The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The collection contains more than 2500

Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book se

The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February

Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of

This book is a reference for librarians, mathematicians, and statisticians involved in college and research level mathematics and statistics in the 21st century