Brownian Motion and Diffusion

This trilogy delves into Markov chains, Brownian motion, and diffusion, crafted for graduate students with a foundational understanding of probability. The first two volumes stand independently, while the third serves as a monograph focused on chains with instantaneous states, presenting new results and explicit proofs. The author emphasizes clarity and accessibility, aiming to demystify complex concepts often obscured in traditional treatments. The trilogy is designed to enhance comprehension and engagement with these fundamental topics in probability theory.