Some historical documents around Brownian motion and stochastic calculus.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.