The article provides with a down to earth exposition of the Fredholm theory with applications to Brownian motion and KdV equation.
@article{bwmeta1.element.doi-10_2478_s11533-011-0003-5,
author = {Henry McKean},
title = {Fredholm determinants},
journal = {Open Mathematics},
volume = {9},
year = {2011},
pages = {205-243},
zbl = {1223.46002},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_2478_s11533-011-0003-5}
}
Henry McKean. Fredholm determinants. Open Mathematics, Tome 9 (2011) pp. 205-243. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_2478_s11533-011-0003-5/
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