Handbook of Brownian Motion - Facts and Formulae (Hardcover, 2nd ed. 2002, Corr. 3rd printing 2015)

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 serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.