About Dynkin's Archive

Seems to me that Dynkin’s collection of interviews with mathematicians (link) is super underpromoted in the community, but it is a pure treasure. There, great probabilists smile, laugh, speak (sometimes ill :) of others, talk about their first works, successes and failures. It makes a sense of the absence of time.

My favorites in English:

• Joseph Doob talks about the connection between semimartingales and Superman (yes, yes) (video link)

• Daniel Stroock on an unrealized PhD in biology, Mark Kac, and the Stroock law firm, the Stroock–Varadhan martingale problem. (video link)

There are also recordings with Itô, Le Gall, Meyer, Kesten, and Föllmer.

Here are my favorites in Russian:

• Shiryaev on Kolmogorov and Juna (a famous Russian crook and psychic) (video link)

• Krylov and Rozovsky on the beginning of their scientific paths, that Mechmath, they are incredibly witty (video link)