Diffusion process: Difference between revisions

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{{Short description|solutionSolution to a stochastic differential equation}}
{{for|the marketing term|Diffusion of innovations}}
In [[probability theory]] and [[statistics]], a '''diffusion process''' is a solution to a [[stochastic differential equation]]. It is a continuous-time [[Markov process]] with [[almost surely]] [[continuous function|continuous]] sample paths. [[Brownian motion]], [[reflected Brownian motion]] and [[Ornstein–Uhlenbeck processes]] are examples of diffusion processes.