Wolfgang Doeblin

From MSRI

*The sealed letter*
**
In May 2000, at the Academy of Sciences in Paris,a sealed letter with the number 11 668 is opened.
The letter, sent 60 years before to the Academy by the mathematician Wolfgang Doeblin, contains a
mathematical manuscript called "On Kolmogorov`s equation". On being deciphered, the manuscript
causes a sensation among mathematicians. It proves that as early as 1940, Wolfgang Doeblin
developed a formula to calculate the role of chance in continuous random processes, comparable
with the formula the Japanese mathematician Kiyoshi Itô developed some years later as the
basis of his famous Itô-calculus.

*Wolfgang Doeblin*
**
Wolfgang Doeblin was born in Berlin in 1915 as the son of the famous German writer Alfred
Döblin. In 1933 the family flees from Berlin and takes refuge in Paris. Wolfgang starts his study
in mathematics and proves to be a brilliant probabilist. In the winter of 1939/40 he is
stationed as a simple soldier in the Vosges near the French/German border. During this time
Wolfgang writes his manuscript "On Kolmogorov's equation" and sends it as a sealed letter to the
Academy of Sciences. A few months later, faced with the threat of capture by the German
Wehrmacht, he commits suicide.