Book:

•            Large Deviation for Stochastic Processes (Jin Feng and Thomas G. Kurtz), (2006) AMS (American Mathematical Society) "Mathematical Surveys and Monographs 131".   Errata will be maintained here. 

Article:

•  A Comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions (with Markos Katsoulakis), to appear in Archive for Rational Mechanic and Analysis (2008).
• A stochastic filtering approach to survival analysis, Statistical inferences for stochastic processes Vol 5. page 23-53. (2002).
• Martingale Problem for large deviations of Markov processes, Stochastic processes and their applications, 81. pg 165-216, (1999).

Recent Preprint:

• Stochastic scalar conservation laws (with David Nualart), accepted, Journal of Functional Analysis, (2008).
  

• From particles with random potential to a nonlinear Vlasov-Fokker-Planck equation, to appear, A Festschrift for Thomas G. Kurtz,  Institute of Mathematical Statistics Lecture Notes/Monograph Series, (2008).