Classical Potential Theory and Its Probabilistic Counterpart

by Joseph L. Doob

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)

• Format: Paperback
• Language: English
• ISBN: 3540412069
• ISBN13: 9783540412069
• Release Date: January 2001
• Publisher: Springer
• Length: 846 Pages
• Weight: 2.79 lbs.
• Dimensions: 1.9" x 6.3" x 9.3"