Algebra Lie Entropy Parameters estimation Hydrodynamic limit Discrete operators Indifference pricing Hierarchical models Empirical likelihood test Stochastic partial differential equations Computer experiments Kriging Brownian bridge Ornstein-Uhlenbeck process Martingale Pseudo-Brownian motion Kinetically constrained models Extremal quantile Invariance gauge Mean field games Laplace transform Hypothesis testing Coherence properties Risk theory Propagation of chaos Elliptical distribution Extreme values Random walk in random environment Spectral theory Extreme events Bias correction First exit time Extreme value theory Multivariate risk indicators Dirichlet distribution Goodness-of-fit Gene network inference Monte Carlo methods Techniques radial velocities Dependence modeling Nonlinear diffusions Checkerboard copulas Asymptotic behaviour Random walk Interacting particle systems Scattering theory Elliptical distributions Maximin Partial duality Magnetic field Commutator methods Large deviations Central limit theorem Exit-time Optimal control McKean-Vlasov diffusion Surveys Branching random walk Lie algebroids Change-point Copulas Local time Differential topology Expectile regression Killing Index theorem Gauge field theory Generating function Multivariate expectiles Wave operators Percolation Precipitation data Integrated empirical process Gaussian field Density estimation Catalogs Kiefer process Spatial prediction K-theory Mean-field systems Fokker-Planck equation Quantum field theory Max-stable processes Map Markov chain Self-stabilizing diffusion Proper motions B\ottcher case Gaussian free field Random tensors Renormalisation Extended Kalman-Bucy filter Invariant measure Constructive field theory Local set Piecewise-deterministic Markov processes Granular media equation Hoeffding--Sobol decomposition Fredholm Capital allocation Optimal capital allocation