The splendors and miseries of martingales. Their history from the casino to mathematics

DOI10.1007/978-3-031-05988-9MaRDI QIDQ2673448zbMATH OpenOpenAlexFDO

Authors

Publication date 9 June 2022

Published in Trends in the History of Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-05988-9

Mathematics Subject Classification ID

General histories, source books (01A05) History of probability theory (60-03) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Stochastic processes (60Gxx)

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Cited in

(9)

• The origins of the word ``martingale
• scientific article; zbMATH DE number 5606368 (Why is no real title available?)
• Martingales in sequential analysis and time series, 1945--1985
• Summary of growth of mathematical stochastics
• A short history of stochastic integration and mathematical finance: the early years, 1880--1970
• The Origin and Multiple Meanings of Martingale
• Martingales at the Casino
• Encounters with Martingales in Statistics and Stochastic Optimization
• Fermat and the first mathematization of gambling

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