| Hardcover ISBN: | 978-0-8218-0590-9 |
| Product Code: | PCMS/6 |
| List Price: | $125.00 |
| MAA Member Price: | $112.50 |
| AMS Member Price: | $100.00 |
| eBook ISBN: | 978-1-4704-3905-7 |
| Product Code: | PCMS/6.E |
| List Price: | $112.00 |
| MAA Member Price: | $100.80 |
| AMS Member Price: | $89.60 |
| Hardcover ISBN: | 978-0-8218-0590-9 |
| eBook: ISBN: | 978-1-4704-3905-7 |
| Product Code: | PCMS/6.B |
| List Price: | $237.00 $181.00 |
| MAA Member Price: | $213.30 $162.90 |
| AMS Member Price: | $189.60 $144.80 |
| Hardcover ISBN: | 978-0-8218-0590-9 |
| Product Code: | PCMS/6 |
| List Price: | $125.00 |
| MAA Member Price: | $112.50 |
| AMS Member Price: | $100.00 |
| eBook ISBN: | 978-1-4704-3905-7 |
| Product Code: | PCMS/6.E |
| List Price: | $112.00 |
| MAA Member Price: | $100.80 |
| AMS Member Price: | $89.60 |
| Hardcover ISBN: | 978-0-8218-0590-9 |
| eBook ISBN: | 978-1-4704-3905-7 |
| Product Code: | PCMS/6.B |
| List Price: | $237.00 $181.00 |
| MAA Member Price: | $213.30 $162.90 |
| AMS Member Price: | $189.60 $144.80 |
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Book DetailsIAS/Park City Mathematics SeriesVolume: 6; 1999; 374 ppMSC: Primary 60
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.
ReadershipAdvanced graduate students and researchers in probability theory; physicists and researchers in finance and economics.
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Table of Contents
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Chapters
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Introduction
-
Stochastic spatial models
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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
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RequestsReview Copy – for publishers of book reviewsAccessibility – to request an alternate format of an AMS title
- Book Details
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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.
Advanced graduate students and researchers in probability theory; physicists and researchers in finance and economics.
-
Chapters
-
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
