Welcome to E-Books Directory
This is a freely downloadable e-book.

Advanced Topics in Probability
by S.R.S. Varadhan

Publisher: New York University 2011

Topics: Brownian Motion; Continuous Parameter Martingales; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; Random Time Change; The two dimensional case; The General Case; Limit Theorems; Reflected Brownian Motion; Reflection in higher dimensions; Invariant Measures.

Home page url

Download or read it online here:

Download link

 (multiple PDF files)