katch wreckone of the greatest achievements in 20th century math was Norbert Wiener's proof that an integral of white noise can be rigorously defined & yields the Brownian dynamical results that Einstein, Langevin and other physicists had assumed without proof. he famously put this theory to practical use by the military for radar & anti-aircraft artillery development, as detailed in his infamous formerly classified report, nicknamed "the yellow peril"
https://direct.mit.edu/books/oa-monograph/4361/Extrapolation-Interpolation-and-Smoothing-of