Brownian Motion and Martingales in Analysis (Wadsworth & Brooks Cole Mathematics Series)

This book should be of interest to students of mathematics. In the last forty years, it has been shown that Brownian motion can be used to prove many results in classical analysis. This book provides a self-contained survey of this area beginning with the definition of Brownian motion and then develops the theory needed for the applications. Richard Durrett. Includes Indexes. Includes Bibliographical References (p. 313-324).