Joseph L. Doob

Joseph Leo Doob (February 27, 1910 – June 7, 2004) was an American mathematician, specializing in analysis and probability theory.

Joseph L. Doob
Doob in Tokyo, 1969
Born(1910-02-27)February 27, 1910
Cincinnati, Ohio, U.S.
DiedJune 7, 2004(2004-06-07) (aged 94)
Urbana, Illinois, U.S.
NationalityAmerican
Alma materHarvard University (BA, MA, PhD)
Known forDoob's martingale inequality
Doob decomposition theorem
Scientific career
FieldsMathematics
InstitutionsUniversity of Illinois at Urbana-Champaign
Doctoral advisorJoseph L. Walsh
Doctoral students

The theory of martingales was developed by Doob.

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