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Books

Markov Chains
Markov Chains
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Elementary Probability Theory
Elementary Probability Theory
With Stochastic Processes and an Introduction to Mathematical Finance »
 
 
 
 
 

A Course in Probability Theory, Revised Edition
A Course in Probability Theory, Revised Edition
A Course in Probability Theory »
 
 
 
 
 

An Introduction To Stochastic Integration
An Introduction To Stochastic Integration
Introduction to Stochastic Integration »
 
 
 
 
 

Collected Articles From Lnm
Collected Articles From Lnm
A Special Selection on the Occasion of the Memorial Conference for Kai Lai Chung, Beijing 13. - 16. June, 2010 »
 
 
 
 
 

From Brownian Motion to Schrodinger's Equation
From Brownian Motion to Schrodinger's Equation
The study of the theory of Brownian motion has become a powerful tool in the solution of problems of mathematical physics. This self-contained exposition pro... »