Lecture Notes of Krzysztof Burdzy


Lecture 1: Essential Uses of Probability in Analysis
    Part I:  Brownian Couplings and Neumann Eigenfunctions
        Lecture 1:  References


Lecture 2:   Essential Uses of Probability in Analysis
    Part II:  Domains with moving boundaries.   The heat equation and reflective Brownian motion.
        Lecture 2:  References


Lecture 3:  Essential Uses of Probability in Analysis
    Part III:  Robin problem in fractal domains


Lecture 4:  
    Part IV:  Non Essential Uses of Probability in Analysis
        Efficient Marovian Couplings


Lecture 5:  
    Part V:  Non Essential Uses of Probability in Analysis
        Parabolic Boundary Harnack Principle