These six classic papers on stochastic process were selected to meet the needs of professionals and advanced undergraduates and graduate students in physics, applied mathematics, and engineering. Contents include:"e;Stochastic Problems in Physics and Astronomy"e; by S. Chandrasekhar from Reviews of Modern Physics, Vol. 15, No. 1"e;On the Theory of Brownian Motion"e; by G. E. Uhlenbeck and L. S. Ornstein from Physical Review, Vol. 36, No. 3"e;On the Theory of the Brownian Motion II"e; by Ming Chen Wang and G. E. Uhlenbeck from Reviews of Modern Physics, Vol. 17, Nos. 2 and 3"e;Mathematical Analysis of Random Noise"e; by S. O. Rice from Bell System Technical Journal, Vols. 23 and 24"e;Random Walk and the Theory of Brownian Motion"e; by Mark Kac from American Mathematical Monthly, Vol. 54, No. 7 "e;The Brownian Movement and Stochastic Equations"e; by J. L. Doob from Annals of Mathematics, Vol. 43, No. 2
