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Line 7: == Mathematical definition == A ''diffusion process'' is a [[Markov process]] with [[Sample-continuous_process\|continuous sample paths]] for which the [[Kolmogorov_equations\|Kolmogorov forward equation]] is the [[Fokker–Planck equation]].<ref>{{cite web\|title=9. Diffusion processes\|url=http://math.nyu.edu/faculty/varadhan/stochastic.fall08/sec10.~~pdf\|format=~~pdf\|access-date=October 10, 2011}}</ref> == See also ==

Diffusion process: Difference between revisions