The film has two parts: -- the biography of Wolfgang Doeblin, the history of his sealed letter with the manuscript "On Kolmogorov's equation", his mathematics, the Brownian motion and the applications in the financial world. This part takes 55 minutes. -- in the second part prof. Marc Yor explains the manuscript "On Kolmogorov's equation" at the blackboard. It takes 27 minutes and is for specialists in stochastics. The project has been supported by the DMV (Deutsche Mathematiker Vereinigung) and the SMF (Societe Mathematique de France).