Stochastic Processes and Applications: Diffusion Processes, the Fokker Planck Langevin Equations (Texts in Applied Mathematics, Band 60)

Stochastic Analysis and Diffusion Processes (Oxford Graduate Texts in Mathematics)

Thinking Probabilistically: Stochastic Processes, Disordered Systems, and Their Applications (Cambridge Texts in Applied Mathematics)

Discrete Stochastic Processes and Applications (Universitext)

Stochastic Partial Differential Equations AND Applications (LECTURE NOTES IN PURE APPLIED MATHEMATICS, Band 227)