布朗运动(Brownian motion)过程是一种正态分布的独立增量连续随机过程。它是随机分析中基本概念之一，别名叫做维纳过程。其基本性质为：布朗运动W（t）是期望为0、方差为t（时间）的正态随机变量。对于任意的r小于等于s，W（t）-W（s）独立于的W（r），且是期望为0、方差为t-s的正态随机变量。可以证明布朗运动是马尔可夫过程、鞅过程、伊藤过程、高斯过程、 莱维过程。将布朗运动（或者做适当变换）与股票价格行为联系在一起，进而建立起的数学模型,这是一项具有重要意义的金融创新，在现代金融数学中占有重要地位。下面列出了讲布朗运动（或者做适当变换）和正态分布的专著。
1. 布朗运动
Lévy, Processus stochastiques et mouvement brownien, 2ed., 1965 （被引用次数：26 ）
E Nelson,Dynamical Theories of Brownian Motion,1967 (被引用次数：1303)
Freedman,Brownian Motion and Diffusion,1971 (被引用次数：362)
H Dym,Gaussian Processes, Function Theory, and the Inverse Spectral Problem,1974 (被引用次数：422)
Kuo,Gaussian Measures in Banach Spaces,1975 (被引用次数：1142)
Caubet,Le mouvement brownien relativiste,1976 (被引用次数：28)
Petersen,Brownian Motion, Hardy Spaces and Bounded Mean Oscillation,1977 (被引用次数：59)
Rao,Brownian motion and classical potential theory,1977 (被引用次数：41)
Lenk,Brownian motion and spin relaxation,1977
Port, Brownian Motion and Classical Potential Theory,1978 (被引用次数：457)
Hida, T. Brownian Motion,1980 （被引用次数：765 ）
Knight,Essentials of Brownian Motion and Diffusion,1981 （被引用次数：286）
王梓坤,布朗运动与位势,1983 (被引用次数：4)
Durrett,Brownian motion and martingales in analysis,1984 (被引用次数：451)
Harrison, Brownian motion and stochastic flow systems,1985 (被引用次数：1418)
Karatzas,Brownian motion and stochastic calculus ,1991 (被引用次数：8106)
Durrett,Random Walks, Brownian Motion, and Interacting Particle Systems,1991 (被引用次数：12)
Yor,Some Aspects of Brownian Motion Part I: Some special functionals,1992 (被引用次数：404)
Yor,Some Aspects of Brownian Motion: Part II: Some Recent Martingale Problems ,1992 (被引用次数：158)
飞田武幸,布朗运动论,1992 (Hida 翻译)
Chung,From Brownian Motion to Schrodinger's Equation,1995 (被引用次数：385)
Yurinsky,Sums and Gaussian vectors,1995 (被引用次数：48)
K Itō,Diffusion Processes and their Sample Paths,1996 (被引用次数：2518)
Neuenschwander,Probabilities on the Heisenberg Group: Limit Theorems and Brownian Motion,1996 (被引用次数：39)
Sznitman,Brownian Motion, Obstacles and Random Media,1998 (被引用次数：296)
Taira,Brownian Motion and Index Formulas for the de Rham Complex,1998 （被引用次数：3）
Revuz,Continuous martingales and Brownian motion ,1999 (被引用次数：686)
Yor,Exponential Functionals of Brownian Motion and Related Processes,2001 (被引用次数：207)
林正炎,高斯过程的样本轨道性质,2011
Borodin,Handbook of Brownian Motion — Facts and Formulae,2002 (被引用次数：1316)
Mazo, Brownian Motion, Fluctuations, Dynamics, and Applications,2002 (被引用次数：247)
Chung, Green,Brown,and Probability&Brownian motion on the line,2002 (被引用次数：7)
Chung, Markov Processes Brownian Motion And Time Symmetry,2005 (被引用次数：56)
Marcus,Markov processes, Gaussian processes, and local times,2006 (被引用次数：107 )
Smarandache,Quantization in Astrophysics, Brownian Motion, and Supersymmetry,2007 (被引用次数：4)
Wiersema,Brownian Motion Calculus,2008 (被引用次数：15)
Mansuy,Aspects of Brownian Motion,2008 (被引用次数：24)
Biagini,Stochastic Calculus for Fractional Brownian Motion and Applications,2008 (被引用次数：258)
Mishura, Stochastic Calculus for Fractional Brownian Motion and Related Processes,2008 (被引用次数：204)
Mörters, Brownian Motion,2010 (被引用次数：132)
Robert,Brownian Motion: Theory, Modelling and Applications,2011
Osswald,Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion,2012 (被引用次数：3)
Schilling,Brownian Motion,An Introduction to Stochastic Processes,2012 (被引用次数：2)
Nourdin,Selected Aspects of Fractional Brownian Motion,2012 (被引用次数：7)
Franchi,Hyperbolic Dynamics and Brownian Motion: An Introduction,2012 （被引用次数：4）
Ahmed,Generalized Functionals of Brownian Motion and Their Applications: Nonlinear Functionals of Fundamental Stochastic Processes,2012
Le Gall, Mouvement brownien, martingales et calcul stochastique,2013 (法语，176页，短小精悍的教程，下载地址)
张卫国，分数布朗运动下股本权证定价研究——模型与参数估计,2013
2.正态分布
A.K.米特罗波尔斯基,正态分布,1959
Patel,Handbook of the Normal Distribution,1982,2ed 1996 (被引用次数：401 )
Crow,Lognormal Distributions: Theory and Applications,1988
Tong,The multivariate normal distribution,1990 (被引用次数：605 )
Andersen,Linear and Graphical Models: for the Multivariate Complex Normal Distribution,1995 (被引用次数：76 )
Kuo,White Noise Distribution Theory,1996 (被引用次数：526)
Johnson,Continuous Multivariate Distributions Volume 1,2002 (被引用次数：13196)
Simon,Probability distributions involving Gaussian random variables: A handbook for engineers and scientists,2006 (被引用次数：397 )
Balakrishnan,Continuous Bivariate Distributions,2009 (被引用次数：8)
辛士波,对数正态分布相关理论及应用,2010
