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Classical Potential Theory and Its Probabilistic Counterpart

Bag om Classical Potential Theory and Its Probabilistic Counterpart

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540412069
  • Indbinding:
  • Paperback
  • Sideantal:
  • 846
  • Udgivet:
  • 12. januar 2001
  • Udgave:
  • 119842001
  • Størrelse:
  • 236x153x43 mm.
  • Vægt:
  • 1310 g.
  • 8-11 hverdage.
  • 20. november 2024

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Beskrivelse af Classical Potential Theory and Its Probabilistic Counterpart

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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