Classical Potential Theory And Its Probabilistic Counterpart (classics In Mathematics)

Classical Potential Theory And Its Probabilistic Counterpart (classics In Mathematics)
by Joseph L. Doob / / / PDF


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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)

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