# J. Laurie Snell

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

## Science

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 ).

## Family

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.

## Publications

- 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