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What is Brownian Motion and Wiener Integration about?

1) The document discusses Brownian motion and the Wiener integral approach to describing it mathematically. 2) In 1922, Norbert Wiener introduced a measure and integral on the space of continuous functions to describe Brownian motion. This became known as the Wiener process. 3) The path integral formulation for classical Brownian motion is introduced using the Wiener measure on the space of continuous functions and the consistent Wiener integral. This provides a solution to the diffusion/heat equation.

Author

GP75

Language

EN