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Classical Potential Theory and Its Probabilistic Counterpart

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Classical Potential Theory and Its Probabilistic Counterpart Synopsis

From the reviews: "This huge book written in several years by one of the few mathematicians able to do it, appears as a precise and impressive study (not very easy to read) of this bothsided question that replaces, in a coherent way, without being encyclopaedic, a large library of books and papers scattered without a uniform language. Instead of summarizing the author gives his own way of exposition with original complements. This requires no preliminary knowledge. ...The purpose which the author explains in his introduction, i.e. a deep probabilistic interpretation of potential theory and a link between two great theories, appears fulfilled in a masterly manner".
M. Brelot in Metrika (1986)

About This Edition

ISBN: 9783540412069
Publication date:
Author: J L Doob
Publisher: Springer an imprint of Springer Berlin Heidelberg
Format: Paperback
Pagination: 846 pages
Series: Classics in Mathematics
Genres: Calculus and mathematical analysis
Stochastics
Probability and statistics