Classical potential theory and its probabilistic counterpart.

Publication date: 1 March 2001

Published in: Classics in Mathematics (Search for Journal in Brave)

fine topology balayage Brownian motion capacity Dirichlet problems Green functions harmonic and superharmonic functions Itô integral Martin boundary martingales polar sets potential theory of the Laplace operator stochastic processes supermartingales

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Martin boundary theory (31C35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to potential theory (31-01) Harmonic, subharmonic, superharmonic functions in two dimensions (31A05) Fine potential theory; fine properties of sets and functions (31C40) Axiomatic potential theory (31D05) Probabilistic potential theory (60J45)

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