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Doob: A Half-Century on

Part of: History of mathematics and mathematicians Probability theory and stochastic processes

Published online by Cambridge University Press:  14 July 2016

N. H. Bingham
N. H. Bingham*
Affiliation:
University of Sheffield
*
∗Postal address: Department of Probability and Statistics, University of Sheffield, Sheffield S3 7RH, UK. Email address: nick.bingham@sheffield.ac.uk
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Abstract

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Probability theory, and its dynamic aspect stochastic process theory, is both a venerable subject, in that its roots go back to the mid-seventeenth century, and a young one, in that its modern formulation happened comparatively recently - well within living memory. The year 2003 marked the seventieth anniversary of Kolmogorov's Grundbegriffe der Wahrscheinlichkeitsrechnung, usually regarded as having inaugurated modern (measure-theoretic) probability theory. It also marked the fiftieth anniversary of Doob's Stochastic Processes. The profound and continuing influence of this classic work prompts the present piece.

Keywords

J. L. Doobstochastic processmartingalehistory

MSC classification

Secondary: 60-03: Historical (must also be assigned at least one classification number from Section 01) 01A60: 20th century
Type
Research Papers
Information
Journal of Applied Probability , Volume 42 , Issue 1 , March 2005 , pp. 257 - 266
Copyright
© Applied Probability Trust 2005 

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