Probability and Its Applications Ser.: Handbook of Brownian Motion - Facts and Formulae by Paavo Salminen and Andrei N. Borodin (2002, Hardcover)
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Product Description : Handbook of Brownian Motion Facts and Formulae (Probability and Its Applications)," 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.