LABORATOIRE DE PROBABILITES (UNIVERSITÉ PARIS VI)

The Laboratoire de Probabilites (Universite Paris VI) is located on the campus Jussieu in the center of Paris, less than one kilometer away from Notre Dame. The Laboratoire is part of the famous Universite Paris VI, and is also supported by the French Centre National de la Recherche Scientifique. The Laboratoire hosts about 40 senior researchers, who are mainly specialists of stochastic processes. Some of them are employed by other Parisian universities, but they carry out their research at the Laboratoire. About 20 graduate students also prepare a thesis at the Laboratoire.http://oscar.proba.jussieu.fr/

Several weekly seminars are organized in the Laboratoire. In the academic year 1996-1997, in addition to the main probability seminar and the ergodic theory seminar, three working seminars were devoted respectively to fine properties of Brownian motion and Levy processes, limit theorems for stochastic processes and stochastic optimization. About 10 advanced courses on stochastic processes are also taught each year. The Laboratoire benefits from contacts with other Parisian universities, which often run their own probability seminars. In addition, the Institut Henri Poincare, located near Jussieu, organizes thematic semesters devoted to special topics. In particular, a semester on Log Sobolev inequalities will be organized in Spring 1998.

The Laboratoire has its own library, which contains more than 3000 books mainly devoted to probability theory and its applications, and receives the most important probability journals. In addition, the general mathematics library of the campus is very close to the Laboratoire.

The main research themes of the Laboratoire include stochastic calculus (applied to fine properties of Brownian motion and other processes), stochastic differential equations and diffusion processes, branching processes and superprocesses, dynamical systems and stochastic analysis on Lie groups and manifolds. In addition, some more applied research is developed at the Laboratoire, in fields such as filtering theory or communication networks. Recently, several leading experts of the Laboratoire have also worked on applications of stochastic calculus to mathematical finance.