Daniel W. Stroock

Probability theory

2011

Multidimensional diffusion processes

2014

Essentials of Integration Theory for Analysis

2021

Partial Differential Equations for Probabilists

2012

Lectures on stochastic analysis

2010

A concise introduction to the theory of integration

1999

Probability Theory, an Analytic View

1994

Introduction to Markov Processes

2013

Elements of Stochastic Calculus and Analysis

2019

The legacy of Norbert Wiener

1997

Markov processes from K. Itô's perspective

2003

Markov Processes from K. Ito's Perspective (Am-155)

2003

An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs)

2005

A Concise Introduction to Analysis

2015

Partial Differential Equations for Probabalists [Sic]

2008

Mathematics of probability

2013

Lectures on topics in stochastic differential equations

1982

Gaussian Measures in Finite and Infinite Dimensions

2023