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I am currently studying Brownian Motion and Stochastic Calculus. I believe the best way to understand any subject well is to do as many questions as possible. Unfortunately, I haven't been able to find many questions that have full solutions with them. I know there are many textbooks on the subject but most of the time they don't provide detailed solutions.

Does anyone know where I can find as many questions possible that have the solved solutions?

Thanks for the help!

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@ User1129988: I recommend Karatzas and Shreve "Brownian Motion and Stocahstic Calculus" and B.Oksendal's book "Stochastic Differential Equations. An Introduction with Applications" – TheBridge Jun 11 '12 at 8:48
There are actually a lot of great questions about Brownian Motion on this very site that you can use to study and many of them have excellent solutions. – Chris Janjigian Nov 11 '12 at 19:39

René L. Schilling/Lothar Partzsch: Brownian Motion - An Introduction to Stochastic Processes (Solutions)

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I am looking for a beginner book on Brownian motion (for students familiar with measure-theoretic probability and basic discrete-time martingale theory). Would you recommend this one as the best book to start with? – Nocturne Mar 8 '15 at 20:22
@Nocturne Yes, it's (in my oppinion) the best choice - measure theory and basic discrete-time martingale theory are exactly the topics you should be familiar with if you want to read this book. (The book starts right from the basic definition and properties of Brownian motion.) – saz Mar 9 '15 at 6:53

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