Doob: a half-century on
N. H. Bingham
Source: J. Appl. Probab. Volume 42, Number 1
(2005), 257-266.
Abstract
Probability theory, and its dynamic aspect stochastic process theory, is both a venerable subject, in that its roots go back to the mid-seventeenth century, and a young one, in that its modern formulation happened comparatively recently - well within living memory. The year 2003 marked the seventieth anniversary of Kolmogorov's Grundbegriffe der Wahrscheinlichkeitsrechnung, usually regarded as having inaugurated modern (measure-theoretic) probability theory. It also marked the fiftieth anniversary of Doob's Stochastic Processes. The profound and continuing influence of this classic work prompts the present piece.
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Permanent link to this document: http://projecteuclid.org/euclid.jap/1110381385
Digital Object Identifier: doi:10.1239/jap/1110381385
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