J. L. Doob (27 February 1910--7 June 2004)
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🧮 math.PR
keywords
doobstochastictheoryanalysisbookscontributionsdiscussedearly
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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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