Classical Potential Theory and Its Probabilistic Counterpart

  • Joseph L. Doob

Part of the Classics in Mathematics book series (CLASSICS)

Table of contents

  1. Front Matter
    Pages N1-xxv
  2. Classical and Parabolic Potential Theory

    1. Front Matter
      Pages 1-1
    2. Joseph L. Doob
      Pages 45-56
    3. Joseph L. Doob
      Pages 57-69
    4. Joseph L. Doob
      Pages 85-97
    5. Joseph L. Doob
      Pages 141-154
    6. Joseph L. Doob
      Pages 155-165
    7. Joseph L. Doob
      Pages 166-194
    8. Joseph L. Doob
      Pages 195-225
    9. Joseph L. Doob
      Pages 226-255
    10. Joseph L. Doob
      Pages 256-261
    11. Joseph L. Doob
      Pages 262-284
    12. Joseph L. Doob
      Pages 295-328

About this book

Introduction

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)

Keywords

31XX Brownian motion Markov process Martingale Potential theory Probabilistic Potential Theory Stochastic processes Uniform integrability measure theory stochastic process

Authors and affiliations

  • Joseph L. Doob
    • 1
  1. 1.Department of MathematicsUniversity of IllinoisUrbanaUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-56573-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 2001
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-41206-9
  • Online ISBN 978-3-642-56573-1
  • Series Print ISSN 1431-0821
  • About this book