Essentials of Brownian Motion and Diffusion (Mathematical Surveys and Monographs) by Frank B. Knight
English | 15 Jun. 1981 | ISBN: 0821815180 | 212 Pages | PDF | 20 MB
This work was first drafted five years ago at the invitation of the editors of the ""Encyclopedia of Mathematics and its Applications"". However, it was found to contain insufficient physical applications for that series; hence, it has finally come to rest at the doorstep of the American Mathematical Society.