Brownian motion


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brown·i·an move·ment

erratic, nondirectional, zigzag movement observed by ultramicroscope in certain colloidal solutions and by microscope in suspensions of light particulate matter that results from the jostling or bumping of the larger particles by the molecules in the suspending medium which are regarded as being in continuous motion.
[Robert Brown]

Brownian motion

[brou′nyən]
Etymology: Robert Brown, Scottish botanist, 1773-1858
a random movement of microscopic particles suspended in a liquid or gas, such as the continuing erratic behavior of dust particles in still water. The movement is produced by the natural kinetic activity of molecules of the fluid that strike the foreign particles. Also called Brownian movement.

Brown,

Robert, English botanist, 1773-1858.
brownian motion - Synonym(s): brownian movement
brownian movement - rapid random motion of small particles in suspension. Synonym(s): brownian motion; brownian-Zsigmondy movement; molecular movement; pedesis
brownian-Zsigmondy movement - Synonym(s): brownian movement
References in periodicals archive ?
Shreve, 1992, Brownian Motion and Stochastic Calculus, 2nd edition (New York: Springer-Verlag).
In 2014 Jiapei Dai [1] reported evidence of anisotropic Brownian motion, and in 2015 Felix Scholkmann [3] detected a sidereal time dependence, indicative of a process driving the preferred Brownian motion diffusion direction to a star-based preferred direction.
An economic story justifying geometric Brownian motion is simpler than that of mean reversion.
Van Ness, 1968, "Fractal Brownian Motion, Fractional Noises and Applications," S.
Since the sample paths of the Brownian motion are nowhere differentiable, we cannot use the ordinary integral to calculate it.
The geometric Brownian motion model says that the stock price is a random walk plus a drift.
H = 1 / 2 and the process is a Brownian motion with no long-range dependence.
t[greater than or equal to]0], represents the information structure generated by the Brownian motion and is assume to satisfy Eq.
All Brownian motion bodies are the same, of course, up to an isometry.
t] is a Brownian motion on a probability field ([SIGMA], F, P).
The same year saw the ' patent slave' publish four landmark papers, explaining the quantum, atom sizes, Brownian motion and relativity -- transforming all physics to come in the years to come.
These works comprised his theories on Brownian motion, the photoelectric effect, special relativity and mass-energy equivalence, or e=[mc.