Abstract
We survey the development of probability from 1900, starting with Bachelier's
theory of speculation. Fisher information appears in the theory of estimation.
We touch on Brownian motion, and the Wiener integral. The Ito calculus, and its
relation to to the heat equation, is mentioned. Quantum theory is introduced as
a generalisation of probability, rather than of mechanics. The weakness of
attempts to describe quantum theory in terms of hidden variables is explained,
by a simple proof of Bell's inequality.
Quantum versions of the Langevin equation are discussed, and the theory of
continuous tensor products is used to give a possible quantum version. The
quantum stochastic calculus of Barnett, Wilde and the author, as well as that
of Parthasarathy and Hudson, is introduced.
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