If you liked Lectures on Stochastic Analysis by Daniel W. Stroock, start with Partial Differential Equations for Probabilists (2010), An introduction to the theory of large deviations (1984), and An introduction to partial differential equations for probabilists (2008). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Lectures on Stochastic Analysis · Daniel W. Stroock books in order

Recommended next reads

  1. 1 Partial Differential Equations for Probabilists 2010 · 232 pages · Daniel W. Stroock · Same author
  2. 2 An introduction to the theory of large deviations 1984 · 196 pages · Daniel W. Stroock · Same author
  3. 3 An introduction to partial differential equations for probabilists 2008 · 215 pages · Daniel W. Stroock · Same author
  4. 4 An introduction to Markov processes 2005 · 171 pages · Daniel W. Stroock · Same author
  5. 5 Elements of Stochastic Calculus and Analysis 2018 · 206 pages · Daniel W. Stroock · Same author
  6. 6 Essentials of Integration Theory for Analysis 2013 · 244 pages · Daniel W. Stroock · Same author
  7. 7 Probability Theory, an Analytic View 1994 · 536 pages · Daniel W. Stroock · Same author
  8. 8 Concise Introduction to the Theory of Integration 2013 · 184 pages · Daniel W. Stroock · Same author
  9. 9 Markov Processes from K. Ito's Perspective (Am-155) 2003 · 289 pages · Daniel W. Stroock · Same author
  10. 10 The legacy of Norbert Wiener 1997 · 405 pages · I. M. Singer, Daniel W. Stroock · Same author
  11. 11 Markov processes from K. Itô's perspective 2003 · 272 pages · Daniel W. Stroock · Same author

Frequently asked questions

What should I read after Lectures on Stochastic Analysis?

BookOrb recommends Partial Differential Equations for Probabilists (2010), An introduction to the theory of large deviations (1984), An introduction to partial differential equations for probabilists (2008), An introduction to Markov processes (2005), and Elements of Stochastic Calculus and Analysis (2018).

Are there books like Lectures on Stochastic Analysis?

Yes. The list on this page is ranked from the closest matches BookOrb has for Lectures on Stochastic Analysis.

Who wrote Lectures on Stochastic Analysis?

Lectures on Stochastic Analysis is by Daniel W. Stroock.