Classical Potential Theory and Its Probabilistic Counterpart
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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.
| Autor: | Doob, Joseph L. |
| Nakladatel: | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| ISBN: | 9783540412069 |
| Rok vydání: | 2001 |
| Jazyk : | Angličtina |
| Vazba: | Paperback / softback |
| Počet stran: | 1551 |
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