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.