Volume I includes the introductory material, the papers on limit theorems and review articles. Volume II features Varadhan's papers on PDE, SDE, diffusions, and random media.  Meer

An introduction to stochastic processes studying certain elementary continuous-time processes. It includes a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps.  Meer