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