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

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

2009-09-24

arxiv.org/abs/0909.4431v1

Annals of Probability 2009, Vol. 37, No. 5, 1664-1670

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/09-AOP480 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/09-AOP480

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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