Brownian motion diverges as the window shrinks, thus rendering the calculation a singular perturbation problem. 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
Fractional Brownian motion Friedrich Gauss. Prior to the introduction of the fractional Brownian motion, used the Riemann–Liouville fractional integral to define the process where integration is with respect to the white noise measure "dB"("s"). This integral turns out to be ill-suited to applications of fractional Brownian motion because of its over-emphasis of the origin . The idea instead is to use a different fractional integral of white noise to define the process: the Weyl integral for "t" > 0 (and similarly for "t" < 0). The main difference between fractional Brownian motion and regular Brownian motion is that while the increments in Brownian