Jean-Pierre Fouque Department of Statistics and Applied Probability South Hall 5504 University of California Santa Barbara, CA 93106-3110 Phone: (805) 893-2129, Fax: (805) 893-2334 fouque at pstat.ucsb.edu
Stochastic Processes Stochastic Partial Differential Equations Waves in Random Media Financial Mathematics
Cambridge University Press, 2013.
Cambridge University Press, October 2011.( At Amazon)
Springer, July 2007.
Cambridge University Press
, July 2000.
(Errata in Chapter 8: ps file or pdf file)
Reviews can be seen HERE