Probability Theory and Applications
About this Title
Elton P. Hsu, Northwestern University, Evanston, IL and S. R. S. Varadhan, New York University-Courant Institute of Mathematical Sciences, New York, NY, Editors
Publication: IAS/Park City Mathematics Series
Publication Year: 1999; Volume 6
ISBNs: 978-0-8218-0590-9 (print); 978-1-4704-3905-7 (online)
MathSciNet review: MR1678306
MSC: Primary 60-06
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.
Advanced graduate students and researchers in probability theory; physicists and researchers in finance and economics.
Table of Contents
- 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