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In recent years, the study of the theory of Brownian motion has
become a powerful tool in the solution of problems in mathematical
physics. This self-contained and readable exposition by leading
authors, provides a rigorous account of the subject, emphasizing
the "explicit" rather than the "concise" where necessary, and
addressed to readers interested in probability theory as applied to
analysis and mathematical physics.
In recent years, the study of the theory of Brownian motion has
become a powerful tool in the solution of problems in mathematical
physics. This self-contained and readable exposition by leading
authors, provides a rigorous account of the subject, emphasizing
the "explicit" rather than the "concise" where necessary, and
addressed to readers interested in probability theory as applied to
analysis and mathematical physics.
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