Article contents
Brownian Motion—Wiener Process
Published online by Cambridge University Press: 20 November 2018
Extract
Bachelier (1900), Einstein (1905) and Smoluchowski (1915) provided a theory of the peculiar erratic motion of small particles suspended in a liquid, first described in 1826 by the English botanist Brown. In a series of papers beginning in 1920 Wiener undertook a mathematical analysis of Brownian motion.
- Type
- Research Article
- Information
- Copyright
- Copyright © Canadian Mathematical Society 1979
References
- 5
- Cited by