Brownian motion process

Brownian motion describes the random movement of microscopic particles suspended in liquids or gases. This phenomenon, first observed by botanist Robert Brown in 1827, results from the constant impact of molecules from the surrounding medium on these particles.12

Mathematically, Brownian motion is modeled as a stochastic process, often called a Wiener process. It represents the limit of a random walk as the number of steps becomes infinitely large and the step size infinitesimally small. This process is fundamental in probability theory and has applications in various fields, including finance and physics, where it helps explain diffusion and other phenomena involving random fluctuations.32