J. L. Doob (27 February 1910–7 June 2004)

M. Yor

doi:10.1214/09-AOP480

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Home > Journals > Ann. Probab. > Volume 37 > Issue 5 > Article

September 2009 J. L. Doob (27 February 1910–7 June 2004)

M. Yor

Ann. Probab. 37(5): 1664-1670 (September 2009). DOI: 10.1214/09-AOP480

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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.