Classical Potential Theory and Its Probabilistic Counterpart
Download or Read eBook Classical Potential Theory and Its Probabilistic Counterpart PDF written by Joseph L. Doob and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 866 pages. Available in PDF, EPUB and Kindle.
| Author | : Joseph L. Doob |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 866 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9783642565731 |
| ISBN-13 | : 3642565735 |
| Rating | : 4/5 (31 Downloads) |
Book Synopsis Classical Potential Theory and Its Probabilistic Counterpart by : Joseph L. Doob
Book excerpt: 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)
