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Essentials of Brownian motion and diffusion. (English) Zbl 0458.60002

Mathematical Surveys, No. 18. Providence, R.I.: American Mathematical Society (AMS). XIII, 201 p. $ 34.40 (1981).

MSC:

60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60J60 Diffusion processes
60J65 Brownian motion
60J55 Local time and additive functionals