Classical Potential Theory and Its Probabilistic Counterpart

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Classical Potential Theory and Its Probabilistic Counterpart
English | 1551 pages | Springer; 1st ed. 1984. Reprint 2001 edition (March 1, 2001) | 3540412069 | PDF | 13.88 Mb


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)
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