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Probability Theory and Applications
 
Edited by: Elton P. Hsu Northwestern University, Evanston, IL
S. R. S. Varadhan New York University-Courant Institute of Mathematical Sciences, New York, NY
A co-publication of the AMS and IAS/Park City Mathematics Institute
Front Cover for Probability Theory and Applications
Available Formats:
Hardcover ISBN: 978-0-8218-0590-9
Product Code: PCMS/6
374 pp 
List Price: $74.00
MAA Member Price: $66.60
AMS Member Price: $59.20
Electronic ISBN: 978-1-4704-3905-7
Product Code: PCMS/6.E
374 pp 
List Price: $69.00
MAA Member Price: $62.10
AMS Member Price: $55.20
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $111.00
MAA Member Price: $99.90
AMS Member Price: $88.80
Front Cover for Probability Theory and Applications
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  • Front Cover for Probability Theory and Applications
  • Back Cover for Probability Theory and Applications
Probability Theory and Applications
Edited by: Elton P. Hsu Northwestern University, Evanston, IL
S. R. S. Varadhan New York University-Courant Institute of Mathematical Sciences, New York, NY
A co-publication of the AMS and IAS/Park City Mathematics Institute
Available Formats:
Hardcover ISBN:  978-0-8218-0590-9
Product Code:  PCMS/6
374 pp 
List Price: $74.00
MAA Member Price: $66.60
AMS Member Price: $59.20
Electronic ISBN:  978-1-4704-3905-7
Product Code:  PCMS/6.E
374 pp 
List Price: $69.00
MAA Member Price: $62.10
AMS Member Price: $55.20
Bundle Print and Electronic Formats and Save!
This product is available for purchase as a bundle. Purchasing as a bundle enables you to save on the electronic version.
List Price: $111.00
MAA Member Price: $99.90
AMS Member Price: $88.80
  • Book Details
     
     
    IAS/Park City Mathematics Series
    Volume: 61999
    MSC: 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.

    Readership

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

  • Table of Contents
     
     
    • 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
  • Request Review Copy
Volume: 61999
MSC: 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.

Readership

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
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