Concepedia

Brownian Motion

Brownian Motion is a continuous-time stochastic process characterized by independent and stationary Gaussian increments, almost surely continuous sample paths, and initial value zero, serving as the prototypical example of a diffusion process within the theory of stochastic processes.

19K

Publications

1.2M

Citations

18.8K

Authors

3.7K

Institutions

Publications per year

2017–2026

2.7K

Variants

Wiener Process

Parents

Children

Publications

19K

The random walk's guide to anomalous diffusion: a fractional dynamics approach

Ralf Metzler, J. Klafter · Physics Reports · 2000 · 8.9K citations

, , +16

Brownian motion in a field of force and the diffusion model of chemical reactions

H. A. Kramers · Physica · 1940 · 8.6K citations

, , +16

Stochastic Problems in Physics and Astronomy

S. Chandrasekhar · Reviews of Modern Physics · 1943 · 8.5K citations

, , +12

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

, , +9

Theory of open quantum systems

Rui‐Xue Xu, YiJing Yan · The Journal of Chemical Physics · 2002 · 6.2K citations · Full text

, , +15

1–5 of 19K

Authors

18.8K

  1. RM
    Ralf Metzler

    University of Potsdam, Germany

    141 publications · 25.6K citations

    66

    h-index

  2. PH
    Peter Hänggi

    University of Augsburg, Germany

    94 publications · 9.9K citations

    47

    h-index

  3. JK
    J. Klafter

    Tel Aviv University, Israel

    75 publications · 20.2K citations

    47

    h-index

  4. AV
    Aleksei V. Chechkin

    Kharkiv Institute of Physics and Technology, Ukraine

    72 publications · 6.1K citations

    45

    h-index

  5. IM
    Igor M. Sokolov

    Humboldt-Universität zu Berlin, Germany

    62 publications · 6.9K citations

    42

    h-index

1–5 of 18.8K

Institutions

3.7K

  1. Centre National de la Recherche Scientifique

    Paris, France

    98 h-index

    1.6K publications

    90.9K citations

  2. Sorbonne Université

    Paris, France

    84 h-index

    673 publications

    39.1K citations

  3. Université Paris Cité

    Paris, France

    63 h-index

    444 publications

    25.1K citations

  4. Tel Aviv University

    Tel Aviv, Israel

    62 h-index

    228 publications

    39.1K citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    61 h-index

    229 publications

    20.8K citations

  6. Humboldt-Universität zu Berlin

    Berlin, Germany

    61 h-index

    260 publications

    17.7K citations

  7. Université Paris-Sud

    Orsay, France

    58 h-index

    283 publications

    19.6K citations

  8. Princeton University

    Princeton, United States

    57 h-index

    155 publications

    18.3K citations

1–8 of 3.7K

Venues

  1. Physical Review Letters

    PRL · 482 publications · 48K citations

    112

    h-index

  2. The Annals of Probability

    690 publications · 38.9K citations

    96

    h-index

  3. Stochastic Processes and their Applications

    720 publications · 35.7K citations

    87

    h-index

  4. Physical Review E

    PRE · 702 publications · 32.3K citations

    86

    h-index

  5. Probability Theory and Related Fields

    488 publications · 29K citations

    82

    h-index

1–5