Comments on the life and mathematical legacy of Wolfgang Doeblin

DOI10.1007/s780-002-8399-0zbMath1046.01009OpenAlexW2084805804WikidataQ55879506 ScholiaQ55879506MaRDI QIDQ1848530

Bernard Bru, Marc Yor

Publication date: 21 November 2002

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s780-002-8399-0

zbMATH Keywords

diffusionBiographyBibliographyKolmogorov equationDoeblin conditionschange of variable formula

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) Biographies, obituaries, personalia, bibliographies (01A70) History of probability theory (60-03)

Related Items (5)

The sticky Lévy process as a solution to a time change equation ⋮ Encounters with Martingales in Stochastic Control ⋮ Inhomogeneous Markov Chains and Ergodicity Coefficients: John Hajnal (1924–2008) ⋮ A new discretization scheme for one dimensional stochastic differential equations using time change method ⋮ Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries

This page was built for publication: Comments on the life and mathematical legacy of Wolfgang Doeblin