This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of ...

First observed by botanist Robert Brown in 1827, Brownian Motion describes the continuous, chaotic movement of tiny particles, such as pollen grains, suspended in a medium. This motion results from ...

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The discovery that these two apparently unrelated branches of physics are in some sense mathematically equivalent has led to a new subject known as probabilistic ...