Translator Disclaimer
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

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.

Citation

Download Citation

M. Yor. "J. L. Doob (27 February 1910–7 June 2004)." Ann. Probab. 37 (5) 1664 - 1670, September 2009. https://doi.org/10.1214/09-AOP480

Information

Published: September 2009
First available in Project Euclid: 21 September 2009

zbMATH: 1176.60004
MathSciNet: MR2561429
Digital Object Identifier: 10.1214/09-AOP480

Rights: Copyright © 2009 Institute of Mathematical Statistics

JOURNAL ARTICLE
7 PAGES


SHARE
Vol.37 • No. 5 • September 2009
Back to Top