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Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)by Joseph L. Doob
Synopses & Reviews
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)
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)
Includes bibliographical references (p. -825) and indexes.
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)
Table of Contents
From the contents: Introduction.- Notation and Conventions.- Part I Classical and Parabolic Potential Theory: Introduction to the Mathematical Background of Classical Potential Theory; Basic Properties of Harmonic, Subharmonic, and Superharmonic Functions; Infirma of Families of Suerharmonic Functions; Potentials on Special Open sets; Polar sets and Their Applications; The Fundamental Convergence Theorem and the Reduction Operation; Green Functions; The Dirichlet Problem for Relative Harmonic Functions; Lattices and Related Classes of Functions; The Sweeping Operation, The Fine Topology; The Martin Boundary; Classical Energy and Capacity; One-Dimensional Potential Theory.- .... Part II Probabilistic Counterpart of Part I.......- Part III Lattices in Classical Potential Theory and Martingale Theory; Brownian Motion and the PWB Method; Brownian Motion on the Martin Space.- Appendixes.
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