You can find all my reviews of published papers in the Mathematical Reviews database by going to MathSciNet.
The following are selected book reviews, all of which have appeared in the Mathematical Gazette unless otherwise stated.
D.Bakry, I.Gentil, M.Ledoux, ``Analysis and Geometry of Markov Diffusion Operators'', .pdf
G.Kallianpur, P.Sundar, ``Stochastic Analysis and Diffusion Processes'', .pdf
D.Stroock, ``Mathematics of Probability'', Math Reviews .pdf
R.L.Schilling, R.Song, Z.Vondracek, ``Bernstein Functions'' (second edition), Math Reviews .pdf
R.Dudley, R.Norvaisa, "Concrete Functional Calculus", .pdf
V.Kolokoltsov, "Nonlinear Markov Processes and Kinetic Equations", Bull. London Math. Soc. 43 1245–1249 (2011) .pdf
Valery V.Volchkov, Vitaly V.Volchkov, "Harmonic Analysis of Mean Periodic Functions on Symmetric Spaces and the Heisenberg Group", .pdf
L.F.Richardson, "Advanced Calculus, an Introduction to Linear Analysis" .pdf
W.O.Amrein, "Hilbert Space Methods and Quantum Mechanics".pdf
K.L.Chung, J.B.Walsh, "Markov Processes, Brownian Motion and Time Symmetry" .pdf
K.Ito, "Stochastic Processes: Lectures Given at Aarhus University" .pdf
F.E.Benth, "Option Theory with Stochastic Analysis" .pdf
J.Jacod, A.N.Shiryaev, "Limit Theorems for Stochastic Processes" (second edition) .pdf