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Brownian motion. An essay on the origins of the mathematical theory. (Le mouvement brownien. Un essai sur les origines de la théorie mathématique.) (French) Zbl 1044.01527

Material on the history of mathematics in the 20th century. Proceedings of the colloquium to the memory of Jean Dieudonné, Nice, France, January 1996. Marseille: Société Mathématique de France (ISBN 2-85629-065-5/pbk). Sémin. Congr. 3, 123-155 (1998).
From the text. This very readable essay on the origins (1900–1950) of the mathematical theory of Brownian motion treats the following topics: (1) Einstein, Wiener, and the Wiener process, (2) Langevin, Doob, and stochastic differential equations, (3) Borel, Steinhaus, and random series of functions, (4) Bachelier, Kolmogorov, processes and diffusions, (5) Pearson, Pólgar, and random walks.
For the entire collection see [Zbl 0892.00028].

MSC:

01A60 History of mathematics in the 20th century
60-03 History of probability theory
60J65 Brownian motion
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