J. L. Doob (27 February 1910–7 June 2004)
M. Yor
Source: Ann. Probab. Volume 37, Number 5 (2009), 1664-1670.
Abstract
Doob’s essential contributions to Probability theory are discussed; this includes the main early results on martingale theory, Doob’s h-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.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1253539852
Digital Object Identifier: doi:10.1214/09-AOP480
References
[B] Bingham, N. H. (2005). Doob: A half-century on. J. Appl. Probab. 42 257–266.
Mathematical Reviews (MathSciNet):
MR2144908
Zentralblatt MATH:
1074.60003
Digital Object Identifier: doi:10.1239/jap/1110381385
Project Euclid: euclid.jap/1110381385
[M1] Meyer, P. A. (1994). Book Review: Measure theory. Bull. Amer. Math. Soc. (N.S.) 31 233–235.
Mathematical Reviews (MathSciNet):
MR1568139
Digital Object Identifier: doi:10.1090/S0273-0979-1994-00541-5
[M2] Meyer, P.-A. (2000). Les processus stochastiques de 1950 à nos jours. In Development of Mathematics 1950–2000 (J. Pier, ed.) 813–848. Birkhäuser, Basel.
[Sn] Snell, J. L. (1997). A conversation with Joe Doob. Statist. Sci. 12 301–311.
Mathematical Reviews (MathSciNet):
MR1619190
Digital Object Identifier: doi:10.1214/ss/1030037961
Project Euclid: euclid.ss/1030037961
The Annals of Probability
