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September 2009 J. L. Doob: Foundations of stochastic processes and probabilistic potential theory
Ronald Getoor
Ann. Probab. 37(5): 1647-1663 (September 2009). DOI: 10.1214/09-AOP465

Abstract

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.

Citation

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Ronald Getoor. "J. L. Doob: Foundations of stochastic processes and probabilistic potential theory." Ann. Probab. 37 (5) 1647 - 1663, September 2009. https://doi.org/10.1214/09-AOP465

Information

Published: September 2009
First available in Project Euclid: 21 September 2009

zbMATH: 1176.60026
MathSciNet: MR2561428
Digital Object Identifier: 10.1214/09-AOP465

Subjects:
Primary: 60G05 , 60J45

Keywords: continuous parameter processes , Doob , Probabilistic potential theory

Rights: Copyright © 2009 Institute of Mathematical Statistics

Vol.37 • No. 5 • September 2009
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