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Some historical documents around Brownian motion and stochastic calculus.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  -  
[DIR]CRAS Doeblin - 2000 - French/2021-09-18 00:14 -  
[TXT]HEADER.html2021-02-26 20:06 900  
[ ]Taqqu & Bru on Bachelier - 2001.pdf2021-02-26 20:06 151K 
[ ]Langevin - 1908 - French.pdf2021-02-26 20:06 212K 
[ ]Bru & Yor on Doeblin - 2002.pdf2021-02-26 20:06 255K 
[ ]Kahane - 1998 - French.pdf2021-02-26 20:06 302K 
[ ]Einstein - 1905.pdf2021-02-26 20:06 318K 
[ ]Perrin - 1909 - French.pdf2021-02-26 20:06 412K 
[ ]Nelson - 1967.pdf2021-02-26 20:06 465K 
[ ]Ito - 1944.pdf2021-02-26 20:06 498K 
[ ]Einstein - 1906 - German.pdf2021-02-26 20:06 542K 
[ ]Einstein - 1905 - German.pdf2021-02-26 20:06 716K 
[IMG]Chung - 2002.djvu2021-02-26 20:06 872K 
[ ]Uhlenbeck & Ornstein - 1930.pdf2021-02-26 20:06 1.0M 
[ ]Kakutani - 1944.pdf2021-02-26 20:06 1.0M 
[ ]Doob - 1942.pdf2021-02-26 20:06 1.2M 
[ ]Uhlenbeck & Wang - 1945.pdf2021-02-26 20:06 1.4M 
[ ]Kac on Wiener - 1966.pdf2021-02-26 20:06 1.4M 
[ ]Kolmogorov - 1933.pdf2021-02-26 20:06 1.5M 
[ ]Wiener - 1923.pdf2021-02-26 20:06 1.5M 
[ ]Duplantier - 2007.pdf2021-02-26 20:06 1.8M 
[ ]Smoluchowski - 1906 - French.pdf2021-02-26 20:06 2.3M 
[ ]Duplantier - 2005 - French.pdf2021-02-26 20:06 3.5M 
[ ]Taqqu & Bru sur Bachelier - 2001 - French.pdf2021-02-26 20:06 4.6M 
[ ]Kolmogorov - 1931.pdf2021-02-26 20:06 5.6M 
[ ]Bachelier - 1900 - French.pdf2021-02-26 20:06 7.8M 
[IMG]Levy - 1965 - French.djvu2021-02-26 20:06 16M 
[ ]Einstein - 1906.pdf2021-02-26 20:06 22M 
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