J. L. Doob (27 February 1910--7 June 2004)
arXiv:0909.4431 · doi:10.1214/09-AOP480
Abstract
Doob's essential contributions to Probability theory are discussed; this includes the main early results on martingale theory, Doob's $h$-transform, as well as a summary of Doob's three books. Finally, Doob's `stochastic triangle' is viewed in the light of the stochastic analysis of the eighties.
Published in at http://dx.doi.org/10.1214/09-AOP480 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)