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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 »
 
 
 
 
 

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
Probability Theory
An Analytic View »
 
 
 
 
 

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... »
 
 
 
 
 

Partial Differential Equations For Probabilists
Partial Differential Equations For Probabilists
Explains the theory of linear and second order PDEs of parabolic and elliptictype. »