What is … Brownian motion?

This page hosts information on Adrian Gonzalez Casanova's talk "What is … Brownian motion?" at the "What is …?" seminar. The talk will take place on Friday, July 6, 1:00pm at the BMS Loft at Urania. This talk will help you better understand the talk by Peter Mörters, which will start at 2pm.

Abstract

Rather than giving a precise mathematical statement to describe Brownian motion, here is a great quote from "Stochastic Calculus," by Richard Durrett.

"If you run Brownian motion in two dimensions for a positive amount of time, it will write your name. Of course, on top of your name it will write everybody else's name, as well as all the works of Shakespeare, several pornographic novels, and a lot of nonsense."

In this seminar, we will better understand one of the most fascinating and complex mathematical objects: the Brownian motion.

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