**IAS/Park City Mathematics Series**

Volume: 6;
1999;
374 pp;
Hardcover

MSC: Primary 60;

Print ISBN: 978-0-8218-0590-9

Product Code: PCMS/6

List Price: $69.00

Individual Member Price: $55.20

**Electronic ISBN: 978-1-4704-3905-7
Product Code: PCMS/6.E**

List Price: $69.00

Individual Member Price: $55.20

#### You may also like

# Probability Theory and Applications

Share this page *Edited by *
*Elton P. Hsu; S. R. S. Varadhan*

A co-publication of the AMS and IAS/Park City Mathematics Institute

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.

Titles in this series are co-published with the Institute
for Advanced Study/Park City Mathematics Institute. Members of the
Mathematical Association of America (MAA) and the National Council of
Teachers of Mathematics (NCTM) receive a 20% discount from list
price. *NOTE: This discount does not apply to volumes in this
series co-published with the Society for Industrial and Applied
Mathematics (SIAM).*

#### Readership

Advanced graduate students and researchers in probability theory; physicists and researchers in finance and economics.

#### Table of Contents

# Table of Contents

## Probability Theory and Applications

- Cover Cover11
- Title page iii4
- Contents v6
- Preface ix10
- Introduction 112
- Stochastic spatial models 516
- Independent and dependent percolation 4960
- Hydrodynamical scaling limits of simple exclusion models 167178
- An introduction to analysis on path space 227238
- Analysis on path and loop spaces 277288
- An introduction to option pricing and the mathematical theory of risk 349360
- Back Cover Back Cover1386