This book introduces some advanced topics in probability theories - both pure and applied. It is ...

Concentration inequalities, which express the fact that certain complicated random variables are ...

There have been ten years since the publication of the ?rst edition of this book. Since then, new...

There have been ten years since the publication of the ?rst edition of this book. Since then, new...

A compact introduction to this active and powerful area of research, combining basic theory, core...

Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- ...

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during...

In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differe...

A compact introduction to this active and powerful area of research, combining basic theory, core...