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