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