Some historical documents around Brownian motion and stochastic calculus.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):

• Overview by Jean-Pierre Kahane
• Interview of Bernard Bru by Murad Taqqu on Louis Bachelier
• Overview by Bertrand Duplantier
• Booklet by Edward Nelson
• Bernard Bru & Marc Yor on Wolfgang Doeblin.

	Name	Last modified	Size	Description
	Parent Directory		-
	Bachelier - 1900 - French.pdf	2021-02-26 20:06	7.8M
	Bru & Yor on Doeblin - 2002.pdf	2021-02-26 20:06	255K
	Chung - 2002.djvu	2021-02-26 20:06	872K
	Doob - 1942.pdf	2021-02-26 20:06	1.2M
	Duplantier - 2005 - French.pdf	2021-02-26 20:06	3.5M
	Duplantier - 2007.pdf	2021-02-26 20:06	1.8M
	Einstein - 1905 - German.pdf	2021-02-26 20:06	716K
	Einstein - 1905.pdf	2021-02-26 20:06	318K
	Einstein - 1906 - German.pdf	2021-02-26 20:06	542K
	Einstein - 1906.pdf	2021-02-26 20:06	22M
	HEADER.html	2021-02-26 20:06	900
	Ito - 1944.pdf	2021-02-26 20:06	498K
	Kac on Wiener - 1966.pdf	2021-02-26 20:06	1.4M
	Kahane - 1998 - French.pdf	2021-02-26 20:06	302K
	Kakutani - 1944.pdf	2021-02-26 20:06	1.0M
	Kolmogorov - 1931.pdf	2021-02-26 20:06	5.6M
	Kolmogorov - 1933.pdf	2021-02-26 20:06	1.5M
	Langevin - 1908 - French.pdf	2021-02-26 20:06	212K
	Levy - 1965 - French.djvu	2021-02-26 20:06	16M
	Nelson - 1967.pdf	2021-02-26 20:06	465K
	Perrin - 1909 - French.pdf	2021-02-26 20:06	412K
	Smoluchowski - 1906 - French.pdf	2021-02-26 20:06	2.3M
	Taqqu & Bru on Bachelier - 2001.pdf	2021-02-26 20:06	151K
	Taqqu & Bru sur Bachelier - 2001 - French.pdf	2021-02-26 20:06	4.6M
	Uhlenbeck & Ornstein - 1930.pdf	2021-02-26 20:06	1.0M
	Uhlenbeck & Wang - 1945.pdf	2021-02-26 20:06	1.4M
	Wiener - 1923.pdf	2021-02-26 20:06	1.5M
	CRAS Doeblin - 2000 - French/	2021-09-18 00:14	-