Brownian
Randomly moving particles
Brownian describes the random, erratic motion of microscopic particles suspended in a fluid, caused by collisions with molecules in the surrounding medium.
Named after botanist Robert Brown, who observed pollen grains jittering in water.
Brownian motion is foundational in physics and probability theory, modeling everything from stock prices to diffusion.
Change in position
- particleMinute piece of matter
- randomOccurring without pattern
- diffusionPassive molecular spreading
- collisionForceful contact between objects
thermal · kinetic · microscopic · suspended · fluid · molecule · Einstein · stochastic
Steps toward a result
- probabilityQuantified chance of occurrence
- WienerOf Vienna, Austria
- martingaleTack restraining head position
- stochasticRandomly determined, statistically describable
calculus · continuous · path · drift · variance · equation · model · simulation
Goods kept for sale
- priceMonetary value assigned
- volatilityRapid, unpredictable changeability
- marketVenue for trade
- optionAvailable course of action
derivative · geometric · modeling · risk · prediction · fluctuation · trading · asset
motion
Change in position
collision · thermal · kinetic · microscopic · suspended · fluid · molecule · Einstein · stochastic · displacement
process
Steps toward a result
- probabilityQuantified chance of occurrence
- WienerOf Vienna, Austria
- martingaleTack restraining head position
stochastic · calculus · continuous · path · drift · variance · equation · model · simulation · random walk
stock
Goods kept for sale
- priceMonetary value assigned
- volatilityRapid, unpredictable changeability
- marketVenue for trade
option · derivative · geometric · modeling · risk · prediction · fluctuation · trading · asset · portfolio
Browniandeterministic
Completely caused by prior conditions
periodic · regular · Newtonian · harmonic · oscillatory
- browning outPartial power reduction
- Robert Browning
- Elizabeth Barrett Browning