Classical Potential Theory and Its Probabilistic Counterpart (eBook, PDF)
J. L. Doob
eBook, PDF

Classical Potential Theory and Its Probabilistic Counterpart (eBook, PDF)

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Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory. Thus it is possible to define and develop many potential theoretic concepts probabilistically, a procedure potential theorists observe withjaun diced eyes in view of the fact that now as in the past their subject provides the motivation for much of Markov process theory. However that may be it is clear that certain concepts in potential theory correspond closely to c...

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