Doob: a Half-century On
نویسنده
چکیده
Probability theory, and its dynamic aspect stochastic process theory, is both a venerable subject, in that its roots go back to the mid-seventeenth century, and a young one, in that its modern formulation happened comparatively recently – well within living memory. The year 2003 marked the seventieth anniversary of Kolmogorov’s Grundbegriffe der Wahrscheinlichkeitsrechnung, usually regarded as having inaugurated modern (measuretheoretic) probability theory. It also marked the fiftieth anniversary of Doob’s Stochastic Processes. The profound and continuing influence of this classic work prompts the
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