Diffusion processes

Diffusions, Markov processes, and martingales

L.C.G. Rogers and David Williams.

Deterministic and Stochastic Optimal Control

Wendell H. Fleming, Raymond W. Rishel.

Stochastic differential equations and diffusion processes

by Nobuyuki Ikeda and Shinzo Watanabe.

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions: Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)held ... Mathematics / Fondazione C.I.M.E., Firenze)

N. V. Krylov, J. Zabczyk, N.V. Krylov, M. Röckner

Analysis and Geometry of Markov Diffusion Operators

Dominique Bakry, Ivan Gentil, Michel Ledoux

Multidimensional Diffusion Processes (Classics in Mathematics)

Daniel W. Stroock, S.R.S. Varadhan

Diffusion Processes In Advanced Technological Materials

Devendra Gupta

Nonlinear diffusion problems: lectures given at the 2nd 1985 session of the Centro internazionale matematico estivo (C.I.M.E.) held at Montecatini Terme, Italy, June 10-June 18, 1985

edited by A. Fasano and M. Primicerio.

On the Geometry of Diffusion Operators and Stochastic Flows

K. D. Elworthy, Y. Le Jan, X-M Li

Lectures on stochastic analysis: diffusion theory

Daniel W. Stroock.