School Seminars and Colloquia

"The Legacy of J. Doob":

School Seminar

by Professor Marc Yor,

Institution: Universite Paris VI (France)
Date: Thu 6th December 2007
Time: 11:30 AM
Location: Monash University, Math Sciences Building 28, 3rd flr, Rm 345

Abstract: Doob has developed the theory of martingales, which is a major tool in modern stochastic analysis and that applies to uncertain systems, including stock markets. His book Stochastic Processes (1953) is a classic that influenced generations of mathematicians. His last book Classical Potential Theory and Its Probabilistic Counterpart (1984) is a classic in both analysis and probability.


For More Information: Prof. Fima Klebaner