"The book is written in a light style, that is to say, it is not overly weighed down with technicalities. It reviews the most basic formulas and their performances in various settings and thus supplies a handy overview of the diffusion theory in action. An impressive attempt is made in Part II to provide a guided tour of diffusions in the quantum setting. The book should be mostly useful for physicists interested in getting first glimpses of diffusion theory." -Mathematical Reviews, August 2015 "Some chapters contain exercises that make the book useful for the beginners. But the other chapters can be interesting to the experts as well." -Yuri E. Gliklikh, Zentralblatt MATH 1295