J. Laurie Snell

J. Laurie Snell ( James Laurie Snell, born January 15, 1925 in Wheaton (Illinois ), † 19 March 2011) was an American mathematician.


Snell has studied at the University of Illinois with a bachelor 's degree in 1947, her Master's degree in 1948 and his doctorate at Joseph L. Doob 1951. Between 1951 and 1954 he worked as a Fine instructor at Princeton University. From 1954 to 1996, he then worked as a mathematics professor at Dartmouth College, since 1962 a full professorship.

His research and his publications were mostly in the area of ​​Markov chains. He also wrote several textbooks with the famous Dartmouth Professor John G. Kemeny.

Snell has co-edited with Charles Grinstead the book Introduction to Probability.

He was a Fellow of the American Statistical Association ( 1996). In 1962 he was invited speaker at the International Congress of Mathematicians in Stockholm (boundary theory for Markov chains recurrent ).


Snell's father, Roy J. Snell, was a successful author of children's books, among other things, he wrote a book about the football player Red Grange (The Galopping Ghost ).

With the income from his books Laurie Snell 1967 lasted until 1973 with his wife, a converted barn for music events in Norwich (Vermont ).

Snell was married to Joan since 1952 and had two children, John and Mary.

Name of father

The well-known in Stochastics and Financial Mathematics Snell envelope ( Snell envelope ) denotes the smallest supermartingale dominating the price process. The corresponding theory has to be published in 1952 in a Applications of martingale system theorems Article Snell.


  • With John G. Kemeny and Gerald L. Thompson: Introduction to Finite Mathematics. Prentice Hall, Englewood Cliffs 1956
  • With Charles Grinsted: Introduction to Probability. 2nd edition. American Mathematical Society, 1997, ISBN 0821807498
  • With Ross Kindermann: Markov Random Fields and Their Applications. American Mathematical Society, 1980, ISBN 0821850016