Auteur: Yuri Kifer

The book is devoted to limit theorems for nonconventional sums and arrays. Asymptotic behavior of such sums were first studied in ergodic theory but recently it turned out that main limit theorems of …

Mathematicians often face the question to which extent mathematical models describe processes of the real world. These models are derived from experimental data, hence they describe real phenomena on …

Ergodic theory of dynamical systems i.e., the qualitative analysis of iterations of a single transformation is nowadays a well developed theory. In 1945 S. Ulam and J. von Neumann in their short note …

The work treats dynamical systems given by ordinary differential equations in the form $/frac{d X^/varepsilon(t)}{dt}=/varepsilon B(X^/varepsilon(t), Y^/varepsilon(t))$ where fast motions $Y^/varepsi …

Rigorous mathematical finance relies strongly on two additional fields: optimal stopping and stochastic analysis. This book is the first one which presents not only main results in the mathematical f …