Presents an introduction to the field of dynamical systems, in particular, to the special class of Hamiltonian systems. This book keeps the requirements of mathematical techniques minimal but gives detailed proofs and many examples and illustrations from p

An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite numb

This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences, USA. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation.

This volume contains notes of the lectures given at the Courant Institute and a DMV-Seminar at Oberwolfach. The focus is on the work of the authors on semilinear wave equations with critical Sobolev exponents and on wave maps in two space dimensions. Background material and references have been added to make the notes self-contained. The book is suitable for use in a graduate-level course on the topic. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

Supersymmetry has been studied by theoretical physicists since the early 1970s. This book presents a cogent and self-contained exposition of the foundations of supersymmetry for the mathematically-minded reader. It is suitable for graduate students and mathematicians interested in the mathematical theory of supersymmetry.

The nonlinear Schrodinger equation has received a great deal of attention from mathematicians, particularly because of its applications to nonlinear optics. This book presents various mathematical aspects of the nonlinear Schrodinger equation. It studies both problems of local nature and problems of global nature.

Since its first appearance as a set of lecture notes published by the Courant Institute in 1974, this book has served as an introduction to various subjects in nonlinear functional analysis. The current edition is a reprint of these notes, with added bibliographic references.

This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n times n matrices exhibit universal behavior as n > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.