Publisher's Synopsis
These six classic papers on stochastic process were selected to meet the needs of physicists, applied mathematicians, and engineers. Contents include S. Chandrasekhar's "Stochastic Problems in Physics and Astronomy," G. E. Uhlenbeck and L. S. Ornstein's "On the Theory of Brownian Motion," and papers by Ming Chen Wang, S. O. Rice, Mark Kac, and J. L. Doob.