Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)

by JosephL.Doob (Author)

• New

  Paperback
  2001

  $59.14

  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)