Mathematical Definition
A diffusion process is a Markov process with continuous sample paths for which the Kolmogorov forward equation is the Fokker-Planck equation.
Read more about this topic: Diffusion Process
Famous quotes containing the words mathematical and/or definition:
“As we speak of poetical beauty, so ought we to speak of mathematical beauty and medical beauty. But we do not do so; and that reason is that we know well what is the object of mathematics, and that it consists in proofs, and what is the object of medicine, and that it consists in healing. But we do not know in what grace consists, which is the object of poetry.”
—Blaise Pascal (1623–1662)
“The man who knows governments most completely is he who troubles himself least about a definition which shall give their essence. Enjoying an intimate acquaintance with all their particularities in turn, he would naturally regard an abstract conception in which these were unified as a thing more misleading than enlightening.”
—William James (1842–1910)