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9780387908816

Classical Potential Theory and Its Probabilistic Counterpart

Classical Potential Theory and Its Probabilistic Counterpart

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Product details

  • ISBN-13: 9780387908816
  • ISBN: 0387908811
  • Publisher: Springer

AUTHOR

Doob, Joseph L.

SUMMARY

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)Doob, Joseph L. is the author of 'Classical Potential Theory and Its Probabilistic Counterpart' with ISBN 9780387908816 and ISBN 0387908811.

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