The life and scientific heritage of Wolfgang Döblin (Vincent Doblin)

Mathematician Wolfgang Doeblin (1915-1940) was the son of the German writer Alfred Doblin. In 1933 the family fl ed from Nazi Germany to France. Wolfgang completed his mathematical education in Paris, took French citizenship, and changed his name to Vincent Doblin. In the short period before his untimely death during the war, he made important contributions to the theory of probability and stochastic processes. His unpublished manuscripts discovered in 1999 in the archive of the University of Paris contain the foundations for a new field – the theory of stochastic differential equations. Doeblin defi ned the stochastic integral and proved the formula now known as the ltd lemma (it was first published by Kiyoshi ltd in 1942). Doeblin’s results helped establish the modern theory of probability, together with the works by A. N. Kolmogorov, A. Ya. Khinchin, and Paul Pierre Levy.


Recommended bibliographic description

, The life and scientific heritage of Wolfgang Döblin (Vincent Doblin), Voprosy Istorii Estestvoznaniia i Tekhniki [Studies in History of Science and Technology], , p.  325-349

    © Studies in the History of Science and Technology: Quarterly scientific journal of the Russian Academy of Sciences (2015)
    ISSN 0205-9606. Индекс 70143