Splendeurs et misères des martingales
The Splendors and Miseries of Martingales

partie coordonnée par / section coordinated by

Laurent MAZLIAK (Université Paris 6) and Glenn SHAFER (Rutgers University)


Laurent MAZLIAK and Glenn SHAFER
: Introduction

: The origins of the word “martingale”
Bernard BRU, Marie France BRU and Kai Lai CHUNG : Borel and the St Petersburg martingale
Bernard BRU and Salah EID : Jessen’s theorem and Lévy’s lemma
: How Paul Lévy saw Jean Ville and martingales
Glenn SHAFER : The education of Jean André Ville
Laurent BIENVENU, Glenn SHAFER and Alexander SHEN
: On the history of martingales in the study of randomness
Bernard LOCKER : Doob at Lyon
Paul-André MEYER : Stochastic processes from 1950 to the present
Shinzo WATANABE : Japanese contributions to martingale theory
Tze Leung LAI : History of martingales in sequential analysis and time series
Odd AALEN, Per Kragh ANDERSEN, Ørnulf BORGAN, Richard GILL and Niels KEIDING : History of applications of martingales in survival analysis

TEXTES ET DOCUMENTS / Texts and Documents

Christian BERG : Biography of Jessen
Klaus KRICKEBERG : My encounters with martingales
Document 1 : Summary of the scientific work of Mr. Jean Ville (1955)
Document 2 :
Jean Ville’s 1956 cv
Document 3 :
Jean A. Ville : Game theory, duality, economic growth (1983)
Document 4 :
Jean Ville’s recollections about martingales (1984-85), reported by P.Crepel
Document 5 : Bernard d’Orgeval’s obituary of Jean Ville (1992)
Document 6 :
List of Jean Ville’s publications
Document 7 : A letter of J. L. Doob to P. Crépel (1983)
Document 8 :
A letter of Paul Lévy to T. Hida
Paul Lévy and his wife in their appartment in Paris