- Answer (1 of 7): As we know, atoms and molecules are forever jiggling and dancing. This is probably one of the most important discovery of all times. Do you know how we came to know that atoms jiggle and dance and how it is linked to
**Brownian motion**? A scientist named Brown was studying colloids. - The always topical importance in physics of the
**theory of Brownian motion**is illustrated by recent biophysical experiments, where it serves, for instance, for the measurement of the pulling force on a single DNA molecule. In the second part, we stress the mathematical importance of the**theory of Brow-nian motion**, illustrated by two chosen examples. - This is the 1905 paper by Albert
**Einstein**on**Brownian Motion**. download 344kb .**pdf**.**Brownian motion**is one of the most important stochastic processes in continuous time and with continuous state space This is an Ito drift-diffusion process**Brownian motion**is the random**motion**of particles in a liquid or a gas This paper presents a new simulation scheme to exactly generate **Theories of Brownian Motion**• Wrong**theories**proposed (irregular heating by incident light; electrical forces) • In 1877 Delsaux proposed**Brownian motion**due to impacts of liquid molecules on the observed particles. (Right idea) • Between 1905 and 1908,**Einstein**published papers laying out the**theory of Brownian motion**.- INVESTIGATIONS ON THE
**THEORY****OF**THE**BROWNIAN**MOVEMENT I ON THE MOVEMENT OF SMALL PARTICLES SUSPENDED IN A STATIONARY LIQUID KINETIC**THEORY****OF**HEAT DEMANDED BY THE MOLECULAR- I N this paper it will be shown that according to the molecular-kinetic**theory****of**heat, bodies