Varadhan -- Stochastic Analysis (G63.2931.002)

AUTHOR:Da Prato, Giuseppe.
TITLE:Kolmogorov equations for stochastic PDEs / Giuseppe Da Prato.
PUBLISHER:Basel ; Boston : Birkhäuser Verlag, c2004.
SERIES:Advanced courses in mathematics, CRM Barcelona
 
 
AUTHOR:Ikeda, Nobuyuki.
TITLE:Stochastic differential equations and diffusion processes / by Nobuyuki Ikeda and Shinzo Watanabe.
PUBLISHER:Amsterdam ; New York : North-Holland Pub. Co. ; Tokyo : Kodansha ; New York, NY : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1981.
SERIES:North-Holland mathematical library ; v. 24
 
 
AUTHOR:Malliavin, Paul, 1925-
TITLE:Stochastic analysis / Paul Malliavin.
PUBLISHER:Berlin ; New York : Springer, c1997.
SERIES:Grundlehren der mathematischen Wissenschaften, 313
 
 
AUTHOR:Hsu, Elton P., 1959-
TITLE:Stochastic analysis on manifolds / Elton P. Hsu.
PUBLISHER:Providence, R.I. : American Mathematical Society, c2002.
SERIES:Graduate studies in mathematics, v. 38
 
 
TITLE:Stochastic analysis : proceedings of the Taniguchi International Symposium on Stochastic Analysis, Katata and Kyoto, 1982 / Kiyosi Itô.
PUBLISHER:Amsterdam ; New York : North-Holland Pub. Co. ; [Tokyo] : Distributed in Japan by Kinokuniya Co., 1984.
SERIES:North-Holland mathematical library ; v. 32
 
 
AUTHOR:Stroock, Daniel W.
TITLE:An introduction to the analysis of paths on a Riemannian manifold / Daniel W. Stroock.
PUBLISHER:Providence, RI. : American Mathematical Society, 2000.
SERIES:Mathematical surveys and monographs, no. 74