@book{Diffusion, title={Multidimensional Diffusion Processes}, author={Stroock, D.W. and Varadhan, S.R.S.}, isbn={9783540903536}, lccn={96027093}, series={Grundlehren der mathematischen Wissenschaften}, url={https://books.google.ca/books?id=DuDsmoyqCy4C}, year={1997}, publisher={Springer Berlin Heidelberg} } @book{Baudoin, title={Diffusion Processes and Stochastic Calculus}, author={Baudoin, F.}, isbn={9783037191330}, lccn={2014395958}, series={EMS textbooks in mathematics}, url={https://books.google.ca/books?id=ov4kcKkzTP4C}, year={2014}, publisher={European Mathematical Society} } @book{Lang, title={Differential and Riemannian manifolds}, author={Lang, Serge}, year={2012}, publisher={Springer Science \& Business Media} } @article{Rogers, title={Book review: Diffusions, markov processes. and martingales, volume 2, it6 calculus}, author={Rogers, LCG and Williams, David}, journal={Stochastics: An International Journal of Probability and Stochastic Processes}, volume={27}, number={1}, pages={59--63}, year={1989}, publisher={Taylor \& Francis} } @book{conway, title={A Course in Functional Analysis}, author={Conway, J.B.}, isbn={9783540960423}, lccn={84010568}, series={Graduate Texts in Mathematics}, url={https://books.google.ca/books?id=Z9JFAQAAIAAJ}, year={1985}, publisher={Springer New York} } @book{stroock, place={Cambridge}, edition={3}, title={Probability Theory, An Analytic View}, publisher={Cambridge University Press}, author={Stroock, Daniel W.}, year={2024}} @book{folland, title={Real Analysis: Modern Techniques and Their Applications}, author={Folland, G.B.}, isbn={9781118626399}, series={Pure and Applied Mathematics: A Wiley Series of Texts, Monographs and Tracts}, url={https://books.google.ca/books?id=wI4fAwAAQBAJ}, year={2013}, publisher={Wiley} } @book{measure, title={Measure Theory}, author={Bogachev, V.I.}, number={v. 1}, isbn={9783540345145}, lccn={2006933997}, series={Measure Theory}, url={https://books.google.com/books?id=CoSIe7h5mTsC}, year={2007}, publisher={Springer Berlin Heidelberg} }