the wiener process has applications throughout the mathematical sciences. in physics it is used to study brownian motion, the diffusion of minute particles suspended in fluid, and other types of diffusion via the fokker–planck and langevin equations. it also forms the basis for the rigorous path integral formulation of quantum mechanics (by the feynman–kac formula, a solution to the schrödinger equation can be represented in terms of the wiener process) and the study of eternal inflation in physical cosmology. it is also prominent in the mathematical theory of finance, in particular the black–scholes option pricing model.