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Brownian Motion—Wiener Process

Published online by Cambridge University Press:  20 November 2018

Miklós Csörgő
Miklós Csörgő*
Affiliation:
Department of Mathematics, Carleton University, Ottawa, Ontario, Canada K1S 5B6
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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.

Information

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 22 , Issue 3 , 01 September 1979, pp. 257 - 279
Copyright
Copyright © Canadian Mathematical Society 1979

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