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

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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Probability Theory
Probability Theory
An Analytic View »
 
 
 
 
 

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... »