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Books

A Concise Introduction To The Theory Of Integration
A Concise Introduction To The Theory Of Integration
This edition develops the basic theory of Fourier transform. Stroocks approachis the one taken originally by Norbert Wiener and the Parsevals formula aswell ... »
 
 
 
 
 

Selected Papers
Selected Papers
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An Introduction To The Analysis Of Paths On A Riemannian Manifold
An Introduction To The Analysis Of Paths On A Riemannian Manifold
An Introduction to the Analysis of Paths on a Riemannian Manifold »
 
 
 
 
 

Large Deviations
Large Deviations
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Lectures On Stochastic Analysis
Lectures On Stochastic Analysis
Diffusion Theory »
 
 
 
 
 

Probability Theory
Probability Theory
An Analytic View »
 
 
 
 
 

An Introduction To Markov Processes
An Introduction To Markov Processes
This book provides a rigorous but elementary introduction to the theory ofMarkov Processes on a countable state space. It should be accessible tostudents wit... »
 
 
 
 
 

Multidimensional Diffusion Processes
Multidimensional Diffusion Processes
This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. Thi... »
 
 
 
 
 

Probability Theory, an Analytic View
Probability Theory, an Analytic View
This revised 2nd edition is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction... »