If you liked Elements of Stochastic Calculus and Analysis by Daniel W. Stroock, start with An introduction to Markov processes (2005), Probability Theory, an Analytic View (1994), and Concise Introduction to the Theory of Integration (2013). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Elements of Stochastic Calculus and Analysis · Daniel W. Stroock books in order

Recommended next reads

  1. 1 An introduction to Markov processes 2005 · 171 pages · Daniel W. Stroock · Same author
  2. 2 Probability Theory, an Analytic View 1994 · 536 pages · Daniel W. Stroock · Same author
  3. 3 Concise Introduction to the Theory of Integration 2013 · 184 pages · Daniel W. Stroock · Same author
  4. 4 The legacy of Norbert Wiener 1997 · 405 pages · I. M. Singer, Daniel W. Stroock · Same author
  5. 5 Markov processes from K. Itô's perspective 2003 · 272 pages · Daniel W. Stroock · Same author
  6. 6 Markov Processes from K. Ito's Perspective (Am-155) 2003 · 289 pages · Daniel W. Stroock · Same author
  7. 7 A Concise Introduction to Analysis 2015 · 230 pages · Daniel W. Stroock · Same author
  8. 8 Lectures on infinite interacting systems 1978 · 72 pages · Daniel W. Stroock · Same author
  9. 9 Multidimensional diffusion processes 1979 · 338 pages · Daniel W. Stroock · Same author
  10. 10 Topics in probability theory 1973 · 179 pages · Daniel W. Stroock · Same author
  11. 11 Lectures on topics in stochastic differential equations 1982 · 90 pages · Daniel W. Stroock · Same author
  12. 12 Mathematics of probability 2013 · 284 pages · Daniel W. Stroock · Same author

Frequently asked questions

What should I read after Elements of Stochastic Calculus and Analysis?

BookOrb recommends An introduction to Markov processes (2005), Probability Theory, an Analytic View (1994), Concise Introduction to the Theory of Integration (2013), The legacy of Norbert Wiener (1997), and Markov processes from K. Itô's perspective (2003).

Are there books like Elements of Stochastic Calculus and Analysis?

Yes. The list on this page is ranked from the closest matches BookOrb has for Elements of Stochastic Calculus and Analysis.

Who wrote Elements of Stochastic Calculus and Analysis?

Elements of Stochastic Calculus and Analysis is by Daniel W. Stroock.