1. A Glimpse of Brownian Motion
Steve Gu
Feb 8, 2008

2. Brief History of Brownian Motion
Robert Brown: observed in 1827
Einstein: 1905, derived diffusion constants based on fundamental parameters..
Black-Sholes Model: 1973
Nobel Prize in Economics
Perhaps the most frequently used formula with embedded probabilities in human history!

3. 1 Dimensional Brownian Motion

4. 2 Dimensional Brownian Motion

5. 3 Dimensional Brownian Motion

6. Video Demo

7. More demos online