This book contains 8 chapters starting from well summarized historical review of Brownian Motion and Diffusion processes in Preface. This book is good not only for mathematician but also for engineers since this book does not use many mathematical terminology. "Skew Brownian Motion", which is important concept for random-walk in composite media, is shown first in this book. People who have interested in random-walk process especially in heterogeneous media should read this book.
Finally, titles for each chapters are as follows.
1. The standard Brownian motion, 2. Brownian local times, 3. The general 1D diffusion, 4. Generators, 5. Time changes and killing, 6. Local and inverse local times, 7. Brownian motion in several dimensions, 8.A general view of diffusion in several dimensions. Enjoy this great book !!