J. L. Doob: Foundations of stochastic processes and probabilistic potential theory
Ronald Getoor
Source: Ann. Probab.
Volume 37, Number 5
(2009), 1647-1663.
Abstract
During the three decades from 1930 to 1960 J. L. Doob was, with the possible exception of Kolmogorov, the man most responsible for the transformation of the study of probability to a mathematical discipline. His accomplishments were recognized by both probabilists and other mathematicians in that he is the only person ever elected to serve as president of both the IMS and the AMS. This article is an attempt to discuss his contributions to two areas in which his work was seminal, namely, the foundations of continuous parameter stochastic processes and probabilistic potential theory.
Primary Subjects: 60G05, 60J45
Keywords: Doob; continuous parameter processes; probabilistic potential theory
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1253539851
Digital Object Identifier: doi:10.1214/09-AOP465
Zentralblatt MATH identifier:
05625048
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