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