Classical Potential Theory and Its Probabilistic Counterpart

Doob, Joseph L

ISBN 10: 0387908811 / ISBN 13: 9780387908816

Published by Springer, New York, NY, 1984

About this Item

***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Glued binding. Cloth over boards. 846 p. Contains: Illustrations. Grundlehren Der Mathematischen Wissenschaften (Springer Hardcover), 262. Audience: General/trade.

Seller Inventory # K4470000522

Bibliographic Details

• Title: Classical Potential Theory and Its Probabilistic Counterpart
• Publisher: Springer, New York, NY
• Publication Date: 1984
• Language: English
• ISBN 10: 0387908811
• ISBN 13: 9780387908816
• Binding: Trade paperback
• Edition: First edition.
• Condition: New in new dust jacket.

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 Lévy'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)