Mathematician:Joseph Leo Doob
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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 Andrey Nikolaevich Kolmogorov
- Doob's Optional Stopping Theorem
- Doob-Dynkin Lemma (with Eugene Borisovich Dynkin)
- Doob-Meyer Decomposition Theorem (with Paul-André Meyer)
Results named for Joseph Leo Doob can be found here.
Definitions of concepts named for Joseph Leo Doob can be found here.
Publications
- 1953: Stochastic Processes
- 1984: Classical Potential Theory and Its Probabilistic Counterpart
- 1993: Measure Theory