This lecture delves into the historical context of Brownian motion, starting with Robert Brown's observations of pollen particles in water in 1828. It then explores Einstein's mathematical model and Norbert Wiener's rigorous construction of the Brownian motion concept. The lecture also covers the experimental verification of Einstein's theory by Siding and Henri in 1908, showcasing the proportional displacement of particles over time. The presentation concludes with a discussion on the mathematical definition and properties of Brownian motion.