Abstract
These notes are an elementary introduction to classical potential theory and to its connection with probabilistic tools such as stochastic calculus and the Markov property. In particular we review the probabilistic interpretations of harmonicity, of the Dirichlet problem, and of the Poisson equation using Brownian motion and stochastic calculus.
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Privault, N. (2008). Potential Theory in Classical Probability. In: Franz, U., Schürmann, M. (eds) Quantum Potential Theory. Lecture Notes in Mathematics, vol 1954. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-69365-9_2
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