Descrevemos propriedades espectrais de aplicações positivas em C*- álgebras de dimensão finita, seguindo o trabalho clássico de Evans e Hoegh-Krohn [EH-K]. Conjuntamente, estudamos os pontos extremais do conjunto das aplicações duplamente estocásticas completamente positivas sobre Mn(C), seguindo Landau e Streater [LS]. / We describe spectral properties of positive maps over nite dimensional C* -algebras, following the classical work of Evans and H egh-Krohn [EH-K]. We also study the extremal points of the set of completely positive doubly-stochastic maps over Mn(C), following Landau and Streater [LS].

Descrevemos propriedades espectrais de aplicações positivas em C*- álgebras de dimensão finita, seguindo o trabalho clássico de Evans e Hoegh-Krohn [EH-K]. Conjuntamente, estudamos os pontos extremais do conjunto das aplicações duplamente estocásticas completamente positivas sobre Mn(C), seguindo Landau e Streater [LS]. / We describe spectral properties of positive maps over nite dimensional C* -algebras, following the classical work of Evans and H egh-Krohn [EH-K]. We also study the extremal points of the set of completely positive doubly-stochastic maps over Mn(C), following Landau and Streater [LS].

Descrevemos propriedades espectrais de aplicações positivas em C*- álgebras de dimensão finita, seguindo o trabalho clássico de Evans e Hoegh-Krohn [EH-K]. Conjuntamente, estudamos os pontos extremais do conjunto das aplicações duplamente estocásticas completamente positivas sobre Mn(C), seguindo Landau e Streater [LS]. / We describe spectral properties of positive maps over nite dimensional C* -algebras, following the classical work of Evans and H egh-Krohn [EH-K]. We also study the extremal points of the set of completely positive doubly-stochastic maps over Mn(C), following Landau and Streater [LS].

Cette thèse consiste en une série d'applications du calcul stochastique aux mathématiques financières. Elle est composée de quatre chapitres. Dans le premier on étudie le rapport entre la complétude du marché et l'extrémalité des mesures martingales equivalentes dans le cas d'une infinité d'actifs. Dans le deuxième on trouve des conditions équivalentes à l'existence et unicité d'une mesure martingale equivalente sous la quelle le processus des prix suit des lois n-dimensionnelles données à n fixe. Dans le troisième on étend à un marché admettant une infinité dénombrable d'actifs une charactérisation de la stratégie de couverture optimale (pour le critère moyenne-variance) basé sur une technique de changement de numéraire et extension artificielle. Enfin, dans le quatrième on s'occupe du problème de couverture d'un actif contingent dans un marché avec information asymetrique.

In this work we provide several improvements in the study of phase transitions of interacting particle systems: - We determine a quantitative relation between non-extremality of the limiting Gibbs measure of a tree-based spin system, and the temporal mixing of the Glauber Dynamics over its finite projections. We define the concept of 'sensitivity' of a reconstruction scheme to establish such a relation. In particular, we focus on the independent sets model, determining a phase transition for the mixing time of the Glauber dynamics at the same location of the extremality threshold of the simple invariant Gibbs version of the model. - We develop the technical analysis of the so-called spatial mixing conditions for interacting particle systems to account for the connectivity structure of the underlying graph. This analysis leads to improvements regarding the location of the uniqueness/non-uniqueness phase transition for the independent sets model over amenable graphs; among them, the elusive hard-square model in lattice statistics, which has received attention since Baxter's solution of the analogous hard-hexagon in 1980. - We build on the work of Montanari and Gerschenfeld to determine the existence of correlations for the coloring model in sparse random graphs. In particular, we prove that correlations exist above the 'clustering' threshold of such a model; thus providing further evidence for the conjectural algorithmic 'hardness' occurring at such a point.