by JosephL.Doob (Author)
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
Pages: 846
Publisher: Springer
Published: 12 Jan 2001
ISBN 10: 3540412069
ISBN 13: 9783540412069