Konrad Jacobs · CC BY-SA 2.0 de

Joseph L. Doob took Kolmogorov's axiomatic foundations for probability and built them into a rigorous theory of continuous-time stochastic processes, developing martingale theory into one of the central tools of modern probability along the way. His 1953 book Stochastic Processes became a foundational text for the field, shaping how mathematicians would model randomness unfolding over time for decades afterward.