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