Probability Theory and Applications

Presents a collection of lecture notes of the six mini courses given at the IAS/Park City Summer Mathematics Institute. This book includes such topics as interacting particle systems, percolation theory, analysis on path and loop spaces, and mathematical finance.
This volume, with contributions by leading experts in the field, is a collection of lecture notes of the six mini courses 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.

Contributor: Elton P. Hsu (Edited by), S.R.S. Varadham (Edited by)

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