Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics) - Softcover

Doob, Joseph L.

 
9783540412069: Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics)
Softcover
ISBN 10: 3540412069 ISBN 13: 9783540412069
Verlag: Springer, 2001

Inhaltsangabe

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)

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Über die Autorin bzw. den Autor

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)

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Verlag
Springer
Erscheinungsdatum
2001
Sprache
Englisch
ISBN 10 
3540412069
ISBN 13 
9783540412069
Einband
Taschenbuch
Anzahl der Seiten
870
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