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.