Kiyosi Ito's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Ito's program.

The modern theory of Markov processes was initiated by A. N. Kolmogorov. However, Kolmogorov's approach was too analytic to reveal the probabilistic foundations on which it rests. In particular, it hides the central role played by the simplest Markov processes: those with independent, identically distributed...

This book provides a comprehensive and up-to-date introduction to Hodge theory--one of the central and most vibrant areas of contemporary mathematics--from leading specialists on the subject. The topics range from the basic topology of algebraic varieties to the study of variations of mixed Hodge structure and the Hodge theory of maps. Of particular interest is the study of algebraic cycles, including the Hodge and Bloch-Beilinson Conjectures. Based on lectures delivered at the 2010 Summer School on Hodge Theory at the ICTP in Trieste, Italy, the book is intended for a broad group of...

This volume offers a systematic treatment of certain basic parts of algebraic geometry, presented from the analytic and algebraic points of view. The notes focus on comparison theorems between the algebraic, analytic, and continuous categories.

Contents include: 1.1 sheaf theory, ringed spaces; 1.2 local structure of analytic and algebraic sets; 1.3 Pⁿ 2.1 sheaves of modules; 2.2 vector bundles; 2.3 sheaf cohomology and computations on Pⁿ; 3.1 maximum principle and Schwarz lemma on analytic spaces; 3.2 Siegel's theorem; 3.3 Chow's theorem; 4.1...