Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book se

There are two parts in this book. The first part is devoted mainly to the proper ties of linear diffusions in general and Brownian motion in particular. The sec

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scie