Brownian Motion and its Applications to Mathematical Analysis: Ecole d'Ete de Probabilites de Saint-Flour XLIII - 2013 by Krzysztof Burdzy (Paperback, 2014)

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These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis. Brownian Motion and its Applications to Mathematical Analysis: École d'Été de Probabilités de Saint-Flour XLIII – 2013 (Lecture Notes in Mathematics).
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