The central and distinguishing feature shared by all the contributions made by K. Ito is the extr...

This book deals with equations that have played a central role in the interplay between partial d...

The first four chapters of this volume are based on lectures given by Stroock at MIT in 1987. The...

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a ...

These notes are based on a course which I gave during the academic year 1983-84 at the University...

This little book is the outgrowth of a one semester course which I have taught for each of the pa...

This book gives a somewhat unconventional introduction to  stochastic analysis.  A...

Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic di...

To some extent, it would be accurate to summarize the contents of this book as an intolerably pro...

This book covers the basics of modern probability theory. It begins with probability theory on fi...

When the first edition of this textbook published in 2011, it constituted a substantial revision ...