AUTHOR: | Durrett, Richard, 1951- |

TITLE: | Brownian motion and martingales in analysis / Richard Durrett. |

PUBLISHER: | Belmont, Calif. : Wadsworth Advanced Books & Software, c1984. |

SERIES: | The Wadsworth mathematics series |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Karatzas, Ioannis. |

TITLE: | Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve. |

EDITION: | 2nd ed. |

PUBLISHER: | New York : Springer-Verlag, c1991. |

SERIES: | Graduate texts in mathematics ; 113 |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Karatzas, Ioannis. |

TITLE: | Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve. |

PUBLISHER: | New York : Springer-Verlag, c1988. |

SERIES: | Graduate texts in mathematics ; 113 |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Rogers, L. C. G. |

TITLE: | Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams. |

EDITION: | 2nd ed. |

PUBLISHER: | Chichester, West Sussex, England ; New York : Wiley, c1994- |

SERIES: | Wiley series in probability and mathematical statistics |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Krylov, N. V. (Nikolai Vladimirovich) |

TITLE: | Introduction to the theory of diffusion processes / N.V. Krylov. |

PUBLISHER: | Providence, R.I. : American Mathematical Society, c1995. |

SERIES: | Translations of mathematical monographs, v. 142 |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Varadhan, S. R. S. |

TITLE: | Lectures on diffusion problems and partial differential equations / by S.R.S. Varadhan ; notes by Pl. Muthuramalingam, Tara R. Nanda. |

PUBLISHER: | Berlin ; New York : Springer-Verlag, 1980. |

SERIES: | Lectures on mathematics and physics. Mathematics ; 64 |

LOAN PERIOD: | 1 Week |

| |

AUTHOR: | Varadhan, S. R. S. |

TITLE: | Lectures on diffusion problems and partial differential equations / by S.R.S. Varadhan ; notes by Pl. Muthuramalingam, Tara R. Nanda. |

PUBLISHER: | Berlin ; New York : Springer-Verlag, 1980. |

SERIES: | Lectures on mathematics and physics. Mathematics ; 64 |

LOAN PERIOD: | 3 Days |

| |

AUTHOR: | Varadhan, S. R. S. |

TITLE: | Lectures on diffusion problems and partial differential equations / by S.R.S. Varadhan ; notes by Pl. Muthuramalingam, Tara R. Nanda. |

PUBLISHER: | Berlin ; New York : Springer-Verlag, 1980. |

SERIES: | Lectures on mathematics and physics. Mathematics ; 64 |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Varadhan, S. R. S. |

TITLE: | |

PUBLISHER: | Berlin ; New York : Springer-Verlag, 1980. |

SERIES: | Lectures on mathematics and physics. Mathematics ; 64 |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Ethier, Stewart N., 1948- |

TITLE: | Markov processes : characterization and convergence / Stewart N. Ethier and Thomas G. Kurtz. |

PUBLISHER: | New York : Wiley, c1986. |

SERIES: | Wiley series in probability and mathematical statistics |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Stroock, Daniel W. |

TITLE: | Multidimensional diffusion processes / Daniel W. Stroock, S. R. Srinivasa Varadhan. |

PUBLISHER: | Berlin ; New York : Springer Verlag, c1979. |

SERIES: | Grundlehren der mathematischen Wissenschaften ; 233 |

LOAN PERIOD: | 3 Days |

| |

AUTHOR: | Stroock, Daniel W. |

TITLE: | Multidimensional diffusion processes / Daniel W. Stroock, S. R. Srinivasa Varadhan. |

PUBLISHER: | Berlin ; New York : Springer Verlag, c1979. |

SERIES: | Grundlehren der mathematischen Wissenschaften ; 233 |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Stroock, Daniel W. |

TITLE: | Multidimensional diffusion processes / Daniel W. Stroock, S. R. Srinivasa Varadhan. |

PUBLISHER: | Berlin ; New York : Springer Verlag, c1979. |

SERIES: | Grundlehren der mathematischen Wissenschaften ; 233 |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Parthasarathy, K. R. |

TITLE: | Probability measures on metric spaces [by] K. R. Parthasarathy. |

PUBLISHER: | New York, Academic Press, 1967. |

SERIES: | Probability and mathematical statistics; a series of monographs and textbooks |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Parthasarathy, K. R. |

TITLE: | Probability measures on metric spaces [by] K. R. Parthasarathy. |

PUBLISHER: | New York, Academic Press, 1967. |

SERIES: | Probability and mathematical statistics; a series of monographs and textbooks |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Øksendal, B. K. (Bernt Karsten), 1945- |

TITLE: | Stochastic differential equations : an introduction with applications / Bernt Øksendal. |

EDITION: | 5th ed. |

PUBLISHER: | Berlin ; New York : Springer, c1998. |

SERIES: | Universitext |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Øksendal, B. K. (Bernt Karsten), 1945- |

TITLE: | Stochastic differential equations : an introduction with applications / Bernt Øksendal. |

EDITION: | 5th ed. |

PUBLISHER: | Berlin ; New York : Springer, c1998. |

SERIES: | Universitext |

LOAN PERIOD: | 2 Hours |

| |

AUTHOR: | Varadhan, S. R. S. |

TITLE: | Stochastic processes [by] S. R. S. Varadhan. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [1968] |

LOAN PERIOD: | 3 Days |

| |

AUTHOR: | Varadhan, S. R. S. |

TITLE: | Stochastic processes [by] S. R. S. Varadhan. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [1968] |

LOAN PERIOD: | 1 Day |

| |

AUTHOR: | Varadhan, S. R. S. |

TITLE: | Stochastic processes [by] S. R. S. Varadhan. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [1968] |

LOAN PERIOD: | 2 Hours |

| |