Probability Theory and Applications ( IAS/Park City Mathematics Series )

Publication series :IAS/Park City Mathematics Series

Author: Elton P. Hsu;S. R. S. Varadhan  

Publisher: American Mathematical Society‎

Publication year: 2017

E-ISBN: 9781470439057

P-ISBN(Paperback): 9780821805909

Subject: O1 Mathematics

Keyword: 暂无分类

Language: ENG

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Probability Theory and Applications

Description

This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six minicourses given at the IAS/Park City Summer Mathematics Institute. It introduces advanced graduates and researchers in probability theory to several of the currently active research areas in the field. Each course is self-contained with references and contains basic materials and recent results. Topics include interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance. The volume gives a balanced overview of the current status of probability theory. An extensive bibliography for further study and research is included. This unique collection presents several important areas of current research and a valuable survey reflecting the diversity of the field.

Chapter

Title page

Contents

Preface

Introduction

Stochastic spatial models

Independent and dependent percolation

Hydrodynamical scaling limits of simple exclusion models

An introduction to analysis on path space

Analysis on path and loop spaces

An introduction to option pricing and the mathematical theory of risk

Back Cover

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