Introduction

Abstract

The erratic motion of pollen grains and other tiny particles suspended in liquid is known as Brownian motion, after its discoverer, Robert Brown, a botanist who worked in 1828, in London. He turned over the problem of why this motion occurred to physicists who were investigating kinetic theory and thermodynamics, at a time when the existence of molecules had yet to be established. In 1900, Henri Poincaré lectured on this topic to the 1900 International Congress of Physicists, in Paris [Wic95]. At this time, Louis Bachelier, a thesis student of Poincaré, made a monumental breakthrough with his Theory of Stock Market Fluctuations, which is still studied today, [Coo64].