Bertrand Duplantier
Published 2007-05-14Version 1
We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian motion is illustrated by recent biophysical experiments, where it serves, for instance, for the measurement of the pulling force on a single DNA molecule. In a second part, we stress the mathematical importance of the theory of Brownian motion, illustrated by two chosen examples. The by-now classic representation of the Newtonian potential by Brownian motion is explained in an elementary way. We conclude with the description of recent progress seen in the geometry of the planar Brownian curve. At its heart lie the concepts of conformal invariance and multifractality, associated with the potential theory of the Brownian curve itself.
Comments: 107 pages, 21 figures, expanded and updated version of the article originally published in Einstein, 1905-2005, Poincar\'e Seminar 2005 (Birkh\"auser Verlag, 2006). Original version also available at http://www.birkhauser.ch/3-7643-7435-7
Journal: Brownian Motion, "Diverse and Undulating'', in "Einstein, 1905-2005". Poincar\'e Seminar 2005, Th. Damour, O. Darrigol, B. Duplantier and V. Rivasseau, Editors, pp. 201-293 (Birkh\"auser Verlag, Basel, 2006)
On certain functionals of the maximum of Brownian motion and their applications
The probability distribution of Brownian motion in periodic potentials
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