If you liked Lectures on topics in stochastic differential equations by Daniel W. Stroock, start with Mathematics of probability (2013), Topics in probability theory (1973), and Probability Theory, an Analytic View (1994). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 Mathematics of probability 2013 · 284 pages · Daniel W. Stroock · Same author
  2. 2 Topics in probability theory 1973 · 179 pages · Daniel W. Stroock · Same author
  3. 3 Probability Theory, an Analytic View 1994 · 536 pages · Daniel W. Stroock · Same author
  4. 4 An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs) 1999 · 269 pages · Daniel W. Stroock · Same author
  5. 5 A concise introduction to the theory of integration 1990 · 184 pages · Daniel W. Stroock · Same author
  6. 6 Gaussian Measures in Finite and Infinite Dimensions 2023 · 144 pages · Daniel W. Stroock · Same author
  7. 7 Lectures on infinite interacting systems 1978 · 72 pages · Daniel W. Stroock · Same author
  8. 8 Large Deviations 1989 · 306 pages · Jean-Dominique Deuschel, Daniel W. Stroock · Same author
  9. 9 An Introduction to Markov Processes Graduate Texts in Mathematics 2013 · 203 pages · Daniel W. Stroock · Same author
  10. 10 An introduction to partial differential equations for probabilists 2008 · 215 pages · Daniel W. Stroock · Same author
  11. 11 Partial Differential Equations for Probabilists 2010 · 232 pages · Daniel W. Stroock · Same author
  12. 12 An introduction to the theory of large deviations 1984 · 196 pages · Daniel W. Stroock · Same author

Frequently asked questions

What should I read after Lectures on topics in stochastic differential equations?

BookOrb recommends Mathematics of probability (2013), Topics in probability theory (1973), Probability Theory, an Analytic View (1994), An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs) (1999), and A concise introduction to the theory of integration (1990).

Are there books like Lectures on topics in stochastic differential equations?

Yes. The list on this page is ranked from the closest matches BookOrb has for Lectures on topics in stochastic differential equations.

Who wrote Lectures on topics in stochastic differential equations?

Lectures on topics in stochastic differential equations is by Daniel W. Stroock.