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"Problems in probability comprises one of the most comprehensive, nearly encyclopedic, collections of problems and exercises in probability theory. Many problems contain helpful hints and other relevant comments and a portion of the material covers some important applications from optimal control and mathematical finance. Readers of diverse backgrounds-from students to researchers-will find a great deal of value in this book and can treat the work as an exercise manual, a handbook, or as a supplementary text to a course in probability theory, control, and mathematical finance. The problems and exercises in this book vary in nature and degree of difficulty. Some problems are meant to test the reader's basic understanding, others are of medium-to-high degrees of difficulty and require more creative thinking. Other problems are meant to develop additional theoretical concepts and tools or to familiarize the reader with various facts that are not necessarily covered in mainstream texts. Additional problems are related to the passage from random walk to Brownian motions and Brownian bridges. The appendix contains a summary of the main results, notation and terminology that are used throughout the book. It also contains additional material from combinatorics, potential theory and Markov chains-subjects that are not covered in the book, but are nevertheless needed for many of the exercises included here."

"This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research, some of them include review aspects and summarize the state-of-the-art on topical issues, one focal point is the parabolic Anderson model, which is considered with various novel aspects including moving catalysts, acceleration and deceleration and fron propagation, for both time-dependent and time-independent potentials. "

"Probability with statistical applications offers a practical introduction to probability at all levels with different backgrounds and views towards applications. It also introduces mathematical statistics."

"This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with deep implications to the geometric function theory), the boundedness of two-dimensional Hilbert transform and a more general class of Fourier multipliers, the theory of rank-one convex and quasiconvex functions, and more. The book is divided into a few separate parts. In the introductory chapter present motivation for the results and relate them to some classical problems in harmonic analysis. The next part contains a general description of the method, which is applied in subsequent chapters to the study of sharp estimates for discrete-time martingales, discrete-time sub- and supermartingales, continuous time processes, the square and maximal functions. Each chapter contains additional bibliographical notes included for reference.​ "

"The long-awaited revision of Fundamentals of applied probability and random processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. "