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Classical Potential Theory and Its Probabilistic Counterpart
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Classical Potential Theory and Its Probabilistic Counterpart Paperback - 2001

by Joseph L. Doob


From the publisher

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)

First line

The unweighted average of a function u over B( ) and over B( ) will be denoted by L( ) and A( ), respectively; that is assuming that the necessary measurability and integrability conditions are satisfied.

Details

  • Title Classical Potential Theory and Its Probabilistic Counterpart
  • Author Joseph L. Doob
  • Binding Paperback
  • Edition 1st ed. 1984. Re
  • Pages 846
  • Volumes 1
  • Language ENG
  • Publisher Springer, New York, NY
  • Date 2001-01-12
  • ISBN 9783540412069 / 3540412069
  • Weight 2.79 lbs (1.27 kg)
  • Dimensions 9.34 x 6.3 x 1.91 in (23.72 x 16.00 x 4.85 cm)
  • Library of Congress Catalog Number 00052271
  • Dewey Decimal Code 515.9

About the author

Biography of Joseph L. Doob

Born in Cincinnati, Ohio on February 27, 1910, Joseph L. Doob studied for both his undergraduate and doctoral degrees at Harvard University. He was appointed to the University of Illinois in 1935 and remained there until his retirement in 1978.

Doob worked first in complex variables, then moved to probability under the initial impulse of H. Hotelling, and influenced by A.N Kolmogorov's famous monograph of 1933, as well as by Paul Lvy's work.

In his own book Stochastic Processes (1953), Doob established martingales as a particularly important type of stochastic process. Kakutani's treatment of the Dirichlet problem in 1944, combining complex variable theory and probability, sparked off Doob's interest in potential theory, which culminated in the present book.

(For more details see: http: //www.dartmouth.edu/ chance/Doob/conversation.html)

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Classical Potential Theory and Its Probabilistic Counterpart. Grundlehren der mathematischen...
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Classical Potential Theory and Its Probabilistic Counterpart. Grundlehren der mathematischen Wissenschaften 262

by Doob, J. L.

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Classical Potential Theory and Its Probabilistic Counterpart
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Classical Potential Theory and Its Probabilistic Counterpart

by Joseph L. Doob

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Classical Potential Theory and Its Probabilistic Counterpart
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Classical Potential Theory and Its Probabilistic Counterpart

by Joseph L. Doob

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Paperback / softback. New. 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".
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Classical Potential Theory and Its Probabilistic Counterpart
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Classical Potential Theory and Its Probabilistic Counterpart

by Doob, Joseph L.

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Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)
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Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)

by Doob, Joseph L

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Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)
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Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)

by Doob, Joseph L

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