Brownian Motion Handbook. Facts and Formulas. Tutorial

The purpose of the book is to collect together a large number of facts and formulas relating to Brownian movement. The directory consists of two parts. The first part presents the overall theory of diffusion and Brownian movement. The second part consists of tables containing more than 2550 explicit formulas for the distributions of functionals and their laptose transformations for Brownian movement and related processes. The directory may be useful to mathematicians, specialists in the field of financial mathematics, physicists and everyone who conducts applied research using the concepts of Brownian movement and diffusion in one way or another. It can also be used for the educational process as a source of examples of probabilistic distributions and explicit solutions of some differential tasks.
2nd edition corrected