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A long time ago I started writing a book about Markov chains, Brownian motion, and diffusion. I soon had two hundred pages of manuscript and my publisher was en

Presents some gratuitous generalities on scientific method as it relates to diffusion theory. This book defines Brownian motion by the characterization of P Lev

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 a

Five early papers evolve theory that won Einstein a Nobel Prize: "Movement of Small Particles Suspended in a Stationary Liquid Demanded by the Molecular-Kinetic

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research