The Annals of Probability

J. L. Doob: Foundations of stochastic processes and probabilistic potential theory

Ronald Getoor

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During the three decades from 1930 to 1960 J. L. Doob was, with the possible exception of Kolmogorov, the man most responsible for the transformation of the study of probability to a mathematical discipline. His accomplishments were recognized by both probabilists and other mathematicians in that he is the only person ever elected to serve as president of both the IMS and the AMS. This article is an attempt to discuss his contributions to two areas in which his work was seminal, namely, the foundations of continuous parameter stochastic processes and probabilistic potential theory.

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Ann. Probab., Volume 37, Number 5 (2009), 1647-1663.

First available in Project Euclid: 21 September 2009

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60G05: Foundations of stochastic processes 60J45: Probabilistic potential theory [See also 31Cxx, 31D05]

Doob continuous parameter processes probabilistic potential theory


Getoor, Ronald. J. L. Doob: Foundations of stochastic processes and probabilistic potential theory. Ann. Probab. 37 (2009), no. 5, 1647--1663. doi:10.1214/09-AOP465.

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