A probabilistic new principle of the 19th century / François Jongmans & Eugene Seneta.
Abstract:
'We discuss the evolution of an idea which contains, within the setting of an urn model, the notion of a martingale. The idea is to be found in Poisson (1837) but its main proponent is Catalan in a series of papers beginning in 1841, in partial ignorance of Poisson's work.'
Archive for history of exact sciences Vol. 47 (1994), p. 93-102