ブラウン運動の一つの歴史的考察(竹浪祥一郎教授退任記念号)

概要

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In biology, the ceaseless and erratic dance of microscopic particles suspended in a liquid, is called "Brownian motion". It was systemtically investigated by R. Brown (1828). A origin of mathematical Brownian motion is a stochastic model for fluctuations of stock prices due to Bachelier (1900). In his paper, he hinted that it could apply to physical Brownian motion. Therein, he used the heat equation and proceeded to "diffusion of probability". by analogy with "heat propagation". In 1905, the kinetic molecular theory led Einstein to the first mathematical model of Brownian motion. Einstein ought to know nothing about Bachelier's work. Bachelier was neglected in French mathematicians at that time. I wish his honor were to regain.
桃山学院大学の論文