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Donald Lyman Burkholder was an American mathematician known for his contributions to probability theory, particularly the theory of martingales. The Burkholder–Davis–Gundy inequality is co-named after him. Burkholder spent most of his professional career as a professor in the Department of Mathematics of the University of Illinois at Urbana-Champaign. After his retirement in 1998, Donald Burkholder remained a professor emeritus in the Department of Mathematics of the University of Illinois at Urbana-Champaign and a CAS Professor Emeritus of Mathematics at the Center for Advanced Study, University of Illinois at Urbana-Champaign. He was a member of the U.S. National Academy of Sciences and a fellow of the American Mathematical Society.
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