Most colorful:
MR1371379 (97g:60105) Chung, Kai Lai: Green, Brown, and probability. World Scientific Publishing Co., Inc., River Edge, NJ, 1995. xiv+106 pp. ISBN: 981-02-2453-2; 981-02-2533-4
The book discusses connection between potential theory (in particular Green's function for Laplace equation) and probability (in particular Brownian motions).
