Wolfgang Döblin (1915-1940)

Wolfgang Döblin, a German Jew, was a son of the famous German writer Alfred Döblin. He fled with his family from Nazi Germany. He studied in Paris under M. Freshe. The main direction of his research - Markov processes. He took French citizenship, changed his name to Vincent Doblin, but he signed his research papers as Wolfgang Döblin. At age 23, he became a doctor of sciences. Was drafted into the army, and after the outbreak of war with Germany he could not demobilize. In 1940, being surrounded, committed suicide. Despite the fact that V.Dёblin prepared for publication only 13 articles and 13 notes for the "Comptes Rendus de l'Académie des Sciences", his contribution to the development of the modern theory of probability is extremely high: modern concepts of the theory of random processes are based on works of Kolmogorov, A.Hinchin, P.Levi and V.Dёblin. In 1999 V.Dёblin's manuscript was found out in the archives of the Paris University. It contains a new for his time directions in the foundations of the theory of random processes - the theory of stochastic differential equations; Döblin defined the stochastic integral and proved Ito's formula, first published in Japanese in 1942 Since 2012, the Company presented the award named Bernoulli Doeblin. С 2012 г. Общество Бернулли вручает премию имени Дёблина.