"The Legacy of J. Doob":
by Professor Marc Yor,
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.
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