The Physical Brownian Motion: Diffusion And Noise

  • Zeev Schuss
Part of the Applied Mathematical Sciences book series (AMS, volume 170)


This chapter reviews the elementary phenomenology of diffusion and Fick’s derivation of the diffusion equation. It recounts Einstein’s theory that connects diffusion with the Brownian motion and Langevin’s extension of that theory. It presents the early mathematical theories of the Brownian motion.


Brownian Motion White Noise Brownian Particle Colored Noise Uhlenbeck Process 
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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  • Zeev Schuss
    • 1
  1. 1.Department of Applied MathematicsSchool of Mathematical Science Tel Aviv UniversityTel AvivIsrael

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