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 I appreciate any comments on these items, but please do not cite these works without first asking my permission.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.


I have a long project to write book(s) on the Schramm-Loewner evolution and related mathematics. I have no idea how long this will take, but in the meantime I am posting drafts of chapters.

Chapter on Bessel processes

Chapter of complex variables using Brownian motion including the Loewner differential equation

First chapter on the Schramm-Loewner evolution (SLE)

Chapter on Brownian measures (including Brownian loop measure and Brownian bubbles)

Here are the chapters put together in one file. This may not be the final order of chapters, but I am posted this so that the LaTeX references between chapters can be seen.