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Proprietes Spectrales des Algebres de Banach (Lecture Notes in Mathematics #735)

Orientierung der Tiere / Animal Orientation: Symposium in Garmisch-Partenkirchen 17.–21. 9. 1962 (Ergebnisse der Biologie Advances in Biology #26)

Pseudodifferential Operators with Applications: Lectures given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone (Bolzano), Italy, June 16-24, 1977 (C.I.M.E. Summer Schools #75)

A. Dynin: Pseudo-differential operators on Heisenberg groups.- A. Dynin: An index formula for elliptic boundary problems.- G.I. Eskin: General mixed boundary problems for elliptic differential equations.- B. Helffer: Hypoellipticité pour des opérateurs différentiels sur des groupes de Lie nilpotents.- J.J. Kohn: Lectures on degenerate elliptic problems.- K. Taira: Conditions nécessaires et suffisantes pour l’existence et l’unicité des solutions du problème de la dérivée oblique.- F. Treves: Boundary value problems for elliptic equations.

Big Barrels: Pétrole et Gaz africains et la Quête de la Prospérité

Big Barrels s’attaque à l’idée reçue qu’en Afrique le pétrole et le gaz ne peuvent être bénéfques. Durant des décennies, les riches ressources de l’Afrique subsaharienne ont été synonymes de corruption et de dysfonctionnement. La réalité est bien plus complexe et, généralement, plus encourageante. Dans une série de huit études de cas, Big Barrels se penche sur ce que les nations africaines accomplissent. Emplois et entreprises au Nigéria, bonne gouvernance au Ghana, développement économique en Tanzanie, gestion environnementale au Gabon, et autres – voilà autant d’exemples de succès présents dans les industries pétrolières des nations africaines aujourd’hui. Les tendances positives du secteur africain de l’énergie, ainsi que ses challenges/défs, y sont présentés. Big Barrels établit comment le pétrole et le gaz peuvent constituer une force au service du bien du Continent-Mère.

Seminaire de Probabilites XXXV (Lecture Notes in Mathematics #1755)

Seminaire de Probabilites XIV: 1978/79 (Lecture Notes in Mathematics #784)

Séminaire de Probabilités XV. 1979/80: Avec table generale des exposes de 1966/67 a 1978/79 (Lecture Notes in Mathematics #850)

Séminaire de Probabilités XVI 1980/81 (Lecture Notes in Mathematics #920)

Séminaire de Probabilités XVII 1981/82: Proceedings (Lecture Notes in Mathematics #986)

Séminaire de Probabilités XVIII 1982/83: Proceedings (Lecture Notes in Mathematics #1059)

Séminaire de Probabilités XXXII (Lecture Notes in Mathematics #1686)

All the papers in the volume are original research papers, discussing fundamental properties of stochastic processes. The topics under study (martingales, filtrations, path properties, etc.) represent an important part of the current research performed in 1996-97 by various groups of probabilists in France and abroad.

Séminaire de Probabilités XXXVII (Lecture Notes in Mathematics #1832)

Seminaire de Probabilites XXIX (Lecture Notes in Mathematics #1613)

All the papers included in this volume are original research papers. They represent an important part of the work of French probabilists and colleagues with whom they are in close contact throughout the world. The main topics of the papers are martingale and Markov processes studies.

Seminaire de Probabilites XXX (Lecture Notes in Mathematics #1626)

The volume consists entirely of research papers, principally in stochastic calculus, martingales, and Brownian motion, and gathers an important part of the works done in the main probability groups in France (Paris, Strasbourg, Toulouse, Besançon, Grenoble,...) together with closely related works done by some probabilists elsewhere (Switzerland, India, Austria,...).

Seminaire de Probabilites XXXI (Lecture Notes in Mathematics #1655)

The 31 papers collected here present original research results obtained in 1995-96, on Brownian motion and, more generally, diffusion processes, martingales, Wiener spaces, polymer measures.

Seminaire de Probabilites XXI (Lecture Notes in Mathematics #1247)

Seminaire de Probabilites XXIII (Lecture Notes in Mathematics #1372)

Besides a number of papers on classical areas of research in probability such as martingale theory, Malliavin calculus and 2-parameter processes, this new volume of the Séminaire de Probabilités develops the following themes: - chaos representation for some new kinds of martingales, - quantum probability, - branching aspects on Brownian excursions, - Brownian motion on a set of rays.

Seminaire de Probabilites XXIV 1988/89 (Lecture Notes in Mathematics #1426)

The different papers contained in this volume are all research papers. The main directions of research which are being developed are: quantum probability, semimartingales and stochastic calculus.

Seminaire de Probabilites XXV (Lecture Notes in Mathematics #1485)

Seminaire de Probabilites XXVI (Lecture Notes in Mathematics #1526)

Seminaire de Probabilites XXVIII (Lecture Notes in Mathematics #1583)

In this volume of original research papers, the main topics discussed relate to the asymptotic windings of planar Brownian motion, structure equations, closure properties of stochastic integrals. The contents of the volume represent an important fraction of research undertaken by French probabilists and their collaborators from abroad during the academic year 1992-1993.

Séminaire de Probabilités XVI 1980/81: Supplément: Géométrie Différentielle Stochastique (Lecture Notes in Mathematics #921)

Séminaire de Probabilités XX 1984/85: Proceedings (Lecture Notes in Mathematics #1204)

Seminaire de Probabilites XXII (Lecture Notes in Mathematics #1321)

Seminaire de Probabilites XXVII (Lecture Notes in Mathematics #1557)

This volume represents a part of the main result obtained by a group of French probabilists, together with the contributions of a number of colleagues, mainly from the USA and Japan. All the papers present new results obtained during the academic year 1991-1992. The main themes of the papers are: quantum probability (P.A. Meyer and S. Attal), stochastic calculus (M. Nagasawa, J.B. Walsh, F. Knight, to name a few authors), fine properties of Brownian motion (Bertoin, Burdzy, Mountford), stochastic differential geometry (Arnaudon, Elworthy), quasi-sure analysis (Lescot, Song, Hirsch). Taken all together, the papers contained in this volume reflect the main directions of the most up-to-date research in probability theory. FROM THE CONTENTS: J.P. Ansal, C. Stricker: Unicite et existence de la loi minimale.- K. Kawazu, H. Tanaka: On the maximum of a diffusion process in a drifted Brownian environment.- P.A. Meyer: Representation de martingales d'operateurs, d'apres Parthasarathy-Sinha.- K. Burdzy: Excursion laws and exceptional points on Brownian paths.- X. Fernique: Convergence en loi de variables aleatoires et de fonctions aleatoires, proprietes de compacite des lois, II.- M. Nagasawa: Principle ofsuperposition and interference of diffusion processes.- F. Knight: Some remarks on mutual windings.- S. Song: Inegalites relatives aux processus d'Ornstein-Ulhenbeck a n-parametres et capacite gaussienne c (n,2).- S. Attal, P.A. Meyer: Interpretation probabiliste et extension des integrales stochastiques non commutatives.- J. Azema, Th. Jeulin, F. Knight,M. Yor: Le theoreme d'arret en une fin d'ensemble previsible.