The theory of probability is the only mathematical tool available to help map the unknown and the uncontrollable. It is fortunate that this tool, while tricky, is extraordinarily powerful and convenient.

I went to the computer and tried to experiment. I introduced a very high level of experiment in very pure mathematics.

When the weather changes and hurricanes hit, nobody believes that the laws of physics have changed. Similarly, I don't believe that when the stock market goes into terrible gyrations its rules have changed. It's the same stock market with the same mechanisms and the same people.

The most important thing I have done is to combine something esoteric with a practical issue that affects many people.

Think not of what you see, but what it took to produce what you see.

Beautiful, damn hard, increasingly useful. That's fractals.

I had many books and I had dreams of all kinds. Dreams in which were in a certain sense, how to say, easy to make because the near future was always extremely threatening.