I want to start studying Brownian motion, any book or course you recommend? Thanks
2026-05-04 23:40:19.1777938019
Brownian motion book or course
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Hida, Takeyuki. "Brownian motion." Springer, New York, NY, 1980. https://link.springer.com/book/10.1007/978-1-4612-6030-1
Karatzas, Ioannis, and Steven Shreve. Brownian motion and stochastic calculus. Vol. 113. Springer Science & Business Media, 2012.
Mörters, Peter, and Yuval Peres. Brownian motion. Vol. 30. Cambridge University Press, 2010. Available at https://people.bath.ac.uk/maspm/book.pdf
Le Gall, Jean-François. Brownian motion, martingales, and stochastic calculus. Vol. 274. Berlin: Springer, 2016.
For all these books, you can find reviews on the web that can help you determine the best fit to your interests.