试析巴夏里埃的《投机理论》对数学的影响

Research into the Influence of L.Bachelier’s Theory of Speculation on Mathematics

巴夏里埃的博士论文《投机理论》含有不少现代随机过程理论的概念和结果,但关于其研究工作在数学史上的影响至今尚有争议。根据巴夏里埃的原始文献,参考相关数学家的著作和评论,最终确认巴夏里埃的研究工作不仅对数学而且对经济学的发展都有着深远的影响和重要意义。

L. Bachelier’s dissertation Thorie de la Spculation contains many ideas and results about the stochastics process theory. But the opinions about the impact of his works in the history of mathematics has not reached an agreement as yet. Based on orginal materials and relevant studies, this paper concludes that L. Bachelier’s work has a great impact on the development of mathematics, besides economics.