Mathematician:Joseph Leo Doob

Mathematician
American mathematician specializing in analysis and probability theory.

Developed the theory of martingales.

Nationality
American

History

 * Born: 27 February 1910 in Cincinnati, Ohio, U.S.
 * Died: 7 June 2004 in Urbana, Illinois, U.S.

Theorems and Definitions

 * Doob Decomposition Theorem
 * Doob's Martingale Convergence Theorems
 * Doob's Maximal Inequality, also known as Doob's Martingale Inequality or Kolmogorov's Submartingale Inequality for
 * Doob's Optional Stopping Theorem


 * Doob-Dynkin Lemma (with )
 * Doob-Meyer Decomposition Theorem (with )


 * Doob Martingale

Publications

 * 1953: Stochastic Processes
 * 1984: Classical Potential Theory and Its Probabilistic Counterpart
 * 1993: Measure Theory