S. R. S. Varadhan

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Probability Theory (Courant Lecture Notes)
S. R. S. Varadhan

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Large Deviations and Applications (CBMS-NSF Regional Conference Series in Applied Mathematics): 46 (CBMS-NSF Regional Conference Series in Applied Mathematics, Series Number 46)
Varadhan, S. R. S.

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Stochastic Processes (Courant Lecture Notes)
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Large Deviations (Courant Lecture Notes)
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Harmonic Analysis: 31 (Courant Lecture Notes)
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Lectures on Diffusion Problems and Partial Differential Equations
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Collected Papers I: Limit Theorems
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Collected Papers II: PDE, SDE, Diffusions, Random Media
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