J. L. DOOB (27 FEBRUARY 1910-7 JUNE 2004) In Memorium
成果类型：
Biographical-Item
署名作者：
Yor, M.
署名单位：
Universite Paris Cite; Sorbonne Universite; Universite Paris Cite; Sorbonne Universite; Institut Universitaire de France
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/09-AOP480
发表日期：
2009
页码：
1664-1670
关键词：
摘要：
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.