• Brownian Motion

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      Permanent link:
      https://www.ias.ac.in/article/fulltext/reso/026/01/0089-0104

    • Keywords

       

      Brownian motion, heat equation, Kolmogorov’s formulation of probability, random walk, Wiener integral, stochastic differential equations, financial mathematics.

    • Abstract

       

      This article explains the history and mathematics of Brownian motion.

    • Author Affiliations

       

      B V Rao1

      1. Chennai Mathematical Institute H1, SIPCOT IT Park Kelambakkam, Siruseri Tamil Nadu 603103
    • Dates

       

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