Brownian Motion—Wiener Process
Canadian mathematical bulletin, Tome 22 (1979) no. 3, pp. 257-279
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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.
Csörgő, Miklós. Brownian Motion—Wiener Process. Canadian mathematical bulletin, Tome 22 (1979) no. 3, pp. 257-279. doi: 10.4153/CMB-1979-033-1
@article{10_4153_CMB_1979_033_1,
author = {Cs\"org\H{o}, Mikl\'os},
title = {Brownian {Motion{\textemdash}Wiener} {Process}},
journal = {Canadian mathematical bulletin},
pages = {257--279},
year = {1979},
volume = {22},
number = {3},
doi = {10.4153/CMB-1979-033-1},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1979-033-1/}
}
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