J. L. DOOB: FOUNDATIONS OF STOCHASTIC PROCESSES AND PROBABILISTIC POTENTIAL THEORY

成果类型:
Article
署名作者:
Getoor, Ronald
署名单位:
University of California System; University of California San Diego
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/09-AOP465
发表日期:
2009
页码:
1647-1663
关键词:
摘要:
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.