Feller

William Feller

Born: 7 July 1906 in Zagreb, Yugoslavia
Died: 14 Jan 1970 in New York, USA

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Feller's Ph.D. was from Göttingen. He worked in Kiel until 1933 when Hitler's policies forced him out. Feller went to Copenhagen, then Stockholm. He went to the USA in 1939.

Feller worked on mathematical probability using Kolmogorov's measure theoretic formulation. He transformed the relation between Markov processes and partial differential equations. Later he put his results in a functional analysis framework. Feller made notable contributions to the mathematical theory of Brownian motion and diffusion processes during the years 1930-1960.

References:

  1. Dictionary of Scientific Biography
  2. William Feller, Annals of Mathematical Statistics 41 (1970). 
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JOC/EFR February 1996