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

​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

Applications of Variational Inequalities in Stochastic Control

This book’s first edition has been widely cited by researchers in diverse fields. The following are excerpts from reviews. “Inequalities: Theory of Majoriza

Probability Inequalities in Multivariate Distributions is a comprehensive treatment of probability inequalities in multivariate distributions, balancing the tre