Paul Lévy

Paul Pierre Lévy

Born: 15 Sept 1886 in Paris, France
Died: 15 Dec 1971 in Paris, France

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Paul Lévy was a student of Volterra's and became professor École des Mines in Paris in 1910, then professor at the École Polytechnique in Paris in 1913 where he remained until 1959.

He contributed to probability, functional analysis, partial differential equations and series. He also studied geometry. In 1926 he extended Laplace transforms to broader function classes. He undertook a large-scale work on generalised differential equations in functional derivatives.

His main books are Lecons d'analyse fonctionnelle (1922), Calcul des probabilités (1925), Théorie de l'addition des variables aléatoires (1937-54), and Processus stochastiques et mouvement brownien (1948).

References:

  1. Biography in Encyclopaedia Britannica
  2. Paul Lévy, Quelque aspects de la pensée d'un mathématicien (Paris, 1970).
  3. S J Taylor, Paul Lévy, Bull. London Math. Soc. 7 (1975), 300-320.
  4. J L Doob, Paul Lévy, Annals of Probability 1 (1971), 1-18. 
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