Temas
Cantidad
15A52, 60G50, 60J10, 60J15, 60F05.1 60H07, 60G181 60H07, 60J60, 65C051 60H10, 60G181 60J101 60J10, 60C051 60K351 60K35 (05A16, 33E17, 82B44)1 60K35, 82B20, 82B431 82B41, 82B26, 82D60, 60G50,1 Airy process. Extended Airy kernel. Growth processes. Integrable differential equations.1 Asymmetric k-step exclusion process, Non-convex or non-concave flux, microscopic shock, rightmost particle1 Barrier and lookback options. Option sensitivities. Malliavin calculus.1 Brownian bridge, intrinsic volume, solid angle1 Fractional Brownian motion, Stochastic integrals, Girsanov transform1 Malliavin calculus, fractional Brownian motion, fractional calculus1 Markov chain, card shuffling, mixing time1 No aplica8 Perturbed random walk, transience1 Poisson process, point process, random tree, random matching, minimal spanning forest.1 Primary 60F15; secondary 60F051 Primary 60G55; Secondary 60K35.1 Primary: 60G15; Secondary 52A07, 52A22, 52A39, 60D05, 60E15.1 Random Walk, Random Matrix, Random Scenery, Functional limit theorem1 Stochastic Loewner Evolution. FK percolation. Double domino tilings. Uniform spanning tree.1 law of the iterated logarithm, sample covariance, central limit theorem, generalized domain of attraction, multivariate t statistic, extreme values, operator normalization, self normalization1 random matrices, Dyson's Brownian motion, Imhof's relation, Harish-Chandra formula.1