This book provides an introduction to the theory of stochastic partial differential equations
(SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability …

The lion's share of this chapter is devoted to the construction of equilibria for mean field
games with a common noise. We develop a general two-step strategy for the search of weak …

This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

We study a class of dynamical systems modelled as stationary Markov chains that admit an
invariant distribution via the corresponding transfer or Koopman operator. While data-driven …

We propose a family of Markov chain Monte Carlo methods whose performance is
unaffected by affine tranformations of space. These algorithms are easy to construct and …

These lecture notes highlight the mathematical and computational structure relating to the
formulation of, and development of algorithms for, the Bayesian approach to inverse …

Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

A new volume of philosophical essays by Bernard Williams. The book is a successor to
Problems of the Self, but whereas that volume dealt mainly with questions of personal …

Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …

This article gives a detailed account of recent investigations of weak elliptic and parabolic
equations for measures with unbounded and possibly singular coefficients. The existence …