Lectures on stochastic analysis : diffusion theory

Stroock, Daniel W.
Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1987.

Markov Processes from K. Ito''s Perspective (AM-155).

Stroock, Daniel W.
Princeton : Princeton University Press, 2003.

Partial differential equations for probabalists

Stroock, Daniel W.
Cambridge ; New York : Cambridge University Press, 2008.

Probability theory : an analytic view

Stroock, Daniel W.
Cambridge ; New York : Cambridge University Press, [2011]
2nd ed.