Brownian motion Brownian motion Brownian motion or pedesis (from "leaping") is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the fast-moving molecules in the fluid. This pattern of motion typically alternates random fluctuations in a particle's position inside a fluid sub-domain with a relocation to another sub-domain. Each relocation is followed by more fluctuations within the new closed volume. This pattern describes a fluid at thermal equilibrium, defined by a given temperature. Within such fluid there exists no preferential direction of flow as in transport phenomena. More specifically the fluid's overall
Wiener process Wiener processes, as before). Generalities: Numerical path sampling: Wiener process In mathematics, the Wiener process is a continuous-time stochastic process named in honor of Norbert Wiener. It is often called standard Brownian motion process or Brownian motion due to its historical connection with the physical process known as Brownian movement or Brownian motion originally observed by Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with stationary independent increments) and occurs frequently in pure and applied mathematics, economics, quantitative finance, evolutionary biology, and physics. The Wiener process plays an important role in both pure and