Joseph Doob was an American mathematician who made fundamental contributions in stochastic processes, particularly in martingale theory and potential theory. He was born on 27 February 1910 in Cincinnati, Ohio, but spent most of his early years in New York city. Doob received all of his academic degrees from Harvard University, including a PhD in 1932.
Doob spent nearly all of his academic career at the University of Illinois, except for post-doctoral positions at the beginning of his career and consulting work during World War II. Doob's research in martingale theory has had a profound impact in probability and stochastic processes. Among other results, he is credited with
Other major contributions involved the surprising and deep connections between potential theory of physics and probability theory. Two of Doob's books are still classics:
Joseph Doob received a number of awards and honors, including the US National Medal of Science in 1979 and the American Mathematical Society Steele Prize in 1984. He died on 7 June 2004 in Urbana, Illinois.