Ouvres Complètes-Collected Works
Description
This book contains all of Wolfgang Doeblin's publications. In addition, it includes a reproduction of the pli cacheté on l'équation de Kolmogoroff and previously unpublished material that Doeblin wrote in 1940. The articles are accompanied by commentaries written by specialists in Doeblin's various areas of interest.
The modern theory of probability developed between the two World Wars thanks to the very remarkable work of Kolmogorov, Khinchin, S.N. Bernstein, Romanovsky, von Mises, Hostinsky, Onicescu, Fréchet, Lévy and others, among whom one name shines particularly brightly, that of Wolfgang Doeblin (1915-1940). The work of this young mathematician, whose life was tragically cut short by the war, remains even now, and indeed will remain into the future, an exemplar of originality and of mathematical power.
This book was conceived and in essence brought to fruition by Marc Yor before his death in 2014. It is dedicated to him.
Reviews / Votes
"It attracted interest not only by mathematicians or some probability theory specialists, but also by the public, which normally would not be that interested in mathematics. . the editors gathered not only all published articles of W. Doeblin, but also some more papers, especially the 'cahier jaune' (yellow notebook). In comments and annotations the contents of the papers are put into today's context by probability theory specialists. The book is excellent, a large and substantial work." (Silke Göbel, zbMATH 1460.01019, 2021)
More details
Persons
Marc Yor (1949-2014) was Professor at the Pierre et Marie Curie University, Paris VI. He was one of the most eminent specialists in probability theory, with a particular interest in stochastic processes related to Brownian motion and their applications to mathematical finance. A member of the French Academy of Sciences, his numerous students include some very eminent mathematicians.
Bernard Bru is a retired Professor at the René Descartes University, Paris V. He is a specialist in the history of probability and statistics and has edited the work of some of the major figures in this area, including Laplace, Condorcet, and Cournot.
Content
J.-M. Bismut, Avant-propos.- H. Föllmer, Geleitwort.- B. Bru, Preface.- Part I The Life of Wolfgang Doeblin March 17, 1915 - June 21, 1940.- Part II Markov Chains.- Part III Sums of Independent Random Variables.- Part IV Chapman's Equations. Part IV.1 Documents Published Before the pli cachet.- Part IV.2 The pli cachet.- Part IV.3 Archival Documents Related to the pli cachet.- Part V Appendix: B. Bru and E. Seneta, Postface.- Acknowledgements.- Credits.- Bibliography.- Supplementary Reading.