Table of Contents
IN THE BEGINNING: 1. Roger Mansuy: The Origins and Multiple Meanings of
Martingale.- 2. Glenn Shafer: Martingales at the Casino
.- 3. Bernard Bru and Marie-France Bru: Emile Borel's Denumerable Martingales, 1909–1949
.- 4. Salah Eid: The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma
.- VILLE, LEVY and DOOB: 5. Glenn Shafer: Did Jean Ville Invent Martingales?
.- 6. Laurent Mazliak: Paul Lévy’s Perspective on Martingales and on Jean Ville
.- 7. Bernard Locker and Laurent Mazliak: Doob at Lyon: Bringing Martingales Back to
France
.- MODERN PROBABILITY: 8. Paul-André Meyer and Glenn Shafer: Stochastic Processes in the Decades after 1950
.- 9. Shinzo Watanabe: Martingales in Japan
.- 10. Klaus Krickeberg: My Encounters with Martingales
.- MODERN APPLICATIONS: 11. Laurent Bienvenu, Glenn Shafer and Alexander Shen: Martingales in the Study of
Randomness
.- 12. Tze Leung Lai: Encounters with Martingales in Statistics and Stochastic Optimization
.- 13. Odd O. Aalen, Per K. Andersen, Ørnulf Borgan, Richard D. Gill and Nils Keiding:
Martingales in Survival Analysis
.- 14. Tyron Duncan: Encounters with Martingales in Stochastic Control. Appendix by Laurent
Mazliak.
- DOCUMENTS: 15. Bernard Bru and Salah Eid: Analysis or Probability? Eight Letters between Børge Jessen
and Paul Lévy
.- 16. Bernard Bru and Salah Eid: Counterexamples to Abstract Probability. Ten Letters by
Jessen, Doob, and Dieudonné
.- 17. Pierre Crepel: Jean Ville Remembers Martingales
.- 18. Laurent Mazliak: Seven Letters from Paul Lévy to Maurice Fréchet
.- 19. Laurent Bienvenu, Glenn Shafer and Alexander Shen: Andrei Kolmogorov and
Leonid Levin on Randomness.