Brownian motion of sol particles Brownian motion of sol particles Colloidal particles in a sol are continuously bombarded by the molecules of the dispersion medium on all sides. The impacts are however not equal in every direction. As a result, the sol particles show random or zig-zag movements. This random or zig-zag motion of the colloidal particles in a sol is called Brownian motion or Brownian movement. The phenomenon of Brownian motion was observed by Robert Brown in the form of random zig-zag motion of pollen grains suspended in water. This kind of movement is found in all colloidal systems. Such random motion is visible
Reflected Brownian motion all "t" ≥ 0, (with Φ the cumulative distribution function of the normal distribution) which yields (for "μ" < 0) when taking t → ∞ an exponential distribution For fixed "t", the distribution of "Z(t)" coincides with the distribution of the running maximum "M(t)" of the Brownian motion, But be aware that the distributions of the processes as a whole are very different. In particular, "M(t)" is increasing in "t", which is not the case for "Z(t)". The heat kernel for reflected Brownian motion at formula_9: formula_10 For the plane above formula_11 The stationary distribution of a reflected Brownian motion