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Classical Potential Theory and Its Probabilistic Counterpart

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Verkaufsrang16667inMathematik
CHF65.00

Beschreibung

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)
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Details

Weitere ISBN/GTIN9783642565731
ProduktartE-Book
EinbandE-Book
FormatPDF
Format HinweisWasserzeichen
Erscheinungsdatum06.12.2012
Auflage2001
ReiheClassics in Mathematics
Seiten846 Seiten
SpracheEnglisch
IllustrationenL, 1551 p.
Artikel-Nr.10535155
KatalogVC
Datenquelle-Nr.4710323
WarengruppeMathematik
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Reihe

Über den/die AutorIn

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)