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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. »
 
 
 
 
 

Selected Papers
Selected Papers
 »
 
 
 
 
 

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 ... »
 
 
 
 
 

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 »