Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics) (Grundlehren Der Mathematischen Wissenschaften (Springer Hardcover), #262)

by Joseph L. Doob

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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)

  • ISBN13 9783540412069
  • Publish Date 12 January 2001 (first published 30 January 1984)
  • Publish Status Active
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Edition 1st ed. 1984. Reprint 2001
  • Format Paperback
  • Pages 846
  • Language English