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 t

Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov p

A long-awaited, updated introductory text by the world leaders in potential theory. This essential reference work covers all aspects of this major field of math

Markov Processes and Potential Theory

This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergra