Books

A Minicourse on Stochastic Partial Differential Equations

"Lecture Notes in Mathematics," Vol. 1962, Springer, Berlin (paperback, 2008) by Robert Dalang, Davar Khoshnevisan, David Nualart, Carl Mueller, and Yimin Xiao, and edited by D. Khoshnevisan and Firas Rassoul-Agha.
Order form (29.95 €/44.95$)
Cover photo Lectures based an NSF-funded minicourse on stochastic partial differential equations at the University of Utah in 2006. Includes an introduction to SPDEs, analysis of hyperbolic SPDEs, introduction to Malliavin calculus, duality and coupling, and fractal analysis. Intended for graduate students and researchers.

Probability

"Graduate Studies in Mathematics," American Mathematical Society, RI (hardback, 2007)
Cover photo This is a graduate course in probability theory that is intended primarily for a one-semester course, but can also be used for a standard two-semester course.
The list price is $36 for AMS members, and $45 for nonmembers.
  • Table of contents in PDF
  • AMS bookstore book link
  • Reviews: Z-Math

Multiparameter Processes

"Springer Monographs in Mathematics," Springer, NY (hardback , 2002; paperback, 2010)
Cover photo This is a research-level book that lays the foundations of a theory of multiparameter processes that has in mind applications to potential theory for random fields and Hausdorff dimension computations.




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