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William Feller

William Feller (1906 - 1970) was a mathematician born in Croatia, and educated there and in Germany. He fled the Nazis in 1933 and went to Denmark, then Sweden, and finally the USA, where he was on the faculty at Cornell University, and then Princeton University.

He was the foremost probabilist outside of Russia. In the middle of the 20th century, probability was not generally viewed as a fruitful area of research in mathematics except in Russia, where Kolmogorov and others were influential. Feller contributed to the study of the relationship between Markov chains and differential equations. He wrote a two-volume treatise on probability that has since been universally regarded as one of the most important treatments of that subject.