Classical Potential Theory and Its Probabilistic Counterpart

Classical Potential Theory and Its Probabilistic Counterpart
Author :
Publisher : Springer Science & Business Media
Total Pages : 892
Release :
ISBN-10 : 3540412069
ISBN-13 : 9783540412069
Rating : 4/5 (69 Downloads)

Book Synopsis Classical Potential Theory and Its Probabilistic Counterpart by : Joseph L. Doob

Download or read book Classical Potential Theory and Its Probabilistic Counterpart written by Joseph L. Doob and published by Springer Science & Business Media. This book was released on 2001-01-12 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "Here is a momumental work by Doob, one of the masters, in which Part 1 develops the potential theory associated with Laplace's equation and the heat equation, and Part 2 develops those parts (martingales and Brownian motion) of stochastic process theory which are closely related to Part 1". --G.E.H. Reuter in Short Book Reviews (1985)


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