This volume contains the proceedings of the Durham Symposium on Stochastic Analysis, held at the University of Durham 11–21 July 1990, under the auspices of the London Mathematical Society.

The core of the Symposium consisted of courses of lectures by six keynote speakers (Aldous, Dawson, Kesten, Meyer, Sznitman and Varadhan), three of which appear here in written form. In addition, there were twenty-six talks by invited speakers; the written versions of eleven of these make up the remainder of the volume.

All the papers in the volume have been refereed.

It is a pleasure to thank here all those individuals and institutions who contributed to the success of the Symposium, and to these Proceedings. We thank the London Mathematical Society for the invitation to organize the meeting, and the Science and Engineering Research Council for financial support under grant GR/F18459. We are grateful for the University of Durham for use of its facilities in Gray College and the Department of Mathematics, to our local organizers, John Bolton and Lyndon Woodward, and to Mrs Susan Nesbitt for her devoted secretarial help. Our main debt is to the speakers and participants at the Symposium, and to the contributors and referees for the Proceedings, and we thank them all. Last but by no means least, we thank David Williams, the organizer of the 1980 Durham Symposium on Stochastic Integrals, for much valuable advice during the planning of this meeting.