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