Brownian Motion and Martingales in Analysis.
分析中的布朗运动与鞅
Brownian motion. Stochastic integration. Conditioned Brownian motions. Boundary limits of harmonic functions. Complex Brownian motion and analytic functions. Hardy spaces and related spaces of martingales. H1 and BMO, m1 and BMO. PDE's which can be solved by running a Brownian motion. Stochastic differential equations.