Work in progress
Gregory F. Lawler

On this page I include various works in progress. Some of these are nearly completed works. Others are just things I have worked out that may or may not find their way into a paper or book in the future. I appreciate any comments on these items, but please do not cite these works without first asking my permission. Thanks.

Stochastic Calculus: An Introduction with Applications This nearly completed book is based on courses I have given at the University of Chicago in the masters of financial mathematics program as well as in "mathematical literacy" classes for mathematics and statistics Ph.D. students. The hope is that it can be read at two different levels --- either at an applied masters level book by reading only the regular text or as a more advanced book suitable for graduate students in mathematics if one also reads the supplementary text.

Notes on probability These are notes that I use to complement the University of Chicago first quarter graduate analysis sequence. One can consider this my idea of topics in probability that every graduate student in mathematics should see.


Notes for October 7,12,14
Notes on relations between complex variables and Brownian motion including the Loewner equation

WINTER 2015 LECTURES ON THE BESSEL PROCESS (as part of the probability proseminar)

Notes (last updated May 4, 2014)

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