Stochastic tools in mathematics and science. Chorin, A. J. & Hald, O. H. Volume 1 of Surveys and Tutorials in the Applied Mathematical Sciences, Springer, New York, 2006.
bibtex   
@book {MR2189824,
    AUTHOR = {Chorin, Alexandre J. and Hald, Ole H.},
     TITLE = {Stochastic tools in mathematics and science},
    SERIES = {Surveys and Tutorials in the Applied Mathematical Sciences},
    VOLUME = {1},
 PUBLISHER = {Springer},
   ADDRESS = {New York},
      YEAR = {2006},
     PAGES = {viii+147},
      ISBN = {978-0387-28080-6; 0-387-28080-4},
   MRCLASS = {60-01 (00A20 00A69 60H10 60H30 82-01 82B31 82C31)},
  MRNUMBER = {2189824 (2006j:60001)},
MRREVIEWER = {Mikhail V. Tretyakov},
  BOEKCODE = {60-01},
}
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