Handbook of Brownian motion : facts and formulae
著者
書誌事項
Handbook of Brownian motion : facts and formulae
（Probability and its applications）
Birkhäuser, c1996
- : Basel
- : Boston
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注記
Includes bibliography (p. 454-459) and subject index (p. 460-462)
内容説明・目次
内容説明
The purpose of this text is to provide an easy reference for a large number of facts and formulae associated with Brownian motion. Part one is devoted to properties of linear diffusions in general and Brownian motion in particular; while part two is a table of distributions of functionals.
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