S.R.S. Varadhan

Harmonic Analysis

Large Deviations (Courant Lecture Notes)

Collected Papers of S.R.S. Varadhan

Collected Papers II

Collected Papers IV

Collected Papers III

Collected Papers I

Large Deviations at Saint-Flour (Probability at Saint-Flour)

Stochastic Processes (Courant Lecture Notes)

Multidimensional Diffusion Processes. Classics in Mathematics

Selected Papers (Springer Collected Works in Mathematics)

Lectures on Diffusion Problems and Partial Differential Equations

Multidimensional Diffusion Processes (Classics in Mathematics) (Die Grundlehren der Mathematischen Wissenschaften, v.233)

Multidimensional Diffusion Proce