17 Gauss Way

Berkeley, California

Berkeley, California

"Wolfgang Doeblin - a mathematician rediscovered"

A film by Agnes Handwerk and Harrie Willems

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.

The documentary

The film provides biography of Wolfgang Doeblin, the intriguing history of his sealed letter with the manuscript , his mathematics, the Brownian motion and its applications in the financial world. It documents scientific and human aspects of the amazing discovery of the manuscript and throws new light on the startling circumstances of Doeblin's death at the age of 25. The film takes almost one hour.

In a second, independent film clip, Professor Marc Yor explains the manuscript "On Kolmogorov's equation" at the blackboard. It takes 27 minutes and is for specialists in stochastics.

Official Website: http://www.msri.org/calendar/specialevents/SpecialEventInfo/355/show_specialevent

Added by brad_froehle on May 7, 2008