Editing Stochastic process (section)

===Birth of modern probability theory===
In 1933, Andrei Kolmogorov published in German, his book on the foundations of probability theory titled ''Grundbegriffe der Wahrscheinlichkeitsrechnung'',{{efn|Later translated into English and published in 1950 as Foundations of the Theory of Probability<ref name="Bingham2000"/>}} where Kolmogorov used measure theory to develop an axiomatic framework for probability theory. The publication of this book is now widely considered to be the birth of modern probability theory, when the theories of probability and stochastic processes became parts of mathematics.<ref name="Bingham2000"/><ref name="Cramer1976"/>

After the publication of Kolmogorov's book, further fundamental work on probability theory and stochastic processes was done by Khinchin and Kolmogorov as well as other mathematicians such as [[Joseph Doob]], [[William Feller]], [[Maurice Fréchet]], [[Paul Lévy (mathematician)|Paul Lévy]], [[Wolfgang Doeblin]], and [[Harald Cramér]].<ref name="Bingham2000"/><ref name="Cramer1976"/>
Decades later, Cramér referred to the 1930s as the "heroic period of mathematical probability theory".<ref name="Cramer1976"/> [[World War II]] greatly interrupted the development of probability theory, causing, for example, the migration of Feller from [[Sweden]] to the [[United States|United States of America]]<ref name="Cramer1976"/> and the death of Doeblin, considered now a pioneer in stochastic processes.<ref name="Lindvall1991">{{cite journal|last1=Lindvall|first1=Torgny|title=W. Doeblin, 1915-1940|journal=The Annals of Probability|volume=19|issue=3|year=1991|pages=929–934|issn=0091-1798|doi=10.1214/aop/1176990329|doi-access=free}}</ref>

[[File:Joseph Doob.jpg|thumb|right|Mathematician [[Joseph Doob]] did early work on the theory of stochastic processes, making fundamental contributions, particularly in the theory of martingales.<ref name="Getoor2009"/><ref name="Snell2005"/> His book ''Stochastic Processes'' is considered highly influential in the field of probability theory.<ref name="Bingham2005"/> ]]