The Splendors and Miseries of Martingales

Laurent Mazliak is a historian, specialising in the history of mathematics, and a researcher at the Laboratoire de Probabilités, Statistique et Modélisation (LPSM) at Sorbonne University, France. He received his habilitation in 2000 and has devoted his work in history mainly to mathematics (especially probability) of the first half of 20th century. He defended a thesis in mathematics entitled "Partially observable control and point processes: theory and applications," under the direction of Jacques Neveu, at the Université Pierre-et-Marie-Curie, in 1990 and became a specialist in stochastic control of jump processes.
Glenn Shafer is Dean and Professor at the Rutgers Business School, Rutgers University, USA. He received an A.B. in mathematics in 1968 and a Ph.D. in mathematical statistics in 1973 from Princeton University, USA. He is best known for his work in the 1970s and 1980s on the Dempster-Shafer theory. It is a general framework for reasoning with uncertainty, allowing one to combine evidence from different sources and arrive at a degree of belief (represented by a mathematical object called belief function) that takes into account all the available evidence. The theory and its extensions have been of particular interest to the artificial intelligence community. More recently he worked with Vladimir Vovk to develop a game-theoretic framework for probability leafding to Probability and Finance: It's Only a Game! Glenn Shafer is also deeply interested in the history of mathematics (especially probability) and has authored several papers on the topic, such as a profound study of the origin of Kolmogorov's work on the foundation of probability with Vladimir Vovk, and a study about the arrest of Emile Borel during the German occupation of France with Laurent Mazliak.