From LévyType Processes to Parabolic SPDEs
Advanced Courses in CRMBarcelona, CRMBirkhĂ¤user, Basel, 2017;
(with René Schilling; Frederic Utzet and Lluis QuerSardanyons, ed.s).

These are notes based on a CRM course that René Schilling and I gave in 2014,
and are written in collaboration with René Schilling. 
 The list price is $39.99 at the Springer
bookstore. 
Analysis of Stochastic Partial Differential Equations
Published by the AMS on behalf of CBMS Regional Conference Series in
Mathematics 119, Providence RI, 2014 (116 pp).

These are notes based on a 2013 NSFCBMS course on stochastic partial differential equations.
The topics covered include a brief introduction to the stochastic heat equation, structure theory
for the linear stochastic heat equation, and an indepth look at intermittency properties of the
solution to semilinear stochastic heat equations. Specific topics include stochastic integrals
a la Norbert Wiener, an infinitedimensional Itotype stochastic integral,
an example of a parabolic Anderson model, and intermittency fronts.
There are many possible approaches to stochastic PDEs. The selection of topics and techniques
presented here are informed by the guiding example of the stochastic heat equation.
A copublication of the AMS and CBMS.
The list price is $29.60.

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 RassoulAgha.
Order form (29.95 €/44.95$)

Lectures based an NSFfunded 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.
 List of errata (last update October 4, 2013) in
PDF.
 Table of contents in PDF.

Probability
"
Graduate Studies in Mathematics,"
American Mathematical Society, RI (hardback, 2007)

This is a graduate course in probability theory that is intended
primarily for a onesemester course, but can also be used for a
standard twosemester course.
The list price is $36 for AMS members, and $45 for
nonmembers.
 List of errata (last update Dec 16, 2013; more will be added soon) in
PDF
 Table of contents in PDF
 AMS bookstore book
link
 Reviews: ZMath

Multiparameter Processes
"
Springer Monographs in Mathematics," Springer, NY (hardback , 2002;
paperback, 2010)

This is a researchlevel 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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