en.wikipedia.org/wiki/Diffusion_process

In probability theory, a branch of mathematics, a diffusion process is a solution to
a stochastic differential equation. It is a continuous-time Markov process with ...

www.math.nyu.edu/faculty/varadhan/processes/chap2.pdf

Diffusion Processes. 2.1 What is a Diffusion Process? When we want to model a
stochastic process in continuous time it is almost impossible to specify in some ...

www0.cs.ucl.ac.uk/staff/C.Archambeau/SDE_web/figs_files/ca07_RgIto_talk.pdf

Diffusion Processes. ▫ Markov process. ▫ Kolmogorov forward and backward
equations. ❑ Ito calculus. ▫ Ito stochastic integral. ▫ Ito formula (stochastic chain
rule).

www.encyclopediaofmath.org/index.php/Diffusion_process

May 11, 2012 ... 2010 Mathematics Subject Classification: Primary: 60J60 [MSN][ZBL]. A
continuous Markov process with transition density which satisfies the ...

www.ams.org/tran/1954-077-01/S0002-9947-1954-0063607-6/S0002-9947-1954-0063607-6.pdf

with a diffusion process may transform a continuous function into a function ...
ably it soon will be possible to define diffusion processes as Markov processes.

thelawdictionary.org/diffusion-process/

Definition of DIFFUSION PROCESS: A continuous, STOCHASTIC PROCESS
where the market variable (e.g., a COMMON STOCK price or FOREIGN ...

dept.stat.lsa.umich.edu/~ionides/620/notes/diffusions.pdf

Brownian Motion & Diffusion Processes. • A continuous time stochastic process
with. (almost surely) continuous sample paths which has the Markov property is ...

digitalassets.lib.berkeley.edu/math/ucb/text/math_s6_v3_article-19.pdf

One of the major problems in the theory of diffusion processes is to construct ...
mean by a diffusion process corresponding to the specified set of coefficients.

www.springer.com/cda/content/document/cda_downloaddocument/9783034805599-c1.pdf?SGWID=0-0-45-1355420-p174679043

... of Kac's semi-groups, and Feller's one-dimensional diffusion processes will be
explained. ... the "path space" and ω(t) a (sample) path of the diffusion process.

arxiv.org/pdf/math/0511077

diffusion processes, emphasizing key results regarding existence of optimal ....
We shall also need the relaxation of the notion of control process u(·) above.