Brownian motion of molecules: the classical theory

Roumen Tsekov

Published 2010-05-10, updated 2011-04-06Version 3

A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also proven via the central limit theorem that the white noise is only Gaussian.