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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do not cite these works without first asking my permission.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.
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FALL 2014 TOPICS COURSE

Notes for October 7,12,14

Notes on relations between
complex variables and Brownian motion including the Loewner equation
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WINTER 2015 LECTURES ON THE BESSEL PROCESS (as part of the probability proseminar)

Notes
(last updated May 4, 2014)

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