Grundlehren Der Mathematischen Wissenschaften (Springer Hardcover)

1 primary work

Classical Potential Theory and Its Probabilistic Counterpart

by Joseph L. Doob

Published 30 January 1984

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)