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December 9th, 2019

Write a 1000-word essay about the early history of stochastic processes and the development of stochastic integration in the 20th century. Your discussion must address the following:

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 The role played by Louis Bachelier in mathematical finance and how his ideas were improved upon by Paul Samuelson. 

 The contribution of Paul-André Meyer’s ‘Strasbourg School’ of probability.

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