Varadhan, S. -- Advanced Probability (G63.2931VARA)

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
 
 
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
 
 
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
 
 
AUTHOR:Rogers, L. C. G.
TITLE:Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.
EDITION:2nd ed.
PUBLISHER:Cambridge, U.K. ; New York : Cambridge University Press, 2000-
SERIES:Cambridge mathematical library
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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]
 
 
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]
 
 
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]