Classical Potential Theory and Its Probabilistic Counterpart

Classical Potential Theory and Its Probabilistic Counterpart
Author :
Publisher : Springer Science & Business Media
Total Pages : 866
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ISBN-10 : 9783642565731
ISBN-13 : 3642565735
Rating : 4/5 (735 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 2012-12-06 with total page 866 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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Proceedings of the NATO Advanced Research Workshop, Château de Bonas, France, July 25--31, 1993