Infinitesimal generator (stochastic processes)
In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity conditions) is a partial differential operator that encodes a great deal of information about the process. The generator is used in evolution equations such as the Kolmogorov backward equation (which describes the evolution of statistics of the process); its L2 Hermitian adjoint is used in evolution equations such as the Fokker–Planck equation (which describes the evolution of the probability density functions of the process).
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Infinitesimal generator (stochastic processes)
In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity conditions) is a partial differential operator that encodes a great deal of information about the process. The generator is used in evolution equations such as the Kolmogorov backward equation (which describes the evolution of statistics of the process); its L2 Hermitian adjoint is used in evolution equations such as the Fokker–Planck equation (which describes the evolution of the probability density functions of the process).
has abstract
Der Erzeuger, Generator, infin ...... euger bestimmt bzw. generiert.
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In mathematics — specifically, ...... ity functions of the process).
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Un générateur infinitésimal es ...... sus de Markov à temps continu.
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12,193,437
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994,148,587
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date
February 2020
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reason
We have failed to explain this in the general case
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comment
Der Erzeuger, Generator, infin ...... euger bestimmt bzw. generiert.
@de
In mathematics — specifically, ...... ity functions of the process).
@en
Un générateur infinitésimal es ...... sus de Markov à temps continu.
@fr
label
Generator (Markow-Prozesse)
@de
Générateur infinitésimal
@fr
Infinitesimal generator (stochastic processes)
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