Olav Kallenberg (Professor Emeritus)

Olav Kallenberg (Professor Emeritus)

Some forgotten martingale discoveries of Paul Lévy


24 mars 2023    
11h00 - 12h00

Salle du Conseil, Espace Turing
45 rue des Saints-Pères, Paris, 75006

Type d’évènement

In the course of my new book project The Discovery of Modern Probability, 1920-80′, I came across so many interesting facts about Lévy’s contributions to martingale theory, many of which seem not to be well known even among the experts. It may be time to reassess the towering role of Paul Lévy as a co-founder, along with Joseph Doob, of modern martingale theory.

Disclaimer: I don’t pretend to be an expert on the history of probability, and for several crucial publications I didn’t even have access or time to read them. My only credentials are a passionate interest in both history and mathematics, plus a lifelong study at the feet of the great probabilists du temps perdu.

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