Let $p$ be a prime. The main subject of my talks is the estimation of exponential sums over an arbitrary subgroup $G$ of the multiplicative group ${\mathbb Z}^*_p$:
$$S(a, G) = \sum_{x\in G} \exp(2\pi iax/p), a \in \mathbb Z_p.$$
These sums have numerous applications in additive problems modulo $p$, pseudo-random generators, coding theory, theory of algebraic curves and other problems.
These notes are for a course I gave while on sabbatical at UBC. The topics covered are: stochastic differential equations, solving PDEs using probability, Harnack inequalities for nondivergence form elliptic operators, martingale problems, and divergence form elliptic operators.
This course presupposes the reader is familiar with stochastic calculus; see the notes on my web page for Stochastic Calculus, for example. These notes for the most part are based on my book Diffusions and Elliptic Operators, Springer-Verlag, 1997.