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arXiv · 0909.4431

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

M. Yor
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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.

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M. Yor. 2009-09-24. J. L. Doob (27 February 1910--7 June 2004). https://doi.org/10.1214/09-aop480

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