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This book contains all publications of Wolfgang Doeblin (1915-1940). These are accompanied by presentations and commentaries by specialists in the various specific areas of his achievements. Additionally, this book reproduces the pli cacheté on «l'équation de Kolmogoroff» with commentaries.

The modern theory of probability developed between the two World Wars thanks to the very remarkable work of Kolmogorov, Khinchin, S.N. Bernstein, Romanovsky, von Mises, Hostinsky, Onicescu, Fréchet, Lévy and others, among whom one name shines particularly brightly, that of the young Wolfgang Doeblin. The work, of this young mathematician, tragically cut short by the war, remains even now, and indeed will remain into the future, a model and example of originality and of mathematical power.

The present book is conceived and in essence brought to fruition by Marc Yor before his death in 2014. It is dedicated to him.