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Brownian motion and diffusion. (English) Zbl 0231.60072

Holden-Day Series in Probability and Statistics. San Francisco etc.: Holden-Day, Inc. XII, 231 p. $ 14.00 (1971).

MSC:

60J65 Brownian motion
60J60 Diffusion processes
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60Jxx Markov processes
58J65 Diffusion processes and stochastic analysis on manifolds