Download or read book Essentials of Brownian Motion and Diffusion written by Frank B. Knight and published by American Mathematical Soc.. This book was released on 1981 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents some gratuitous generalities on scientific method as it relates to diffusion theory. This book defines Brownian motion by the characterization of P Levy, and then constructed in three basic ways and these are proved to be equivalent in the appropriate sense.