It corresponds to a Fokker-Planck Equation with no deterministic term and constant stochastic term, and it is generally modeled as a Wiener Process, while the Langevin formula can govern the average displacement.  
This process was first observed by Jan Ingenhousz in 1785.  It corresponds to a Fokker-Planck Equation with no deterministic term and constant stochastic term, and it is generally modeled as a Wiener Process, while the Langevin formula can govern the average displacement.  It is formally equivalent to the macro-scale diffusion equation with constant diffusion coefficient, and its namesake first observed it occurring for a pollen particle in water. Described by Einstein using the kinetic theory of gas, FTP name this seemingly random motion of a particle in a fluid, the namesake of a Scottish biologist.
This process was first observed by Jan Ingenhousz in 1785.  
Brownian Motion