I'll explain in more detail. I'm interested in learning more about diffusion limited aggregation and the fractals that result from that process, however it'd probably be best to know more about simpler situations first. Things such as PDFs on surfaces for Brownian motion striking surfaces, moving barriers, Brownian bridges, and mabye even basic multi fractal theory come to mind.
I have a basic understanding of probability. In other words, I know about the central limit theorem, measures, PDFs and CDFs, convolution, and the normal distribution. However, my understanding is neither formal nor deep. On the other hand, I have a good understanding of fractals, so there isn't much need to address that.
I'd assume I'm looking at getting books about Brownian motion, stochastic calculus, and Hazard processes.
Given my description of what I'm interested in. Could you point me towards a good book, or two, that can give a good introduction to the above?
If the above was confusing here's an example problem that I'd like to be able to understand better after reading a book or two. Given an ellipse placed at a point in the plane, find the PDF for the Brownian striking the surface from the outside.