From Brownian Motion to Schrodinger's Equation

The study of the theory of Brownian motion has become a powerful tool in the solution of problems of mathematical physics. This self-contained exposition provid... » 

The study of the theory of Brownian motion has become a powerful tool in the solution of problems of mathematical physics. This self-contained exposition provides a rigorous account of the subject, and describes how probability theory can be applied to analysis and mathematical physics. «