Brownian motion itself can be described approximately by a Langevin equation, an equation which involves a random force field representing the effect of the thermal fluctuations of the solvent on the Brownian particle. On long timescales, the mathematical Brownian motion is well described by a Langevin equation. On small timescales, inertial effects are prevalent in the Langevin equation. However the mathematical "Brownian motion" is exempt of such inertial effects. Note that inertial effects have to be considered in the Langevin equation, otherwise the equation becomes singular. so that simply removing the inertia term from this equation would not yield an exact description,
Brownian meander Brownian meander In the mathematical theory of probability, Brownian meander formula_1 is a continuous non-homogeneous Markov process defined as follows: Let formula_2 be a standard one-dimensional Brownian motion, and formula_3, i.e. the last time before "t" = 1 when formula_4 visits formula_5. Then the Brownian meander is defined by the following: In words, let formula_7 be the last time before 1 that a standard Brownian motion visits formula_5. (formula_9 almost surely.) We snip off and discard the trajectory of Brownian motion before formula_7, and scale the remaining part so that it spans a time interval of length 1. The scaling