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These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis. Brownian motion is a well-suited model for a wide range of real random phenomena, from chaotic oscillations of microscopic objects, such as flower pollen in water, to stock market fluctuations. It is also a purely abstract mathematical tool which can be used to prove theorems in'deterministic'fields of mathematics.The notes include a brief review of Brownian motion and a section on probabilistic proofs of classical theorems in analysis. The bulk of the notes are devoted to recent (post-1990) applications of stochastic analysis to Neumann eigenfunctions, Neumann heat kernel and the heat equation in time-dependent domains.

This self-contained work is an introductory presentation of basic ideas, structures, and results of differential and integral calculus for functions of several variables.The wide range of topics covered include: differential calculus of several variables, including differential calculus of Banach spaces, the relevant results of Lebesgue integration theory, differential forms on curves, a general introduction to holomorphic functions, including singularities and residues, surfaces and level sets, and systems and stability of ordinary differential equations. An appendix highlights important mathematicians and other scientists whose contributions have made a great impact on the development of theories in analysis.Mathematical Analysis: An Introduction to Functions of Several Variables motivates the study of the analysis of several variables with examples, observations, exercises, and illustrations. It may be used in the classroom setting or for self-study by advanced undergraduate and graduate students and as a valuable reference for researchers in mathematics, physics, and engineering.Other books recently published by the authors include: Mathematical Analysis: Functions of One Variable, Mathematical Analysis: Approximation and Discrete Processes, and Mathematical Analysis: Linear and Metric Structures and Continuity, all of which provide the reader with a strong foundation in modern-day analysis.