Toulouse

The Hilbert transform is a central operator in harmonic analysis as it gives access to the harmonic conjugate function. The link between pairs of martingales (X,Y) under differential subordination and the pair (f,Hf) of a function and its Hilbert transform have been known at least since the work of Burkholder and Bourgain in the UMD setting.

During the last 20 years, new and more exact probabilistic interpretations of operators such as the Hilbert transform have been studied extensively. The motivation for this was in part the study of optimal weighted estimates in harmonic analysis. It has been known since the 70s that H:L^2(w dx) to L^2(w dx) if and only if w is a Muckenhoupt weight with its finite Muckenhoupt characteristic. By a sharp estimate we mean the correct growth of the weighted norm in terms of this characteristic. In one particular case, such an estimate solved a long standing borderline regularity problem in complex PDE.

In this lecture, we present the historic development of the probabilistic interpretation in this area, as well as recent results and open questions.

We define a McCool group of G as the group of outer automorphisms of G acting as a conjugation on a given family of subgroups. We will explain that these groups appear naturally in the description of many natural groups of automorphisms. On the other hand, McCool groups of a toral relatively hyperbolic group have strong finiteness properties: they have a finite index subgroup with a finite classifying space. Moreover, they satisfy a chain condition that has several other applications.
This is a joint work with Gilbert Levitt.

We focus on structural models in corporate finance with roll-over debt structure and endogenous default triggered by limited liability equity-holders. We point out imprecisions and misstatements in the literature and provide a rationale for the endogenous default policy.

In space dimension 2, it is well-known that the Smoluchowski-Poisson

system (also called the simplified or parabolic-elliptic Keller-Segel

chemotaxis model) exhibits the following phenomenon: there is a critical

mass above which all solutions blow up in finite time while all solutions

are global below that critical mass. We will investigate the case of the

critical mass along with the stability of self-similar solutions with

lower masses. We next consider a generalization to several space

dimensions which involves a nonlinear diffusion and show that a similar

phenomenon takes place but with some different features.

The Bakry Emery criterion asserts that a probability measure with a strictly positive generalized curvature satisfies a logarithmic Sobolev inequality, and by results of Bakry and Ledoux an isoperimetric inequality of Gaussian type. These results were complemented by a theorem of Wang: if the curvature is bounded from below by a negative number, then under an additional Gaussian integrability assumption, the log-Sobolev inequality is still valid.

The goal of this joint work with A. Kolesnikov is to provide an extension of Wang's theorem to other integrability assumptions. Our results also encompass a theorem of Bobkov on log-concave measures on normed spaces and allows us to deal with non-convex potentials when the convexity defect is balanced by integrability conditions. The arguments rely on optimal transportation and its connection to the entropy functional