an:06613907
Zbl 1349.01046
Yang, Jing; Pan, Liyun
J. L. Doob and stochastic processes
ZH
Math. Pract. Theory 45, No. 9, 281-288 (2015).
00358099
2015
j
01A70 60-03 01A60 60G05
Joseph Leo Doob; pprobability theory; stochastic processes; martingale
Summary: This paper briefly describes J. L. Doob' s life and analyses his work in probability theory. It focuses on the reason he studied probability theory, the meaning he founded the theory of martingales and his academic association. Then, it can help to better understand the significance and influence of Doob's work and how the theory of stochastic processes developed in the middle of the twentieth century.