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Joseph L. Doob (1910–2004) was an American mathematician who essentially placed probability theory on a rigorous mathematical footing. Before Doob, probability was often viewed as a collection of loose techniques used in physics and gambling. Doob recognized that probability could be mapped entirely onto the theory of measure, thereby transforming it into a rigorous branch of analysis.

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If you're looking for a PDF on stochastic processes by Doob or related to his work, here are some suggestions: Joseph L