Classical Potential Theory and Its Probabilistic Counterpart (Grundlehren der mathematischen Wissenschaften)

ISBN: 9780387908816

出版社: Springer

出版年: 1984-01-30

页数: 846

定价: USD 166.00

装帧: Hardcover

内容简介

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)).