Very Good condition. A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp.

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Bibliographic Details

Title: Classical Potential Theory and Its Probabilistic Counterpart: Advanced Problems (Grundlehren der mathematischen Wissenschaften)
Publisher: Springer Verlag
Publication Date: 1984
Language: English
ISBN 10: 0387908811
ISBN 13: 9780387908816
Binding: Hardcover
Condition: Very Good

About this title

Synopsis

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)

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 L�vy'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)

"About this title" may belong to another edition of this title.

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