From the reviews: "This huge book written in several years by one of the few mathematicians able to do it, appears as a precise and impressive study (not very easy to read) of this bothsided question that replaces, in a coherent way, without being encyclopaedic, a large library of books and papers scattered without a uniform language. Instead of summarizing the author gives his own way of exposition with original complements. This requires no preliminary knowledge...The purpose which the author explains in his introduction, i.e. a deep probabilistic interpretation of potential theory and a link between two great theories, appears fulfilled in a masterly manner".M. Brelot in Metrika (1986)

Table of Contents:
I Introduction to the Mathematical Background of Classical Potential Theory.- II Basic Properties of Harmonic, Subharmonic, and Superharmonic Functions.- III Infima of Families of Superharmonic Functions.- IV Potentials on Special Open Sets.- V Polar Sets and Their Applications.- VI The Fundamental Convergence Theorem and the Reduction Operation.- VII Green Functions.- VIII The Dirichlet Problem for Relative Harmonic Functions.- IX Lattices and Related Classes of Functions.- X The Sweeping Operation.- XI The Fine Topology.- XII The Martin Boundary.- XIII Classical Energy and Capacity.- XIV One-Dimensional Potential Theory.- XV Parabolic Potential Theory: Basic Facts.- XVI Subparabolic, Superparabolic, and Parabolic Functions on a Slab.- XVII Parabolic Potential Theory (Continued).- XVIII The Parabolic Dirichlet Problem, Sweeping, and Exceptional Sets.- XIX The Martin Boundary in the Parabolic Context.- I Fundamental Concepts of Probability.- II Optional Times and Associated Concepts.-III Elements of Martingale Theory.- IV Basic Properties of Continuous Parameter Supermartingales.- V Lattices and Related Classes of Stochastic Processes.- VI Markov Processes.- VII Brownian Motion.- VIII The Itô Integral.- IX Brownian Motion and Martingale Theory.- X Conditional Brownian Motion.- I Lattices in Classical Potential Theory and Martingale Theory.- II Brownian Motion and the PWB Method.- III Brownian Motion on the Martin Space.- Appendixes.- Appendix I.- Analytic Sets.- 1. Pavings and Algebras of Sets.- 2. Suslin Schemes.- 3. Sets Analytic over a Product Paving.- 4. Analytic Extensions versus ? Algebra Extensions of Pavings.- 7. Projections of Sets in Product Pavings.- 8. Extension of a Measurability Concept to the Analytic Operation Context.- 10. Polish Spaces.- 11. The Baire Null Space.- 12. Analytic Sets.- 13. Analytic Subsets of Polish Spaces.- Appendix II.- Capacity Theory.- 1. Choquet Capacities.- 2. Sierpinski Lemma.- 3. Choquet Capacity Theorem.- 4. Lusin’s Theorem.- 5. A Fundamental Example of a Choquet Capacity.- 6. Strongly Subadditive Set Functions.- 7. Generation of a Choquet Capacity by a Positive Strongly Subadditive Set Function.- 8. Topological Precapacities.- 9. Universally Measurable Sets.- Appendix III.- Lattice Theory.- 1. Introduction.- 2. Lattice Definitions.- 3. Cones.- 4. The Specific Order Generated by a Cone.- 5. Vector Lattices.- 6. Decomposition Property of a Vector Lattice.- 7. Orthogonality in a Vector Lattice.- 8. Bands in a Vector Lattice.- 9. Projections on Bands.- 10. The Orthogonal Complement of a Set.- 11. The Band Generated by a Single Element.- 12. Order Convergence.- 13. Order Convergence on a Linearly Ordered Set.- Appendix IV.- Lattice Theoretic Concepts in Measure Theory.- 1. Lattices of Set Algebras.- 2. Measurable Spaces and Measurable Functions.- 3. Composition of Functions.- 4. The Measure Lattice of a Measurable Space.- 5. The ? Finite Measure Lattice of a Measurable Space (Notation of Section 4).- 6. TheHahn and Jordan Decompositions.- 8. Absolute Continuity and Singularity.- 9. Lattices of Measurable Functions on a Measure Space.- 10.Order Convergence of Families of Measurable Functions.- 11. Measures on Polish Spaces.- 12. Derivates of Measures.- Appendix V.- Uniform Integrability.- Appendix VI.- Kernels and Transition Functions.- 1. Kernels.- 2. Universally Measurable Extension of a Kernel.- 3. Transition Functions.- Appendix VII.- Integral Limit Theorems.- 1. An Elementary Limit Theorem.- 2. Ratio Integral Limit Theorems.- 3. A One-Dimensional Ratio Integral Limit Theorem.- 4. A Ratio Integral Limit Theorem Involving Convex Variational Derivates.- Appendix VIII.- Lower Semicontinuous Functions.- 1. The Lower Semicontinuous Smoothing of a Function.- 2. Suprema of Families of Lower Semicontinuous Functions.- 3. Choquet Topological Lemma.- Historical Notes.- 1.- 2.- 3.- Appendixes.- Notation Index.