Stochastic hat trick
All three new books arriving today are on the same subject, a coincidence demonstrating the widespread interest in all things stochastic. (No surprise if another arrives tomorrow from yet a fourth continent.)
Stochastic Tools in Mathematics and Science, by Alexandre J. Chorin and Ole H. Hald. Surveys and tutorials in the applied mathematical sciences vol 1. New York: Springer Science + Business Media, 2006. Mathematics Library QA274 .C5 2006 Link to MnCat Record
Based on a first-year graduate course at UC-Berkeley.
Introduction to Stochastic Integration, by Hui-Hsiung Kuo. Universitext. New York, NY: Springer Science+Business Media, 2006. Mathematics Library QA274.22 .K86 2006 Link to MnCat Record
Based on a course at Cheng Kung University, later given and revised at Meijo University, University of Rome "Tor Vergata," and Louisiana State University.
Stochastic Analysis and Partial Differential Equations: emphasis year 2004-2005 on stochastic analysis and partial differential equations, Northwestern University, Evanston, Illinois, edited by Gui-Qiang Chen, Elton Hsu, and Mark Pinsky. Contemporary mathematics vol. 429. Providence, R.I.: American Mathematical Society, 2007. Mathematics Library QA274.2 .S77135 2007 Link to MnCat Record
Obviously based on events at Northwestern. Includes both research and expository papers.