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Some historical documents around Brownian motion and stochastic calculus.

We suggest to read the following five documents sequentially (mostly in French, see below for English versions when available):

These documents are made available, for pedagogical purposes, to the students of the master of mathematics.

[ICO]NameLast modifiedSizeDescription

[PARENTDIR]Parent Directory  -  
[   ]Bachelier - 1900 - French.pdf2020-10-26 07:09 7.8M 
[   ]Bru & Yor on Doeblin - 2002.pdf2020-10-26 07:09 255K 
[DIR]CRAS Doeblin - 2000 - French/2020-10-26 08:15 -  
[IMG]Chung - 2002.djvu2020-10-26 07:09 872K 
[   ]Doob - 1942.pdf2020-10-26 07:09 1.2M 
[   ]Duplantier - 2005 - French.pdf2020-10-26 07:09 3.5M 
[   ]Duplantier - 2007.pdf2020-10-26 07:09 1.8M 
[   ]Einstein - 1905 - German.pdf2020-10-26 07:09 716K 
[   ]Einstein - 1905.pdf2020-10-26 07:09 318K 
[   ]Einstein - 1906 - German.pdf2020-10-26 07:09 542K 
[   ]Einstein - 1906.pdf2020-10-26 07:09 22M 
[TXT]HEADER.html2020-10-26 07:09 900  
[   ]Ito - 1944.pdf2020-10-26 07:09 498K 
[   ]Kac on Wiener - 1966.pdf2020-10-26 07:09 1.4M 
[   ]Kahane - 1998 - French.pdf2020-10-26 07:09 302K 
[   ]Kakutani - 1944.pdf2020-10-26 07:09 1.0M 
[   ]Kolmogorov - 1931.pdf2020-10-26 07:09 5.6M 
[   ]Kolmogorov - 1933.pdf2020-10-26 07:09 1.5M 
[   ]Langevin - 1908 - French.pdf2020-10-26 07:09 212K 
[IMG]Levy - 1965 - French.djvu2020-10-26 07:09 16M 
[   ]Nelson - 1967.pdf2020-10-26 07:09 465K 
[   ]Perrin - 1909 - French.pdf2020-10-26 07:09 412K 
[   ]Smoluchowski - 1906 - French.pdf2020-10-26 07:09 2.3M 
[   ]Taqqu & Bru on Bachelier - 2001.pdf2020-10-26 07:09 151K 
[   ]Taqqu & Bru sur Bachelier - 2001 - French.pdf2020-10-26 07:09 4.6M 
[   ]Uhlenbeck & Ornstein - 1930.pdf2020-10-26 07:09 1.0M 
[   ]Uhlenbeck & Wang - 1945.pdf2020-10-26 07:09 1.4M 
[   ]Wiener - 1923.pdf2020-10-26 07:09 1.5M