Analogies among the theories of Brownian motion, quantum mechanics and quantum statistics are pointed out from various aspects. Along this line of thought quantum mechanics-like descriptions of Brownian motion and quantum statistics are presented.
These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.
A simple scheme of unified description of different physical phenomena by using the Langevin type equations is reviewed. Within this approach much attention is being paid to the study of Brownian and quantum motions. Stochastic equations with a white noise term give all characteristics of the Brownian motion. Some generalization of the Langevin type equations allows us to obtain nonlinear equations of particles' motion, which are formally equivalent to the Schrödinger equation. Thus, we establish Nelson's stochastic mechanics on the basis of the Langevin equation.