First observed by botanist Robert Brown in 1827, Brownian Motion describes the continuous, chaotic movement of tiny particles, such as pollen grains, suspended in a medium. This motion results from ...

This is a preview. Log in through your library . Abstract We determine $E\lbrack \exp (\alpha X(T) - \beta T) \rbrack$ where $X(t)$ is a Brownian motion having ...

The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and ...

The seemingly random movement of Brownian motion just got a little more classical. Scientists have been able to image the ultrafast motions of a trapped particle, revealing the underlining ...

The story of Brownian motion began with experimental confusion and philosophical debate, before Einstein, in one of his least well-known contributions to physics, laid the theoretical groundwork for ...