• Brownian Motion

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    • 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


© 2021-2022 Indian Academy of Sciences, Bengaluru.