**Advanced Topics in Probability**

by S.R.S. Varadhan

**Publisher**: New York University 2011**Number of pages**: 203

**Description**:

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.

Download or read it online for free here:

**Download link**

(multiple PDF files)

## Similar books

**Lecture Notes on Free Probability**

by

**Vladislav Kargin**-

**arXiv**

Contents: Non-commutative Probability Spaces; Distributions; Freeness; Asymptotic Freeness of Random Matrices; Asymptotic Freeness of Haar Unitary Matrices; Free Products of Probability Spaces; Law of Addition; Limit Theorems; Multivariate CLT; etc.

(

**3092**views)

**Stochastic Processes**

by

**David Nualart**-

**Universitat de Barcelona**

From the table of contents: Stochastic Processes (Probability Spaces and Random Variables, Definitions and Examples); Jump Processes (The Poisson Process, Superposition of Poisson Processes); Markov Chains; Martingales; Stochastic Calculus.

(

**5858**views)

**Probability Theory**

by

**Curtis T. McMullen**-

**Harvard University**

Contents: The Sample Space; Elements of Combinatorial Analysis; Random Walks; Combinations of Events; Conditional Probability; The Binomial and Poisson Distributions; Normal Approximation; Unlimited Sequences of Bernoulli Trials; etc.

(

**4965**views)

**Chance and Luck**

by

**Richard A. Proctor**-

**Longmans, Green, and Co.**

This book contains a discussion of the laws of luck, coincidences, wagers, lotteries and the fallacies of gambling, notes on poker and martingales, explaining in detail the law of probability, the types of gambling, classification of gamblers, etc.

(

**7078**views)