The Annals of Probability

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.

Article information

Source
Ann. Probab., Volume 37, Number 5 (2009), 1664-1670.

Dates
First available in Project Euclid: 21 September 2009

Permanent link to this document
https://projecteuclid.org/euclid.aop/1253539852

Digital Object Identifier
doi:10.1214/09-AOP480

Mathematical Reviews number (MathSciNet)
MR2561429

Zentralblatt MATH identifier
1176.60004

Citation

Yor, M. J. L. Doob (27 February 1910–7 June 2004). Ann. Probab. 37 (2009), no. 5, 1664--1670. doi:10.1214/09-AOP480. https://projecteuclid.org/euclid.aop/1253539852


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