Brownian motion and diffusion (Holden-Day series in probability and statistics)

Classic comprehensive text presents detailed topics covering square vibration; reflection and invariance principles; function properties; Lindeberg's theorem for martingales; Wald's identity; semigroups; infinitesimal generator; transformation of time; Green's function; speed measure; central limit theorem for random sums; Strassen's law of the iterated logarithm; Brownian local time; Kolmogorov consistency theorem; metric spaces; convex functions; real and complex variables; regular conditional distributions; absolute continuity; etc.