Thanks for your response.
It helps me a little.
In my directory c:\windows\assembly, i have only
"ESRI.ArcGis.ADF.Local" (version 10.1.0.30.35)
So it is logical that my assembly ESRI.ArcGis.ADF.Connection.Local could not be loaded.
What do I forget ? Why ESRI.ArcGis.ADF.Connection is not present ?