发表于2024-12-25
Classical Potential Theory and Its Probabilistic Counterpart (Grundlehren der mathematischen Wissens 2024 pdf epub mobi 电子书
图书标签: 概率论7
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)).
Classical Potential Theory and Its Probabilistic Counterpart (Grundlehren der mathematischen Wissens 2024 pdf epub mobi 电子书