A reference to a large number of facts and formulae associated with Brownian motion. The first part is devoted to properties of linear diffusions in general and... » 

A reference to a large number of facts and formulae associated with Brownian motion. The first part is devoted to properties of linear diffusions in general and Brownian motion in particular. The second part is a table of distributions of functionals of Brownian motion and related processes; the collection contains more than 2500 numbered formulae. «