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Brownian motion

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The process of chaotic displacements of small particles suspended in a liquid or in a gas which is the result of collisions with the molecules of the medium. There exist several mathematical models of this motion [1]. The model of Brownian motion which is the most important one in the theory of random processes is the so-called Wiener process, and the concept of Brownian motion is in fact often identified with this model.

References

[1] V.P. Pavlov, "Brownian motion" , Large Soviet Encyclopaedia , 4 (In Russian)

Comments

See also Wiener measure.

References

[a1] K. Itô, H.P. McKean jr., "Diffusion processes and their sample paths" , Springer (1974) pp. Chapt. 1; 2
How to Cite This Entry:
Brownian motion. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Brownian_motion&oldid=16455