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The Splendors and Miseries of Martingales

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Cover of 'The Splendors and Miseries of Martingales'

Table of Contents

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    Book Overview
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    Chapter 1 The Origin and Multiple Meanings of Martingale
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    Chapter 2 Martingales at the Casino
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    Chapter 3 Émile Borel’s Denumerable Martingales, 1909–1949
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    Chapter 4 The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma
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    Chapter 5 Did Jean Ville Invent Martingales?
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    Chapter 6 Paul Lévy’s Perspective on Jean Ville and Martingales
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    Chapter 7 Doob at Lyon: Bringing Martingales Back to France
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    Chapter 8 Stochastic Processes in the Decades after 1950
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    Chapter 9 Martingales in Japan
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    Chapter 10 My Encounters with Martingales
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    Chapter 11 Martingales in the Study of Randomness
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    Chapter 12 Encounters with Martingales in Statistics and Stochastic Optimization
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    Chapter 13 Martingales in Survival Analysis
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    Chapter 14 Encounters with Martingales in Stochastic Control
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    Chapter 15 Analysis or Probability? Eight Letters Between Børge Jessen and Paul Lévy
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    Chapter 16 Counterexamples to Abstract Probability: Ten Letters by Jessen, Doob and Dieudonné
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    Chapter 17 Jean Ville Remembers Martingales
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    Chapter 18 Seven Letters from Paul Lévy to Maurice Fréchet
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    Chapter 19 Andrei Kolmogorov and Leonid Levin on Randomness
Attention for Chapter 4: The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma
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