Brownian Motion is the random movement of microscopic particles suspended in a fluid (liquid or gas) as they collide with fast-moving atoms or molecules in the medium. This phenomenon was named after the botanist Robert Brown, who first observed it in pollen grains in 1827. The motion is characterized by its randomness and can be described mathematically as a stochastic process, where the position of the particle at time can be expressed as a continuous-time random walk.
Mathematically, Brownian motion has several key properties:
This concept has significant implications in various fields, including physics, finance (where it models stock price movements), and mathematics, particularly in the theory of stochastic calculus.
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