processus de Markov à paramètre dans Zʋ

El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage.

Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Université Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. The participants thus have the opportunity to interact with these specialists and also to present their own research work in short lectures.The lecture courses are written up by their authors for publication in the LNM series.

Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus. ​

Bakry, Dominique: Hypercontractivity and its Usage in Semigroup Theory.- Ledoux, Michel: Isoperimetry and Gaussian Analysis.- Saloff-Coste, Laurent: Lectures on Finite Markov Chains.

Bretagnolle, Jean: Processus a accroissements indépendants.- Ibragimov, Ildar: Théorèmes limites pour les marches aléatoires.- Jacod, Jean: Théorèmes limite pour les processus.- Bertoin, Jean: Subordinators: Examples and applications.- Doney, Ronald A.: Fluctuation theory for Lévy processes.​

Gross, Leonard: Thermodynamics, statistical mechanics, and random fields.-Föllmer, Hans: Random fields and diffusion processes.- Nelson, Edward: Stochastic mechanics and random fields.- Albeverio, Sergio: Theory of Dirichlet forms and applications.​

Conze, J.P.:Systemes topologiques et métriques en théorie ergodique.-Kingman, J.F.C.: Subadditive Processes.-Guivarc'h, Y.: Quelques propriétés asymptotiques des produits de matricesaléatoires.- Ledrappier, F.:Quelques proprietés des exposants caractéristiques. ​

Grimmett, Geoffrey: Percolation and disordered systems.- Kesten, Harry: Aspects of first passage percolation.​

Biane, Philippe: Non-commutative stochastic calculus.-Voiculescu, Dan-Virgil: Lectures on free probability.- Guionnet, Alice: Large random matrices: Lectures on macroscopic asymptotics.​

Molchanov, S.: Lectures on random media.- Zeitouni, Ofer: Random walks in random environment.-den Hollander, Frank: Random polymers​

Contents: Azencott, R. : Large deviations and applications.- Freidlin, Mark I. Semi-linear PDE's and limit theorems for large deviations- Varadhan, Srinivasa R.S.: Large deviations and applications.