Andrey Kolmogorov

In 1933 Andrey Kolmogorov turned probability into rigorous mathematics with three axioms: probabilities are never negative, they total one, and for outcomes that cannot happen together they add.

His work runs through quant finance and AI: the Fokker–Planck equation for random processes, the Kolmogorov–Smirnov test for checking models against data, and Kolmogorov–Arnold networks.