This volume contains detailed, worked-out notes of six main courses given at the Saint-Flour Summer Schools from 1985 to 1987.

Inhalt
Large deviations and applications.- Applications of non-commutative fourier analysis to probability problems.- Random fields and diffusion processes.- Waves in one-dimensional random media.- Remarks on the point interaction approximation.- Geometric aspects of diffusions on manifolds.- Stochastic mechanics and random fields.