Stroock, Daniel W. Gaussian measures in finite and infinite dimensions. (English) Zbl 07686074 Universitext. Cham: Springer (ISBN 978-3-031-23121-6/pbk; 978-3-031-23122-3/ebook). xii, 144 p. (2023). MSC: 60-02 60G15 60B11 46G12 PDFBibTeX XMLCite \textit{D. W. Stroock}, Gaussian measures in finite and infinite dimensions. Cham: Springer (2023; Zbl 07686074) Full Text: DOI
Stroock, Daniel W. Elements of stochastic calculus and analysis. (English) Zbl 1428.60001 CRM Short Courses. Cham: Springer (ISBN 978-3-319-77037-6/hbk; 978-3-319-77038-3/ebook). xiv, 206 p. (2018). Reviewer: Jordan M. Stoyanov (Sofia) MSC: 60-01 60H05 60H07 60H30 60J65 PDFBibTeX XMLCite \textit{D. W. Stroock}, Elements of stochastic calculus and analysis. Cham: Springer (2018; Zbl 1428.60001) Full Text: DOI
Stroock, Daniel W. An exercise in Malliavin’s calculus. (English) Zbl 1329.35121 J. Math. Soc. Japan 67, No. 4, 1785-1799 (2015). MSC: 35H10 35J65 60J65 60H07 PDFBibTeX XMLCite \textit{D. W. Stroock}, J. Math. Soc. Japan 67, No. 4, 1785--1799 (2015; Zbl 1329.35121) Full Text: DOI Euclid
Itô, Kiyosi Stroock, Daniel W. (ed.); Varadhan, S. R. S. (ed.) Selected papers. Edited by Daniel W. Stroock and S. R. S. Varadhan. Reprint of the 1987 hardback edition. (English) Zbl 1298.01037 Berlin: Springer (ISBN 978-1-4614-9630-4/pbk). xxii, 647 p. (2014). MSC: 01A75 01A60 60-03 PDFBibTeX XMLCite \textit{K. Itô} et al., Selected papers. Edited by Daniel W. Stroock and S. R. S. Varadhan. Reprint of the 1987 hardback edition. Berlin: Springer (2014; Zbl 1298.01037)
Stroock, Daniel W. An introduction to Markov processes. 2nd corrected and enlarged ed. (English) Zbl 1295.60002 Graduate Texts in Mathematics 230. Berlin: Springer (ISBN 978-3-642-40522-8/hbk; 978-3-642-40523-5/ebook). xvii, 203 p. (2014). Reviewer: Mathias Trabs (Berlin) MSC: 60-01 60J05 60J25 37A30 PDFBibTeX XMLCite \textit{D. W. Stroock}, An introduction to Markov processes. 2nd corrected and enlarged ed. Berlin: Springer (2014; Zbl 1295.60002) Full Text: DOI
Stroock, Daniel W. An application of Gaussian measures to functional analysis. (English) Zbl 1297.46005 Viens, Frederi (ed.) et al., Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart. New York, NY: Springer (ISBN 978-1-4614-5905-7/hbk; 978-1-4614-5906-4/ebook). Springer Proceedings in Mathematics & Statistics 34, 3-8 (2013). Reviewer: Jochen Wengenroth (Trier) MSC: 46A30 60B05 46B09 PDFBibTeX XMLCite \textit{D. W. Stroock}, Springer Proc. Math. Stat. 34, 3--8 (2013; Zbl 1297.46005) Full Text: DOI
Stroock, Daniel W. Mathematics of probability. (English) Zbl 1303.60005 Graduate Studies in Mathematics 149. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-0907-4/hbk). xi, 284 p. (2013). Reviewer: Mihai Gradinaru (Rennes) MSC: 60-01 60A99 60F15 60G42 60G44 60J10 PDFBibTeX XMLCite \textit{D. W. Stroock}, Mathematics of probability. Providence, RI: American Mathematical Society (AMS) (2013; Zbl 1303.60005)
Chen, Linan; Stroock, Daniel W. Additive functions and Gaussian measures. (English) Zbl 1271.60053 Shiryaev, Albert N. (ed.) et al., Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Berlin: Springer (ISBN 978-3-642-33548-8/hbk; 978-3-642-33549-5/ebook). Springer Proceedings in Mathematics & Statistics 33, 215-223 (2013). MSC: 60G15 46G12 60B11 PDFBibTeX XMLCite \textit{L. Chen} and \textit{D. W. Stroock}, Springer Proc. Math. Stat. 33, 215--223 (2013; Zbl 1271.60053) Full Text: DOI
Kozdron, Michael J.; Richards, Larissa M.; Stroock, Daniel W. Determinants, their applications to Markov processes, and a random walk proof of Kirchhoff’s matrix tree theorem. arXiv:1306.2059 Preprint, arXiv:1306.2059 [math.PR] (2013). MSC: 60J27 05C81 BibTeX Cite \textit{M. J. Kozdron} et al., ``Determinants, their applications to Markov processes, and a random walk proof of Kirchhoff's matrix tree theorem'', Preprint, arXiv:1306.2059 [math.PR] (2013) Full Text: arXiv OA License
Stroock, Daniel W.; Varadhan, S. R. S. A probabilistic approach to \(H^p(\mathbb R^d)\). (English) Zbl 1316.42010 Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 288-303 (2012). MSC: 42A32 60J65 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 288--303 (2012; Zbl 1316.42010)
Stroock, Daniel W.; Varadhan, S. R. S. Diffusion processes. (English) Zbl 1316.60124 Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 280-287 (2012). MSC: 60J60 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 280--287 (2012; Zbl 1316.60124)
Stroock, Daniel W.; Varadhan, S. R. S. On the support of diffusion processes with applications to the strong maximum principle. (English) Zbl 1316.60123 Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 253-279 (2012). MSC: 60J60 35B50 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 253--279 (2012; Zbl 1316.60123)
Stroock, Daniel W.; Varadhan, S. R. S. On degenerate elliptic-parabolic operators of second order and their associated diffusions. (English) Zbl 1316.35134 Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 190-252 (2012). MSC: 35J70 35B05 60J60 35K10 35M99 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 190--252 (2012; Zbl 1316.35134)
Stroock, Daniel W.; Varadhan, S. R. S. Diffusion processes with boundary conditions. (English) Zbl 1316.76097 Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 111-189 (2012). MSC: 76R50 76F10 76N20 45E10 60J60 82C31 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 111--189 (2012; Zbl 1316.76097)
Stroock, Daniel W.; Varadhan, S. R. S. Diffusion processes with continuous coefficients. II. (English) Zbl 1316.60122 Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 59-110 (2012). MSC: 60J60 58J65 82C31 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 59--110 (2012; Zbl 1316.60122)
Stroock, Daniel W.; Varadhan, S. R. S. Diffusion processes with continuous coefficients. I. (English) Zbl 1316.60121 Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 3-58 (2012). MSC: 60J60 58J65 82C31 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 3--58 (2012; Zbl 1316.60121)
Papanicolaou, G. C.; Stroock, Daniel W.; Varadhan, S. R. S. Martingale approach to some limit theorems. (English) Zbl 1316.60097 Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 204-325 (2012). MSC: 60H10 60F10 60J60 60J75 82C70 PDFBibTeX XMLCite \textit{G. C. Papanicolaou} et al., in: Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 204--325 (2012; Zbl 1316.60097)
Stroock, Daniel W.; Varadhan, S. R. S. Limit theorems for random walks on Lie groups. (English) Zbl 1316.60016 Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 186-203 (2012). MSC: 60B15 60G50 60J99 82B41 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, in: Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 186--203 (2012; Zbl 1316.60016)
Stroock, Daniel W. Varadhan’s work on large deviations. (English) Zbl 1316.60036 Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 32-36 (2012). MSC: 60F10 60-03 01A60 PDFBibTeX XMLCite \textit{D. W. Stroock}, in: Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 32--36 (2012; Zbl 1316.60036)
Stroock, Daniel W. Varadhan’s work on diffusion theory. (English) Zbl 1316.60120 Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 25-31 (2012). MSC: 60J60 60-03 01A60 PDFBibTeX XMLCite \textit{D. W. Stroock}, in: Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency. 25--31 (2012; Zbl 1316.60120)
Najnudel, Joseph; Stroock, Daniel; Yor, Marc On a flow of transformations of a Wiener space. (English) Zbl 1338.60176 Decreusefond, Laurent (ed.) et al., Stochastic analysis and related topics. In honour of Ali Süleyman Üstünel, Paris, June 2010. Papers based on the presentations at the 9th workshop, Paris, France, June 14–15, 2010. Berlin: Springer (ISBN 978-3-642-29981-0/hbk; 978-3-642-29982-7/ebook). Springer Proceedings in Mathematics & Statistics 22, 119-131 (2012). MSC: 60H99 60J60 60G15 42B10 PDFBibTeX XMLCite \textit{J. Najnudel} et al., Springer Proc. Math. Stat. 22, 119--131 (2012; Zbl 1338.60176) Full Text: DOI arXiv
Stroock, Daniel W. Partial differential equations for probabilists. Reprint of the 2008 hardback ed. (English) Zbl 1245.35004 Cambridge Studies in Advanced Mathematics 112. Cambridge: Cambridge University Press (ISBN 978-1-107-40052-8/pbk; 978-0-511-75525-5/ebook). xv, 215 p. (2012). MSC: 35-02 60-02 60J25 PDFBibTeX XMLCite \textit{D. W. Stroock}, Partial differential equations for probabilists. Reprint of the 2008 hardback ed. Cambridge: Cambridge University Press (2012; Zbl 1245.35004) Full Text: DOI
Ikeda, Nobuyuki; Nualart, David; Stroock, Daniel W. Malliavin calculus at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998). (English) Zbl 1261.60004 Probability at Saint-Flour. Berlin: Springer (ISBN 978-3-642-25931-9/pbk). vii, 346 p. (2012). Reviewer: Nicolas Perkowski (Berlin) MSC: 60-06 00B60 60H07 60H15 PDFBibTeX XMLCite \textit{N. Ikeda} et al., Malliavin calculus at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998). Berlin: Springer (2012; Zbl 1261.60004)
Evans, Lawrence Christopher; Stroock, Daniel W. An approximation scheme for reflected stochastic differential equations. (English) Zbl 1267.60077 Stochastic Processes Appl. 121, No. 7, 1464-1491 (2011). MSC: 60H35 60F17 60H10 60J60 PDFBibTeX XMLCite \textit{L. C. Evans} and \textit{D. W. Stroock}, Stochastic Processes Appl. 121, No. 7, 1464--1491 (2011; Zbl 1267.60077) Full Text: DOI arXiv
Stroock, Daniel W. Probability theory. An analytic view. 2nd ed. (English) Zbl 1223.60001 Cambridge: Cambridge University Press (ISBN 978-0-521-13250-3/pbk; 978-0-521-76158-1/hbk; 978-1-139-00562-3/ebook). xxi, 527 p. (2011). Reviewer: Nicolas Perkowski (Berlin) MSC: 60-01 60F05 60E07 60G51 60G46 60G15 PDFBibTeX XMLCite \textit{D. W. Stroock}, Probability theory. An analytic view. 2nd ed. Cambridge: Cambridge University Press (2011; Zbl 1223.60001) Full Text: DOI
Stroock, Daniel W. Maps that take Gaussian measures to Gaussian measures. (English) Zbl 1278.46043 Ill. J. Math. 54, No. 4, 1343-1355 (2010). Reviewer: Olga Maleva (Birmingham) MSC: 46G12 60B11 PDFBibTeX XMLCite \textit{D. W. Stroock}, Ill. J. Math. 54, No. 4, 1343--1355 (2010; Zbl 1278.46043) Full Text: Euclid
Chen, Linan; Stroock, Daniel W. The fundamental solution to the Wright-Fisher equation. (English) Zbl 1221.35013 SIAM J. Math. Anal. 42, No. 2, 539-567 (2010). Reviewer: Dora Selesi (Novi Sad) MSC: 35A08 35B45 35K65 35K20 60J70 PDFBibTeX XMLCite \textit{L. Chen} and \textit{D. W. Stroock}, SIAM J. Math. Anal. 42, No. 2, 539--567 (2010; Zbl 1221.35013) Full Text: DOI
Stroock, Daniel W. Some thoughts about Segal’s ergodic theorem. (English) Zbl 1200.60030 Colloq. Math. 118, No. 1, 89-105 (2010). Reviewer: Nicolas Perkowski (Berlin) MSC: 60G15 28D05 60G17 PDFBibTeX XMLCite \textit{D. W. Stroock}, Colloq. Math. 118, No. 1, 89--105 (2010; Zbl 1200.60030) Full Text: DOI
Stroock, Daniel W. Abstract Wiener space, revisited. (English) Zbl 1331.60059 Commun. Stoch. Anal. 2, No. 1, 145-151 (2008). MSC: 60G15 60G17 PDFBibTeX XMLCite \textit{D. W. Stroock}, Commun. Stoch. Anal. 2, No. 1, 145--151 (2008; Zbl 1331.60059)
Pang, Huadong; Stroock, Daniel W. A highly unstable initial value boundary value problem. (English) Zbl 1173.35514 J. Funct. Anal. 255, No. 9, 2579-2605 (2008). MSC: 35K15 60J50 35A05 35B50 35R25 35K55 PDFBibTeX XMLCite \textit{H. Pang} and \textit{D. W. Stroock}, J. Funct. Anal. 255, No. 9, 2579--2605 (2008; Zbl 1173.35514) Full Text: DOI
Stroock, Daniel W. Partial differential equations for probabilists. (English) Zbl 1145.35002 Cambridge Studies in Advanced Mathematics 112. Cambridge: Cambridge University Press (ISBN 978-0-521-88651-2/hbk). xv, 215 p. (2008). Reviewer: Vicenţiu D. Rădulescu (Craiova) MSC: 35-02 60-02 60J25 PDFBibTeX XMLCite \textit{D. W. Stroock}, Partial differential equations for probabilists. Cambridge: Cambridge University Press (2008; Zbl 1145.35002)
Stroock, Daniel W. Itô geometry. (English) Zbl 1156.60061 Jpn. J. Math. (3) 2, No. 1, 133-135 (2007). MSC: 60J25 60H05 60H20 PDFBibTeX XMLCite \textit{D. W. Stroock}, Jpn. J. Math. (3) 2, No. 1, 133--135 (2007; Zbl 1156.60061) Full Text: DOI
Pang, Huadong; Stroock, Daniel W. A peculiar two point boundary value problem. (English) Zbl 1208.60079 Ann. Probab. 35, No. 5, 1623-1641 (2007). MSC: 60J60 35K20 PDFBibTeX XMLCite \textit{H. Pang} and \textit{D. W. Stroock}, Ann. Probab. 35, No. 5, 1623--1641 (2007; Zbl 1208.60079) Full Text: DOI arXiv
Stroock, Daniel W. A remarkably interesting, simple P.D.E. (English) Zbl 1121.35320 Figiel, Tadeuz (ed.) et al., Approximation and probability. Papers of the conference held on the occasion of the 70th anniversary of Prof. Zbigniew Ciesielski, Bȩdlewo, Poland, September 20–24, 2004. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 72, 327-331 (2006). MSC: 35K05 35B50 35B35 60J25 PDFBibTeX XMLCite \textit{D. W. Stroock}, Banach Cent. Publ. 72, 327--331 (2006; Zbl 1121.35320) Full Text: Link
Stroock, Daniel W.; Williams, David Further study of a simple PDE. (English) Zbl 1102.35004 Ill. J. Math. 50, No. 1-4, 961-989 (2006). MSC: 35A05 60J50 31C35 35B50 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{D. Williams}, Ill. J. Math. 50, No. 1--4, 961--989 (2006; Zbl 1102.35004)
Friz, P.; Lyons, T.; Stroock, D. Lévy’s area under conditioning. (English) Zbl 1099.60054 Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 1, 89-101 (2006). Reviewer: Catherine Rainer (Brest) MSC: 60J65 60G15 60H05 PDFBibTeX XMLCite \textit{P. Friz} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 42, No. 1, 89--101 (2006; Zbl 1099.60054) Full Text: DOI Numdam Numdam EuDML
Stroock, Daniel W.; Varadhan, S. R. Srinivasa Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). (English) Zbl 1103.60005 Classics in Mathematics. Berlin: Springer (ISBN 3-540-28998-4/hbk). xii, 338 p. (2006). Reviewer: Pavel Gapeev (Berlin) MSC: 60-02 60J60 60G44 60J25 60H10 60F17 93Exx PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{S. R. S. Varadhan}, Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). Berlin: Springer (2006; Zbl 1103.60005) Backlinks: MO
Stroock, Daniel W.; Williams, David A simple PDE and Wiener-Hopf Riccati equations. (English) Zbl 1082.35173 Commun. Pure Appl. Math. 58, No. 8, 1116-1148 (2005). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 35R60 60H30 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{D. Williams}, Commun. Pure Appl. Math. 58, No. 8, 1116--1148 (2005; Zbl 1082.35173) Full Text: DOI
Stroock, Daniel W. An introduction to Markov processes. (English) Zbl 1068.60003 Graduate Texts in Mathematics 230. Berlin: Springer (ISBN 3-540-23499-3/hbk; 3-540-23451-9/pbk). xiv, 171 p. (2005). Reviewer: Evelyn Buckwar (Berlin) MSC: 60-01 60J05 60J25 37A30 PDFBibTeX XMLCite \textit{D. W. Stroock}, An introduction to Markov processes. Berlin: Springer (2005; Zbl 1068.60003) Full Text: DOI
Stroock, Daniel W. Brownian motion on a submanifold. (English) Zbl 1066.58018 Commun. Anal. Geom. 12, No. 1-2, 165-182 (2004). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J65 60J65 PDFBibTeX XMLCite \textit{D. W. Stroock}, Commun. Anal. Geom. 12, No. 1--2, 165--182 (2004; Zbl 1066.58018) Full Text: DOI Euclid
Stroock, Daniel W. Some comments about Itô’s construction procedure. (English) Zbl 1062.60073 Kunita, Hiroshi (ed.) et al., Stochastic analysis and related topics in Kyoto. In honour of Kiyoshi Itô. Lectures given at the conference, Kyoto, Japan, September 4–7, 2002. Tokyo: Mathematical Society of Japan (ISBN 4-931469-26-4/hbk). Advanced Studies in Pure Mathematics 41, 319-331 (2004). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J25 60G44 PDFBibTeX XMLCite \textit{D. W. Stroock}, Adv. Stud. Pure Math. 41, 319--331 (2004; Zbl 1062.60073)
Rosu, Ioanid; Stroock, Daniel W. On the derivation of the Black-Scholes formula. (English) Zbl 1062.91039 Azéma, J. (ed.) et al., 37th seminar on probability. Berlin: Springer (ISBN 3-540-20520-9/pbk). Lect. Notes Math. 1832, 399-414 (2003). MSC: 91G20 60H30 PDFBibTeX XMLCite \textit{I. Rosu} and \textit{D. W. Stroock}, Lect. Notes Math. 1832, 399--414 (2003; Zbl 1062.91039)
Rosenblatt, Joseph; Stroock, Daniel; Taylor, Michael Group actions and singular martingales. (English) Zbl 1036.60037 Ergodic Theory Dyn. Syst. 23, No. 1, 293-305 (2003). Reviewer: Alexander Kachurovskij (Novosibirsk) MSC: 60G42 28C10 28D15 37A50 PDFBibTeX XMLCite \textit{J. Rosenblatt} et al., Ergodic Theory Dyn. Syst. 23, No. 1, 293--305 (2003; Zbl 1036.60037) Full Text: DOI
Stroock, Daniel W. Markov processes from K. Itô’s perspective. (English) Zbl 1070.60003 Annals of Mathematics Studies 155. Princeton, NJ: Princeton University Press (ISBN 0-691-11543-5/pbk). xvi, 267 p. (2003). Reviewer: Chen Mu-Fa (Beijing) MSC: 60-02 60H05 60J25 60J65 PDFBibTeX XMLCite \textit{D. W. Stroock}, Markov processes from K. Itô's perspective. Princeton, NJ: Princeton University Press (2003; Zbl 1070.60003) Full Text: DOI
Stroock, Daniel W. The Ornstein-Uhlenbeck process in a Riemannian manifold. (English) Zbl 1054.60084 Yang, Lo (ed.) et al., First international congress of Chinese mathematicians. Proceedings of the ICCM ’98, Beijing, China, December 12–16, 1998. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-2652-2/pbk). AMS/IP Stud. Adv. Math. 20, 11-23 (2001). Reviewer: René L. Schilling (Marburg) MSC: 60J60 58J65 60H15 PDFBibTeX XMLCite \textit{D. W. Stroock}, AMS/IP Stud. Adv. Math. 20, 11--23 (2001; Zbl 1054.60084)
Stroock, Daniel W. Probability theory. A somewhat narrow perspective. (English) Zbl 1005.60071 Engquist, Björn (ed.) et al., Mathematics unlimited - 2001 and beyond. Berlin: Springer. 1105-1113 (2001). Reviewer: Jeffrey J.Mitchell (Waco) MSC: 60H07 58J65 PDFBibTeX XMLCite \textit{D. W. Stroock}, in: Mathematics unlimited---2001 and beyond. Berlin: Springer. 1105--1113 (2001; Zbl 1005.60071)
Stroock, Daniel W. Doing analysis by tossing a coin. (English) Zbl 1052.60500 Math. Intell. 22, No. 2, 66-72 (2000). MSC: 60-01 26A27 60G30 PDFBibTeX XMLCite \textit{D. W. Stroock}, Math. Intell. 22, No. 2, 66--72 (2000; Zbl 1052.60500) Full Text: DOI
Stroock, Daniel W. Probability theory, an analytic view. Rev. ed. (English) Zbl 0960.60001 Cambridge: Cambridge University Press. xvi, 536 p. (2000). Reviewer: M.Schweizer (Berlin) MSC: 60-01 60F05 60J45 60G46 PDFBibTeX XMLCite \textit{D. W. Stroock}, Probability theory, an analytic view. Rev. ed. Cambridge: Cambridge University Press (2000; Zbl 0960.60001)
Stroock, Daniel W. An introduction to the analysis of paths on a Riemannian manifold. (English) Zbl 0942.58001 Mathematical Surveys and Monographs. 74. Providence, RI: American Mathematical Society (AMS). xvii, 269 p. (2000). Reviewer: Mihai Gradinaru (Nancy) MSC: 58-01 60J65 58J65 60-01 60J60 60D05 PDFBibTeX XMLCite \textit{D. W. Stroock}, An introduction to the analysis of paths on a Riemannian manifold. Providence, RI: American Mathematical Society (2000; Zbl 0942.58001)
Stroock, Daniel W. An introduction to analysis on path space. (English) Zbl 1069.58502 Hsu, Elton P. (ed.) et al., Probability theory and applications. Providence, RI: AMS, American Mathematical Society, Institute for Advanced Study (ISBN 0-8218-0590-8). IAS/ Park City Math. Ser. 6, 227-276 (1999). MSC: 58J65 60H07 PDFBibTeX XMLCite \textit{D. W. Stroock}, in: Probability theory and applications. Providence, RI: AMS, American Mathematical Society, Institute for Advanced Study. 227--276 (1999; Zbl 1069.58502)
Hsu, Elton P. (ed.); Varadhan, S. R. S. (ed.) [Durrett, Rick; Chayes, Jennifer Tour; Puha, Amber L.; Sweet, Ted; Jensen, Leif; Yau, Horng-Tzer; Stroock, Daniel W.; Avellaneda, Marco] Probability theory and applications. (English) Zbl 0932.60005 IAS/ Park City Mathematics Series. 6. Providence, RI: American Mathematical Society (AMS)., Institute for Advanced Study. x, 374 p. (1999). Reviewer: Ulrich Horst (Berlin) MSC: 60-06 82-02 60-02 PDFBibTeX XMLCite \textit{E. P. Hsu} (ed.) and \textit{S. R. S. Varadhan} (ed.), Probability theory and applications. Providence, RI: AMS, American Mathematical Society, Institute for Advanced Study (1999; Zbl 0932.60005)
Stroock, Daniel W. Non-divergence form operators and variations on Yau’s explosion criterion. (English) Zbl 1101.58304 J. Fourier Anal. Appl. 4, No. 4-5, 565-574 (1998). MSC: 58J65 35J60 58J35 60H30 PDFBibTeX XMLCite \textit{D. W. Stroock}, J. Fourier Anal. Appl. 4, No. 4--5, 565--574 (1998; Zbl 1101.58304) Full Text: DOI EuDML
Stroock, Daniel W.; Turetsky, James Short time behavior of logarithmic derivatives of the heat kernel. (English) Zbl 0930.37027 Asian J. Math. 1, No. 1, 17-33 (1997). Reviewer: Messoud Efendiev (Berlin) MSC: 37H10 60H99 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{J. Turetsky}, Asian J. Math. 1, No. 1, 17--33 (1997; Zbl 0930.37027) Full Text: DOI
Stroock, Daniel W.; Zheng, Weian Markov chain approximations to symmetric diffusions. (English) Zbl 0885.60065 Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 5, 619-649 (1997). Reviewer: Qian Minping (Beijing) MSC: 60J60 60J10 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{W. Zheng}, Ann. Inst. Henri Poincaré, Probab. Stat. 33, No. 5, 619--649 (1997; Zbl 0885.60065) Full Text: DOI Numdam EuDML
Stroock, D.; Taniguchi, S. Diffusions as integral curves on manifolds and Lie groups. (English) Zbl 0879.58082 Ibragimov, I. A. (ed.) et al., Probability theory and mathematical statistics. Lectures presented at the semester held in St. Petersburg, Russia, March 2–April 23, 1993. Amsterdam: Gordon and Breach Publishers. 219-226 (1996). Reviewer: J.Picard (Aubière) MSC: 58J65 60J60 PDFBibTeX XMLCite \textit{D. Stroock} and \textit{S. Taniguchi}, in: Probability theory and mathematical statistics. Lectures presented at the semester held in St. Petersburg, Russia, March 2--April 23, 1993. Amsterdam: Gordon and Breach Publishers. 219--226 (1996; Zbl 0879.58082)
Stroock, Daniel W. An estimate on the Hessian of the heat kernel. (English) Zbl 0868.58075 Ikeda, N. (ed.) et al., Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 355-371 (1996). Reviewer: J.Picard (Aubière) MSC: 58J35 60H07 58J65 60H30 PDFBibTeX XMLCite \textit{D. W. Stroock}, in: Itô's stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 355--371 (1996; Zbl 0868.58075)
Stroock, Daniel W. Gaussian measures in traditional and not so traditional settings. (English) Zbl 0854.60081 Bull. Am. Math. Soc., New Ser. 33, No. 2, 135-155 (1996). Reviewer: J.Bertoin (Paris) MSC: 60J65 60-01 35K05 53C99 PDFBibTeX XMLCite \textit{D. W. Stroock}, Bull. Am. Math. Soc., New Ser. 33, No. 2, 135--155 (1996; Zbl 0854.60081) Full Text: DOI
Enchev, Ognian; Stroock, Daniel W. Pinned Brownian motion and its perturbations. (English) Zbl 0853.58111 Adv. Math. 119, No. 2, 127-154 (1996). Reviewer: Yu.E.Gliklikh (Voronezh) MSC: 58J65 60J65 58C35 PDFBibTeX XMLCite \textit{O. Enchev} and \textit{D. W. Stroock}, Adv. Math. 119, No. 2, 127--154 (1996; Zbl 0853.58111) Full Text: DOI
Enchev, Ognian; Strook, Daniel W. Towards a Riemannian geometry on the path space over a Riemannian manifold. (English) Zbl 0847.58080 J. Funct. Anal. 134, No. 2, 392-416 (1995). Reviewer: S.Eloshvili (Tbilisi) MSC: 58J65 60J65 PDFBibTeX XMLCite \textit{O. Enchev} and \textit{D. W. Strook}, J. Funct. Anal. 134, No. 2, 392--416 (1995; Zbl 0847.58080) Full Text: DOI
Enchev, O.; Strook, D. Integration by parts for pinned Brownian motion. (English) Zbl 0845.58055 Math. Res. Lett. 2, No. 2, 161-169 (1995). Reviewer: Yu.E.Gliklikh (Voronezh) MSC: 58J65 60J65 PDFBibTeX XMLCite \textit{O. Enchev} and \textit{D. Strook}, Math. Res. Lett. 2, No. 2, 161--169 (1995; Zbl 0845.58055) Full Text: DOI
Stroock, D.; Zegarliński, B. On the ergodic properties of Glauber dynamics. (English) Zbl 1081.60562 J. Stat. Phys. 81, No. 5-6, 1007-1019 (1995). MSC: 60K35 82C20 PDFBibTeX XMLCite \textit{D. Stroock} and \textit{B. Zegarliński}, J. Stat. Phys. 81, No. 5--6, 1007--1019 (1995; Zbl 1081.60562) Full Text: DOI
Aida, S.; Stroock, D. Moment estimates derived from Poincaré and logarithmic Sobolev inequalities. (English) Zbl 0862.60064 Math. Res. Lett. 1, No. 1, 75-86 (1994). Reviewer: B.Opic (Praha) MSC: 60J35 26D15 28C20 PDFBibTeX XMLCite \textit{S. Aida} and \textit{D. Stroock}, Math. Res. Lett. 1, No. 1, 75--86 (1994; Zbl 0862.60064) Full Text: DOI
Stroock, D.; Taniguchi, S. Diffusions as integral curves, or Stratonovich without Itô. (English) Zbl 0814.60074 Freidlin, Mark I. (ed.), The Dynkin Festschrift. Markov processes and their applications. In celebration of Eugene B. Dynkin’s 70th birthday. Boston, MA: Birkhäuser. Prog. Probab. 34, 333-369 (1994). Reviewer: J.Franchi (Paris) MSC: 60J60 PDFBibTeX XMLCite \textit{D. Stroock} and \textit{S. Taniguchi}, Prog. Probab. 34, 333--369 (1994; Zbl 0814.60074)
Kusuoka, Shigeo; Stroock, Daniel W. Asymptotics of certain Wiener functionals with degenerate extrema. (English) Zbl 0812.60043 Commun. Pure Appl. Math. 47, No. 4, 477-501 (1994). Reviewer: A.Yu.Veretennikov (Moskva) MSC: 60H07 60F99 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{D. W. Stroock}, Commun. Pure Appl. Math. 47, No. 4, 477--501 (1994; Zbl 0812.60043) Full Text: DOI
Stroock, Daniel W. Logarithmic Sobolev inequalities for Gibbs states. (English) Zbl 0801.60056 Dell’Antonio, Gianfausto (ed.) et al., Dirichlet forms. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Varenna, Italy, June 8-19, 1992. Berlin: Springer-Verlag. Lect. Notes Math. 1563, 194-228 (1993). Reviewer: A.Korzeniowski (Arlington) MSC: 60H30 82B20 58J65 PDFBibTeX XMLCite \textit{D. W. Stroock}, Lect. Notes Math. 1563, 194--228 (1993; Zbl 0801.60056)
Stroock, Daniel W. Probability theory: an analytic view. (English) Zbl 0925.60004 Cambridge: Cambridge University Press. xvi, 512 p. (1993). MSC: 60-01 60F05 60J45 60G46 PDFBibTeX XMLCite \textit{D. W. Stroock}, Probability theory: an analytic view. Cambridge: Cambridge University Press (1993; Zbl 0925.60004)
Enchev, O.; Stroock, D. W. Anticipative diffusion and related change of measures. (English) Zbl 0804.60072 J. Funct. Anal. 116, No. 2, 449-477 (1993). Reviewer: R.Mikulevičius (Los Angeles) MSC: 60J65 PDFBibTeX XMLCite \textit{O. Enchev} and \textit{D. W. Stroock}, J. Funct. Anal. 116, No. 2, 449--477 (1993; Zbl 0804.60072) Full Text: DOI
Aida, S.; Kusuoka, S.; Stroock, D. On the support of Wiener functionals. (English) Zbl 0790.60047 Elworthy, K. D. (ed.) et al., Asymptotic problems in probability theory: Wiener functionals and asymptotics. Proceedings of the 26th Taniguchi international symposium, Sanda and Kyoto, Japan, August 31 - September 5, 1990. Harlow, Essex: Longman Scientific & Technical. Pitman Res. Notes Math. Ser. 284, 3-34 (1993). Reviewer: D.R.Bell (Jacksonville) MSC: 60H07 PDFBibTeX XMLCite \textit{S. Aida} et al., Pitman Res. Notes Math. Ser. 284, 3--34 (1993; Zbl 0790.60047)
Enchev, O.; Stroock, D. W. Rademacher’s theorem for Wiener functionals. (English) Zbl 0773.60042 Ann. Probab. 21, No. 1, 25-33 (1993). Reviewer: J.Picard (Aubière) MSC: 60H07 26B05 PDFBibTeX XMLCite \textit{O. Enchev} and \textit{D. W. Stroock}, Ann. Probab. 21, No. 1, 25--33 (1993; Zbl 0773.60042) Full Text: DOI
Ben Arous, Gérard; Deuschel, Jean-Dominique; Stroock, D. W. Precise asymptotics in large deviations. (English) Zbl 0791.60017 Bull. Sci. Math., II. Sér. 117, No. 1, 107-124 (1993). Reviewer: U.F.Schmock (Zürich) MSC: 60F10 60K35 82B26 PDFBibTeX XMLCite \textit{G. Ben Arous} et al., Bull. Sci. Math., II. Sér. 117, No. 1, 107--124 (1993; Zbl 0791.60017)
Stroock, Daniel W.; Zegarlinski, Boguslaw The logarithmic Sobolev inequality for discrete spin systems on a lattice. (English) Zbl 0758.60070 Commun. Math. Phys. 149, No. 1, 175-193 (1992). Reviewer: A.Korzeniowski (Arlington) MSC: 60J25 47D07 82C20 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{B. Zegarlinski}, Commun. Math. Phys. 149, No. 1, 175--193 (1992; Zbl 0758.60070) Full Text: DOI
Stroock, Daniel W.; Zegarlinski, Boguslaw The equivalence of the logarithmic Sobolev inequality and the Dobrushin- Shlosman mixing condition. (English) Zbl 0745.60104 Commun. Math. Phys. 144, No. 2, 303-323 (1992). MSC: 60K35 82B20 82C20 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{B. Zegarlinski}, Commun. Math. Phys. 144, No. 2, 303--323 (1992; Zbl 0745.60104) Full Text: DOI
Stroock, Daniel W. Estimates on the heat kernel for second order divergence form operators. (English) Zbl 0779.60065 Probability theory, Proc. Singapore Probab. Conf., Singapore/Singapore 1989, 29-44 (1992). Reviewer: R.Manthey (Jena) MSC: 60J35 35K05 47D07 PDFBibTeX XMLCite \textit{D. W. Stroock}, in: Probability theory. Proceedings of the 1989 Singapore probability conference, held at the National University of Singapore, June 8-16, 1989. Berlin: Walter de Gruyter. 29--44 (1992; Zbl 0779.60065)
Stroock, Daniel W. Microcanonical distributions for one dimensional lattice gases. (English) Zbl 0756.60100 Stochastic analysis and applications, Proc. 1st Lisbon Conf., Lisbon/Port. 1989, Prog. Probab. 26, 190-197 (1991). Reviewer: S.Pogosian (Erevan) MSC: 60K35 PDFBibTeX XMLCite \textit{D. W. Stroock}, Prog. Probab. 26, 190--197 (1991; Zbl 0756.60100)
Diaconis, Persi; Stroock, Daniel Geometric bounds for eigenvalues of Markov chains. (English) Zbl 0731.60061 Ann. Appl. Probab. 1, No. 1, 36-61 (1991). Reviewer: S.Grigorescu (Bucureşti) MSC: 60J10 60G50 60C05 PDFBibTeX XMLCite \textit{P. Diaconis} and \textit{D. Stroock}, Ann. Appl. Probab. 1, No. 1, 36--61 (1991; Zbl 0731.60061) Full Text: DOI
Deuschel, Jean-Dominique; Stroock, Daniel W.; Zessin, Hans Microcanonical distributions for lattice gases. (English) Zbl 0727.60025 Commun. Math. Phys. 139, No. 1, 83-101 (1991). Reviewer: A.Plikusas (Vilnius) MSC: 60F10 82C22 60K35 PDFBibTeX XMLCite \textit{J.-D. Deuschel} et al., Commun. Math. Phys. 139, No. 1, 83--101 (1991; Zbl 0727.60025) Full Text: DOI
Doss, Halim; Stroock, Daniel W. Nouveaux résultats concernant les petites perturbations de systèmes dynamiques. (New results concerning small perturbations of dynamical systems). (French) Zbl 0736.60050 J. Funct. Anal. 101, No. 2, 370-391 (1991). MSC: 60H10 60F10 34F05 PDFBibTeX XMLCite \textit{H. Doss} and \textit{D. W. Stroock}, J. Funct. Anal. 101, No. 2, 370--391 (1991; Zbl 0736.60050) Full Text: DOI
Kusuoka, Shigeo; Stroock, Daniel W. Precise asymptotics of certain Wiener functionals. (English) Zbl 0738.60054 J. Funct. Anal. 99, No. 1, 1-74 (1991). Reviewer: D.R.Bell (Jacksonville) MSC: 60H07 60F10 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{D. W. Stroock}, J. Funct. Anal. 99, No. 1, 1--74 (1991; Zbl 0738.60054) Full Text: DOI
Stroock, Daniel W.; Zeitouni, Ofer Microcanonical distributions, Gibbs states, and the equivalence of ensembles. (English) Zbl 0745.60105 Random walks, Brownian motion, and interacting particle systems, Festschr. in Honor of Frank Spitzer, Prog. Probab. 28, 399-424 (1991). Reviewer: M.Chen (Beijing) MSC: 60K35 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{O. Zeitouni}, Prog. Probab. None, 399--424 (1991; Zbl 0745.60105)
Deuschel, Jean-Dominique; Stroock, Daniel W. Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models. (English) Zbl 0705.60066 J. Funct. Anal. 92, No. 1, 30-48 (1990). Reviewer: M.Demuth MSC: 60J60 PDFBibTeX XMLCite \textit{J.-D. Deuschel} and \textit{D. W. Stroock}, J. Funct. Anal. 92, No. 1, 30--48 (1990; Zbl 0705.60066) Full Text: DOI
Deuschel, J. D.; Stroock, D. W. A function space large deviation principle for certain stochastic integrals. (English) Zbl 0682.60018 Probab. Theory Relat. Fields 83, No. 1, 279-307 (1989). Reviewer: L.Arnold MSC: 60F10 60H05 PDFBibTeX XMLCite \textit{J. D. Deuschel} and \textit{D. W. Stroock}, Probab. Theory Relat. Fields 83, No. 1, 279--307 (1989; Zbl 0682.60018) Full Text: DOI
Holley, Richard A.; Stroock, Daniel W. Uniform and \(L^ 2\) convergence in one dimensional stochastic Ising models. (English) Zbl 0666.60104 Commun. Math. Phys. 123, No. 1, 85-93 (1989). MSC: 60K35 82B05 PDFBibTeX XMLCite \textit{R. A. Holley} and \textit{D. W. Stroock}, Commun. Math. Phys. 123, No. 1, 85--93 (1989; Zbl 0666.60104) Full Text: DOI
Deuschel, Jean-Dominique; Stroock, Daniel W. Large deviations. Rev. ed. (English) Zbl 0705.60029 Pure and Applied Mathematics, 137. Boston, MA etc.: Academic Press, Inc. xiv, 307 p. $ 34.95 (1989). Reviewer: U.Mansmann MSC: 60F10 60-02 60F15 PDFBibTeX XMLCite \textit{J.-D. Deuschel} and \textit{D. W. Stroock}, Large deviations. Rev. ed. Boston, MA etc.: Academic Press, Inc. (1989; Zbl 0705.60029)
Stroock, Daniel W. Malliavin calculus and its applications to partial differential equations. (Chinese. English summary) Zbl 0713.60067 Adv. Math., Beijing 17, No. 2, 137-163 (1988). MSC: 60H07 60H15 35R60 60J60 58J65 PDFBibTeX XMLCite \textit{D. W. Stroock}, Adv. Math., Beijing 17, No. 2, 137--163 (1988; Zbl 0713.60067)
Holley, Richard; Stroock, Daniel Simulated annealing via Sobolev inequalities. (English) Zbl 0643.60092 Commun. Math. Phys. 115, No. 4, 553-569 (1988). Reviewer: Chen Mufa MSC: 60K35 60F99 PDFBibTeX XMLCite \textit{R. Holley} and \textit{D. Stroock}, Commun. Math. Phys. 115, No. 4, 553--569 (1988; Zbl 0643.60092) Full Text: DOI
Baxendale, P. H.; Stroock, D. W. Large deviations and stochastic flows of diffeomorphisms. (English) Zbl 0638.60035 Probab. Theory Relat. Fields 80, No. 2, 169-215 (1988). MSC: 60F10 58J65 60H10 60J60 PDFBibTeX XMLCite \textit{P. H. Baxendale} and \textit{D. W. Stroock}, Probab. Theory Relat. Fields 80, No. 2, 169--215 (1988; Zbl 0638.60035) Full Text: DOI
Holley, Richard; Stroock, Daniel Logarithmic Sobolev inequalities and stochastic Ising models. (English) Zbl 0682.60109 J. Stat. Phys. 46, No. 5-6, 1159-1194 (1987). MSC: 60K35 82B05 PDFBibTeX XMLCite \textit{R. Holley} and \textit{D. Stroock}, J. Stat. Phys. 46, No. 5--6, 1159--1194 (1987; Zbl 0682.60109) Full Text: DOI
Carlen, E. A.; Kusuoka, S.; Stroock, D. W. Upper bounds for symmetric Markov transition functions. (English) Zbl 0634.60066 Ann. Inst. Henri Poincaré, Probab. Stat. 23, Suppl., 245-287 (1987). Reviewer: B.Grigelionis MSC: 60J35 60J99 PDFBibTeX XMLCite \textit{E. A. Carlen} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 23, 245--287 (1987; Zbl 0634.60066) Full Text: Numdam EuDML
Kusuoka, S.; Stroock, D. Applications of the Malliavin calculus. III. (English) Zbl 0633.60078 J. Fac. Sci., Univ. Tokyo, Sect. I A 34, 391-442 (1987). Reviewer: R.J.Elliot MSC: 60H10 60J60 60J35 65H10 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{D. Stroock}, J. Fac. Sci., Univ. Tokyo, Sect. I A 34, 391--442 (1987; Zbl 0633.60078)
Stroock, Daniel W. Homogeneous chaos revisited. (English) Zbl 0632.60061 Sémin. probabilités XXI, Lect. Notes Math. 1247, 1-7 (1987). Reviewer: S.Kusuoka MSC: 60H99 60G15 PDFBibTeX XML Full Text: Numdam EuDML
Itô, Kiyosi [Stroock, D. W.; Varadhan, S. R. S.] Selected papers. Ed. by Daniel W. Stroock and S. R. S. Varadhan. (English) Zbl 0621.01019 New York etc.: Springer-Verlag. XXI, 647 p. DM 128.00 (1987). Reviewer: V.Samoylenko MSC: 01A75 01A60 60-03 PDFBibTeX XML
Stroock, Daniel W. Lectures on stochastic analysis: diffusion theory. (English) Zbl 0605.60057 London Mathematical Society Student Texts, 6. Cambridge etc.: Cambridge University Press. IX, 128 p. (1987). Reviewer: M.Breger MSC: 60Hxx 60-02 60G44 60H15 35K10 PDFBibTeX XML
Fukushima, M.; Stroock, D. Reversibility of solutions to martingale problems. (English) Zbl 0613.60066 Adv. Math., Suppl. Stud. 9, 107-123 (1986). Reviewer: M.M.Rao MSC: 60J45 60G46 60J35 60J25 60J65 PDFBibTeX XML
Carlen, Eric A.; Stroock, Daniel W. An application of the Bakry-Emery criterion to infinite dimensional diffusions. (English) Zbl 0609.60086 Probabilités XX, Proc. Sémin., Strasbourg 1984/85, Lect. Notes Math. 1204, 341-348 (1986). Reviewer: Wilfrid S.Kendall MSC: 60J60 58J65 60K35 PDFBibTeX XML Full Text: Numdam EuDML
Stroock, Daniel W. On the rate at which a homogeneous diffusion approaches a limit, an application of large deviation theory to certain stochastic integrals. (English) Zbl 0604.60076 Ann. Probab. 14, 840-859 (1986). Reviewer: A.Korzeniowski MSC: 60J60 60F10 60H05 PDFBibTeX XMLCite \textit{D. W. Stroock}, Ann. Probab. 14, 840--859 (1986; Zbl 0604.60076) Full Text: DOI
Stroock, Daniel W.; Taniguchi, Setsuo Regular points for the first boundary value problem associated with degenerate elliptic operators. (English) Zbl 0592.60062 Probability theory and harmonic analysis, Pap. Mini-Conf., Cleveland/Ohio 1983, Pure Appl. Math., Marcel Dekker 98, 183-194 (1986). Reviewer: R.Mikulevičius MSC: 60J60 35J15 35D99 PDFBibTeX XML
Kusuoka, S.; Stroock, D. Applications of the Malliavin calculus. II. (English) Zbl 0568.60059 J. Fac. Sci., Univ. Tokyo, Sect. I A 32, 1-76 (1985). Reviewer: M.Breger MSC: 60H10 60J60 65H10 58J65 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{D. Stroock}, J. Fac. Sci., Univ. Tokyo, Sect. I A 32, 1--76 (1985; Zbl 0568.60059)
Kusuoka, S.; Stroock, D. Some boundedness properties of certain stationary diffusion semigroups. (English) Zbl 0562.60078 J. Funct. Anal. 60, 243-264 (1985). Reviewer: R.Mikulevičius MSC: 60J35 47D07 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{D. Stroock}, J. Funct. Anal. 60, 243--264 (1985; Zbl 0562.60078) Full Text: DOI
Stroock, Daniel W. Stochastic analysis and regularity properties of certain partial differential operators. (English) Zbl 0567.60064 Proc. Int. Congr. Math., Warszawa 1983, Vol. 2, 1107-1116 (1984). Reviewer: A.Yu.Veretennikov MSC: 60H20 60G30 28D99 PDFBibTeX XML
Kusuoka, S.; Stroock, D. The partial Malliavin calculus and its application to nonlinear filtering. (English) Zbl 0567.60046 Stochastics 12, 83-142 (1984). Reviewer: A.Yu.Veretennikov MSC: 60G30 60H20 60G35 60G17 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{D. Stroock}, Stochastics 12, 83--142 (1984; Zbl 0567.60046) Full Text: DOI