The mathematical model of Brownian motion has several real-world applications. An often quoted example is stock market fluctuations. However, movements in share prices may arise due to unforeseen events which do not repeat themselves, and physical and economic phenomena are not comparable.

Brownian motion is among the simplest of the continuous-time stochastic (or random) processes, and it is a limit of both simpler and more complicated stochastic processes (see random walk and Donsker's theorem). This universality is closely related to the universality of the normal distribution. In both cases, it is often mathematical convenience rather than the accuracy of the models that motivates their

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