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Brownian motion and diffusion. (Reprint of the 1971 orig., publ. by Holden-Day, Inc., San Francisco). (English) Zbl 0501.60070
New York - Heidelberg - Berlin: Springer-Verlag. XII, 231 p., 38 figs. DM 68.00; $ 29.30 (1983).

MSC:
60Jxx Markov processes
60J60 Diffusion processes
60J65 Brownian motion
58J65 Diffusion processes and stochastic analysis on manifolds