Knight, Frank B.,

Essentials of Brownian motion and diffusion - Providence, R.I. : American Mathematical Society, 1981. - 1 online resource (xiii, 201 p.) - Mathematical Surveys and Monographs, v. 18 2331-7159 ; .

Includes index.

Bibliography: p. 195-198.

9781470412456 (online)


Brownian motion processes.
Diffusion processes.