Classical Potential Theory and Its Probabilistic Counterpart

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  • Classical Potential Theory and Its Probabilistic Counterpart Book Detail

  • Author : Joseph L. Doob
  • Release Date : 2012-12-06
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 866
  • ISBN 13 : 3642565735
  • File Size : 2,2 MB

Classical Potential Theory and Its Probabilistic Counterpart by Joseph L. Doob PDF Summary

Book Description: 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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Classical Potential Theory

Classical Potential Theory

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A long-awaited, updated introductory text by the world leaders in potential theory. This essential reference work covers all aspects of this major field of math