Potential theory in classical probability

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review

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Author(s)

  • Nicolas Privault

Related Research Unit(s)

Detail(s)

Original languageEnglish
Title of host publicationQuantum Potential Theory
Pages3-59
Volume1954
Publication statusPublished - 2008

Publication series

NameLecture Notes in Mathematics
Volume1954
ISSN (Print)0075-8434

Abstract

These notes are an elementary introduction to classical potential theory and to its connection with probabilistic tools such as stochastic calculus and the Markov property. In particular we review the probabilistic interpretations of harmonicity, of the Dirichlet problem, and of the Poisson equation using Brownian motion and stochastic calculus. © 2008 Springer Berlin Heidelberg.

Citation Format(s)

Potential theory in classical probability. / Privault, Nicolas.
Quantum Potential Theory. Vol. 1954 2008. p. 3-59 (Lecture Notes in Mathematics; Vol. 1954).

Research output: Chapters, Conference Papers, Creative and Literary WorksRGC 32 - Refereed conference paper (with host publication)peer-review