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