Based on a graduate course given by the author at Yale University this book deals with complex analysis (analytic capacity), geometric measure theory (rectifiable and uniformly rectifiable sets) and harmonic analysis (boundedness of singular integral operators on Ahlfors-regular sets). In particular, these notes contain a description of Peter Jones' geometric traveling salesman theorem, the proof of the equivalence between uniform rectifiability and boundedness of the Cauchy operator on Ahlfors-regular sets, the complete proofs of the Denjoy conjecture and the Vitushkin conjecture (for the latter, only the Ahlfors-regular case) and a discussion of X. Tolsa's solution of the Painlevé problem.

This book studies some of the groundbreaking advances that have been made regarding analytic capacity and its relationship to rectifiability in the decade 1995–2005. The Cauchy transform plays a fundamental role in this area and is accordingly one of the main subjects covered. Another important topic, which may be of independent interest for many analysts, is the so-called non-homogeneous Calderón-Zygmund theory, the development of which has been largely motivated by the problems arising in connection with analytic capacity. The Painlevé problem, which was first posed around 1900, consists in finding a description of the removable singularities for bounded analytic functions in metric and geometric terms. Analytic capacity is a key tool in the study of this problem. In the 1960s Vitushkin conjectured that the removable sets which have finite length coincide with those which are purely unrectifiable. Moreover, because of the applications to the theory of uniform rational approximation, he posed the question as to whether analytic capacity is semiadditive. This work presents full proofs of Vitushkin’s conjecture and of the semiadditivity of analytic capacity, both of which remained open problems until very recently. Other related questions are also discussed, such as the relationship between rectifiability and the existence of principal values for the Cauchy transforms and other singular integrals. The book is largely self-contained and should be accessible for graduate students in analysis, as well as a valuable resource for researchers.

This new edition of LNM 1693 aims to reduce questions on monotone multifunctions to questions on convex functions. However, rather than using a "big convexification" of the graph of the multifunction and the "minimax technique" for proving the existence of linear functionals satisfying certain conditions, the Fitzpatrick function is used. The journey begins with the Hahn-Banach theorem and culminates in a survey of current results on monotone multifunctions on a Banach space.

The 37th Séminaire de Probabilités contains A. Lejay's advanced course which is a pedagogical introduction to works by T. Lyons and others on stochastic integrals and SDEs driven by deterministic rough paths. The rest of the volume consists of various articles on topics familiar to regular readers of the Séminaires, including Brownian motion, random environment or scenery, PDEs and SDEs, random matrices and financial random processes.

"Volume includes English translation of ten expository articles published in the Japanese journal Sugaku."

Zeta functions have been a powerful tool in mathematics over the last two centuries. This book considers a new class of non-commutative zeta functions which encode the structure of the subgroup lattice in infinite groups. The book explores the analytic behaviour of these functions together with an investigation of functional equations. Many important examples of zeta functions are calculated and recorded providing an important data base of explicit examples and methods for calculation.

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.

This book describes in detail a quantity encoding spectral feature of random operators: the integrated density of states or spectral distribution function. It presents various approaches to the construction of the integrated density of states and the proof of its regularity properties. The book also includes references to and a discussion of other properties of the IDS as well as a variety of models beyond those treated in detail here.

The volume develops the foundations of differential geometry so as to include finite-dimensional spaces with singularities and nilpotent functions, at the same level as is standard in the elementary theory of schemes and analytic spaces. The theory of differentiable spaces is developed to the point of providing a handy tool including arbitrary base changes (hence fibred products, intersections and fibres of morphisms), infinitesimal neighbourhoods, sheaves of relative differentials, quotients by actions of compact Lie groups and a theory of sheaves of Fréchet modules paralleling the useful theory of quasi-coherent sheaves on schemes. These notes fit naturally in the theory of C^\infinity-rings and C^\infinity-schemes, as well as in the framework of Spallek’s C^\infinity-standard differentiable spaces, and they require a certain familiarity with commutative algebra, sheaf theory, rings of differentiable functions and Fréchet spaces.