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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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    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.2012-11-11

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

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    @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.)2015-03-09