Œuvres Complètes—Collected Works

Marc Yor (1949–2014) was Professor at the Pierre et Marie Curie University, Paris VI. He was one of the most eminent specialists in probability theory, with a particular interest in stochastic processes related to Brownian motion and their applications to mathematical finance. A member of the French Academy of Sciences, his numerous students include some very eminent mathematicians. Bernard Bru is a retired Professor at the René Descartes University, Paris V.  He is a specialist in the history of probability and statistics and has edited the work of some of the major figures in this area, including Laplace, Condorcet, and Cournot.

“It attracted interest not only by mathematicians or some probability theory specialists, but also by the public, which normally would not be that interested in mathematics. … the editors gathered not only all published articles of W. Doeblin, but also some more papers, especially the ‘cahier jaune’ (yellow notebook). In comments and annotations the contents of the papers are put into today’s context by probability theory specialists. The book is excellent, a large and substantial work.” (Silke Göbel, zbMATH 1460.01019, 2021)

• J.-M. Bismut, Avant-propos.- H. Föllmer, Geleitwort.- B. Bru, Preface.- Part I The Life of Wolfgang Doeblin March 17, 1915 – June 21, 1940.- Part II Markov Chains.- Part III Sums of Independent Random Variables.- Part IV Chapman’s Equations. Part IV.1 Documents Published Before the pli cachet.- Part IV.2 The pli cachet.- Part IV.3 Archival Documents Related to the pli cachet.- Part V Appendix: B. Bru and E. Seneta, Postface.- Acknowledgements.- Credits.- Bibliography.- Supplementary Reading.