Abstract
These are Markov processes {Z i : t ∈ T} having continuous time parameter spaces and continuous state spaces, and for which a small change in t results in only a small change in Z t . A realisation can be thought of as being the path of a particle moving very erratically in a continuous medium, its progress depending only on its current position.
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© 1974 George Allen & Unwin Ltd
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Coleman, R. (1974). Diffusion Processes. In: Stochastic Processes. Problem Solvers, vol 14. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-9796-3_8
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DOI: https://doi.org/10.1007/978-94-010-9796-3_8
Publisher Name: Springer, Dordrecht
Print ISBN: 978-0-04-519017-1
Online ISBN: 978-94-010-9796-3
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