There are two parts in this book. The first part is devoted mainly to the proper- ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style." By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and...