Joseph L. Doob

Joseph Leo Doob (February 27, 1910 – June 7, 2004) was an American mathematician and one of the principal architects of modern measure-theoretic probability. Building on Kolmogorov's axiomatization of probability, he established a rigorous framework for continuous-parameter stochastic processes, developed martingale theory into a central method of probability, and pioneered probabilistic potential theory. His 1953 monograph became a foundational work in the development of modern probability theory.