17 March 1915|
|Died||21 June 1940
|Alma mater||Université de Paris|
|Thesis||Sur les propriétés asymptotiques de mouvements régis par certains types de chaînes simples (1938)|
|Doctoral advisor||Paul Lévy
Maurice René Fréchet
|Known for||Itô–Doeblin theorem|
A native of Berlin, Wolfgang was the son of the Jewish-German novelist and physician, Alfred Döblin. His family escaped from Nazi Germany to France where he became a citizen. Studying probability theory at the Institute Henri Poincaré under Fréchet, he quickly made a name for himself as a gifted theorist. He became a doctor at age 23. Drafted in November 1938, after refusing to be exempted from military service, he had to stay in the active Army when World War II broke out in 1939, and was quartered at Givet, in the Ardennes, as a telephone operator. There, he wrote down his latest work on the Chapman–Kolmogorov equation, and sent this as a "pli cacheté" (sealed envelope) to the French Academy of Sciences. His company, sent to the sector of the Saare on the ligne Maginot in April 1940, was caught in the German attack in the Ardennes in May, withdrew to the Vosges, and capitulated on June 22, 1940. On June 21, Doeblin shot himself in Housseras (a small village near Epinal), when German troops came in sight of the place. In his last moments, he burned his mathematical notes.
The sealed envelope was opened in 2000, revealing that Doeblin was ahead of his time in the development of the theory of Markov processes. In recognition of his results, Itô's lemma is now occasionally referred to as the Itô–Doeblin theorem.
His life was the subject of a 2007 movie by Agnes Handwerk and Harrie Willems, A Mathematician Rediscovered.
When he became a French citizen in 1938, Wolfgang Doeblin chose the official name of Vincent Doblin. However, he later chose to spell it as Wolfgang Doeblin and it is under this name that all his mathematical papers and professional letters were signed. 
- Wolfgang Doeblin: "Sur l'équation de Kolmogoroff, Pli cacheté à l'Académie des Sciences, édité par B. Bru et M. Yor", CRAS, Paris, 331 (2000).
- Shreve, S. E. (2004). Stochastic calculus for finance I: The binomial asset pricing model (Vol. 1). Springer.
- Wolfgang Doeblin — Histoire des mathématiques Journals, Books & Online Media | Springer
- Mazliak, L.: On the exchanges between W. Doeblin and B. Hostinský Rev. Hist. Math. 13, no. 1 (2007)
- O'Connor, John J.; Robertson, Edmund F., "Wolfgang Doeblin", MacTutor History of Mathematics archive, University of St Andrews.
- Wolfgang Doeblin at the Mathematics Genealogy Project
- Bru, Bernard; Yor, Marc (January 2002), "Comments on the life and mathematical legacy of Wolfgang Doeblin", Finance and Stochastics (Berlin / Heidelberg: Springer-Verlag) 6 (1): 3–47, doi:10.1007/s780-002-8399-0, MR 1885582
- Lettre de l'Académie des sciences, no. 2, 2001
- Marc Petit: Die verlorene Gleichung. Auf der Suche nach Wolfgang und Alfred Döblin ("L'équation de Kolmogoroff"). Eichborn, Frankfurt/M. 2005, ISBN 3-8218-5749-8
- Ellinghaus, Jürgen / Ferry, Hubert: La lettre scellée du soldat Doblin / Der versiegelte Brief des Soldaten Döblin, TV documentary, 2006, ARTE/RBB . VoD (French or German version): .
- Ellinghaus, Jürgen / Gardini, Aldo: Die Irrfahrt des Soldaten Döblin, audiobook, ed. Stiftung Radio Basel, Christoph Merian Verlag, Basel, 2007.