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Comments on the life and mathematical legacy of Wolfgang Doeblin

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Finance and Stochastics Aims and scope Submit manuscript

Abstract.

This article contains the translation into English of the main results found in the Comptes Rendus Volume of December 2000, dedicated to Wolfgang Doeblin's sealed envelope sent to the Académie des Sciences de Paris in February 1940. The genesis of these results – both from human and scientific perspectives – is discussed, as well as their importance in our present understanding of one-dimensional diffusions.

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Author information

Authors and Affiliations

  1. Laboratoire de Mathématiques appliquées, Université Paris V, 45 rue des Saints-Pères, 75270 Paris Cedex 06, France , , , , , , FR

    Bernard Bru

  2. Laboratoire de Probabilités et Modèles aléatoires, CNRS-UMR 7599, Universités Paris VI et VII, 4 Place Jussieu, Case 188, 75252 Paris Cedex 05, France (e-mail: [email protected]) , , , , , , FR

    Marc Yor

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  1. Bernard Bru
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Manuscript received: May 2001; final version received: October 2001

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Bru, B., Yor, M. Comments on the life and mathematical legacy of Wolfgang Doeblin. Finance Stochast 6, 3–47 (2002). https://doi.org/10.1007/s780-002-8399-0

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  • DOI: https://doi.org/10.1007/s780-002-8399-0