J. L. Doob (27 February 1910--7 June 2004)
Probability
2009-09-25 v1
Abstract
Doob's essential contributions to Probability theory are discussed; this includes the main early results on martingale theory, Doob's -transform, as well as a summary of Doob's three books. Finally, Doob's `stochastic triangle' is viewed in the light of the stochastic analysis of the eighties.
Cite
@article{arxiv.0909.4431,
title = {J. L. Doob (27 February 1910--7 June 2004)},
author = {M. Yor},
journal= {arXiv preprint arXiv:0909.4431},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOP480 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)