Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas

The book also contains a sample of recent advances on several aspects of stochastic analysis such as diffusion processes, stochastic differential equations driv

Applications of Variational Inequalities in Stochastic Control

​In this book the author presents a self-contained account of Harnack inequalities and applications for the semigroup of solutions to stochastic partial and d