Click on the left tags for various pdf files.
The following three items are from Chapters 14-16 of my book Measure Theory and Integration. They provide background for the study of random processes and diffusion.
The next item is from Chapter 11 of my PDE text (vol.2).
Section 6 of this chapter discusses a Brownian motion approach to Newtonian capacity. Click here to see notes on a general class of capacities.
The next items discuss various topics regarding diffusion and random processes.