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The purpose of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. The book consists of two parts. The first one – theory part – is devoted mainly to properties of linear diffusions in general and Brownian motion in particular. Results are given mainly without proofs. The second one – formula part – is a table of distributions of functionals of Brownian motion and related processes. The collection contains more than 1500 numbered formulae.
This book is of value as a basic reference to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes.

«Given this, a ‹handbook› couldn't have come at a more opportune time. And a handbook it is, indeed! A two part book, its first part is devoted to ‹everything you wanted to know about Brownian motion, but were afraid to ask› compressed into hundred odd pages. (...) This is perhaps the only book that does this, providing thereby a valuable source for people who need to explicity calculate such quantities, be it to analyse a communication network or a stock market. The book does a great job of compiling such facts and is unlikely to be outdone in this respect for a while to come.»
Prof. V.S. Brokar, Journal of the Indian Institute of Science

"The resulting book is impressive, (...) In every respect, this most reliable handbook on Brownian motion and its friends is a volume to cherish. I can highly recommend it to researchers and users of probability alike. The authors are to be congratulated on their great job in bringing all of these facts and formulas together."
Paul Embrechts, Journal of the American Statistical Association