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:
“The circumstances of human society are too complicated to be submitted to the rigour of mathematical calculation.”
—Marquis De Custine (1790–1857)
“Was man made stupid to see his own stupidity?
Is God by definition indifferent, beyond us all?
Is the eternal truth man’s fighting soul
Wherein the Beast ravens in its own avidity?”
—Richard Eberhart (b. 1904)
Related Phrases
Related Words