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do not cite these works without first asking my permission.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.
WORKING PAPERS FOR SLE BOOK PROJECT
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.
Book