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2008•Shuxue de shijian yu renshiRequires access

N. Wiener and Brownian Motion

Quan Tang

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Abstract

Brownian motion,as a special stochastic process,is in the centre of the theory of stochastic processes.And it has important applications to many fileds.During the evolution of Brownian motion theory,R.Brown,A.Einstein and N.Wiener contributed a lot.Based on the original resources,this paper studies the process of Wiener′s establishing the mathematical theory of Brownian motion,and reveals that wiener played an important role in the rigor development of the theory.

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What this paper is about

Brownian motion,as a special stochastic process,is in the centre of the theory of stochastic processes.And it has important applications to many fileds.During the evolution of Brownian motion theory,R.Brown,A.Einstein and N.Wiener contributed a lot.Based on the original resources,this paper studies the process of Wiener′s establishing the mathematical theory of Brownian motion,and reveals that wiener played an important role in the rigor development of the theory.

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Available abstract

Brownian motion,as a special stochastic process,is in the centre of the theory of stochastic processes.And it has important applications to many fileds.During the evolution of Brownian motion theory,R.Brown,A.Einstein and N.Wiener contributed a lot.Based on the original resources,this paper studies the process of Wiener′s establishing the mathematical theory of Brownian motion,and reveals that wiener played an important role in the rigor development of the theory.

Key concepts: Wiener process, Brownian excursion, Brownian motion, Reflected Brownian motion, Geometric Brownian motion, Mathematics, Diffusion process, Einstein

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