Handbook of Brownian Motion: Facts and Formulae (Probability and Its Applications)
by Andrei N. Borodin, Paavo Salminen
Category: Mathematics

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.