Ornstein and Uhlenbeck included a term for inertia to improve a previous model for it which was not root mean square differentiable at t = 0.
Ornstein and Uhlenbeck included a term for inertia to improve a previous model for it which was not root mean square differentiable at t = 0. That model was developed by Paul Langevin. Its trajectory is always continuous but never differentiable, which makes it a Wiener process. The observation of mastic particles allowed Jean Perrin to use this process to calculate Avogadro's constant, and it was more famously characterized by Albert Einstein with the kinetic theory of gases. For 10 points, identify this process characterized by the random motion of small particles, named after a Scottish biologist who observed pollen undergoing it.
Ornstein and Uhlenbeck included a term for inertia to improve a previous model for it which was not root mean square differentiable at t = 0.
{Brownian} motion