Project Sherlock

Mathematics · Probability Theory

Brownian Motion & Diffusion

A topic within Probability Theory, itself one of 12 topics in that field and part of Mathematics.

Reading on Brownian Motion & Diffusion

2

2 works

Book2010

Brownian Motion

Peter Mörters & Yuval Peres

Argues Brownian motion is best understood through the geometric properties of its sample paths — their Hölder continuity, non-differentiability and Hausdorff dimension — rather than through its transition densities alone.

link checked 17 Sept 2026

Other topics in Probability Theory