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Diffusion process

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A sample path of a diffusion process models the trajectory of a particle embedded in a flowing fluid and subjected to random displacements due to collisions with other particles, which is called
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sample paths. Diffusion process is stochastic in nature and hence is used to model many real-life stochastic systems.
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Generalized autoregressive conditional heteroskedasticity (GARCH) model
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are examples of diffusion processes. It is used heavily in
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Autoregressive conditional heteroskedasticity (ARCH) model
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Independent and identically distributed random variables
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Autoregressive integrated moving average (ARIMA) model
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The position of the particle is then random; its 2564: 1646:Stochastic chains with memory of variable length 16:Solution to a stochastic differential equation 2547: 1235: 311: 325: 58:introducing citations to additional sources 2554: 2540: 1774:Autoregressive–moving-average (ARMA) model 1242: 1228: 318: 304: 206: 1249: 48:Relevant discussion may be found on the 2565: 2080:Doob's martingale convergence theorems 1832:Constant elasticity of variance (CEV) 1822:Chan–Karolyi–Longstaff–Sanders (CKLS) 1223: 299: 2506: 1156:Generative adversarial network (GAN) 25: 13: 2319:Skorokhod's representation theorem 2100:Law of large numbers (weak/strong) 14: 2589: 2289:Martingale representation theorem 2510: 2334:Stochastic differential equation 2224:Doob's optional stopping theorem 2219:Doob–Meyer decomposition theorem 1194: 1193: 1173: 41:relies largely or entirely on a 30: 2204:Convergence of random variables 2090:Fisher–Tippett–Gnedenko theorem 133:are a class of continuous-time 1802:Binomial options pricing model 1106:Recurrent neural network (RNN) 1096:Differentiable neural computer 268: 1: 2269:Kolmogorov continuity theorem 2105:Law of the iterated logarithm 1151:Variational autoencoder (VAE) 1111:Long short-term memory (LSTM) 378:Computational learning theory 261: 201:convection–diffusion equation 2526:. You can help Knowledge by 2274:Kolmogorov extension theorem 1953:Generalized queueing network 1461:Interacting particle systems 1131:Convolutional neural network 193:probability density function 154:Ornstein–Uhlenbeck processes 19:For the marketing term, see 7: 1406:Continuous-time random walk 1126:Multilayer perceptron (MLP) 234: 225:Kolmogorov forward equation 10: 2594: 2505: 2414:Extreme value theory (EVT) 2214:Doob decomposition theorem 1506:Ornstein–Uhlenbeck process 1277:Chinese restaurant process 1202:Artificial neural networks 1116:Gated recurrent unit (GRU) 342:Differentiable programming 197:function of space and time 18: 2482: 2386: 2294:Optional stopping theorem 2191: 2153: 2095:Large deviation principle 2062: 1976: 1933: 1900: 1847:Heath–Jarrow–Morton (HJM) 1792: 1784:Moving-average (MA) model 1769:Autoregressive (AR) model 1749: 1659: 1594:Hidden Markov model (HMM) 1576: 1528:Schramm–Loewner evolution 1332: 1257: 1169: 1083: 1027: 956: 889: 761: 661: 654: 608: 572: 535:Artificial neural network 515: 391: 358:Automatic differentiation 331: 256:Sample-continuous process 150:reflected Brownian motion 2209:DolĂ©ans-Dade exponential 2039:Progressively measurable 1837:Cox–Ingersoll–Ross (CIR) 363:Neuromorphic engineering 326:Differentiable computing 276:"9. Diffusion processes" 21:Diffusion of innovations 2429:Mathematical statistics 2419:Large deviations theory 2249:Infinitesimal generator 2110:Maximal ergodic theorem 2029:Piecewise-deterministic 1631:Random dynamical system 1496:Markov additive process 1136:Residual neural network 552:Artificial Intelligence 221:continuous sample paths 207:Mathematical definition 2522:-related article is a 2264:Karhunen–Loève theorem 2199:Cameron–Martin formula 2163:Burkholder–Davis–Gundy 1558:Variance gamma process 229:Fokker–Planck equation 2394:Actuarial mathematics 2356:Uniform integrability 2351:Stratonovich integral 2279:LĂ©vy–Prokhorov metric 2183:Marcinkiewicz–Zygmund 2070:Central limit theorem 1672:Gaussian random field 1501:McKean–Vlasov process 1421:Dyson Brownian motion 1282:Galton–Watson process 1091:Neural Turing machine 679:Human image synthesis 2469:Time series analysis 2424:Mathematical finance 2309:Reflection principle 1636:Regenerative process 1436:Fleming–Viot process 1251:Stochastic 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2592: 2588: 2587: 2586: 2584: 2583: 2582: 2563: 2562: 2561: 2560: 2503: 2501: 2496: 2478: 2439:Queueing theory 2382: 2324:Skorokhod space 2187: 2178:Kunita–Watanabe 2149: 2115:Sanov's theorem 2085:Ergodic theorem 2058: 2054:Time-reversible 1972: 1935:Queueing models 1929: 1925:Sparre–Anderson 1915:CramĂ©r–Lundberg 1896: 1882:SABR volatility 1788: 1745: 1697:Boolean network 1655: 1641:Renewal process 1572: 1521:Non-homogeneous 1511:Poisson process 1401:Contact process 1364:Brownian motion 1334:Continuous time 1328: 1322:Maximal entropy 1253: 1248: 1218: 1213: 1165: 1079: 1045:Google DeepMind 1023: 989:Geoffrey Hinton 948: 885: 811:Project Debater 757: 655:Implementations 650: 604: 568: 511: 453:Backpropagation 387: 373:Tensor calculus 327: 324: 294: 293: 283: 281: 278: 274: 273: 269: 264: 237: 209: 189:Brownian motion 174:neural networks 146:Brownian motion 115: 109: 106: 63: 61: 47: 35: 24: 17: 12: 11: 5: 2591: 2581: 2580: 2575: 2559: 2558: 2551: 2544: 2536: 2533: 2532: 2515: 2498: 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574: 570: 569: 567: 566: 565: 564: 557:Language model 554: 549: 544: 543: 542: 532: 531: 530: 519: 517: 513: 512: 510: 509: 507:Autoregression 504: 499: 498: 497: 487: 485:Regularization 482: 481: 480: 475: 470: 460: 455: 450: 448:Loss functions 445: 440: 435: 430: 425: 424: 423: 413: 408: 407: 406: 395: 393: 389: 388: 386: 385: 383:Inductive bias 380: 375: 370: 365: 360: 355: 350: 345: 337: 335: 329: 328: 323: 322: 315: 308: 300: 292: 291: 266: 265: 263: 260: 259: 258: 253: 251:Jump diffusion 248: 243: 236: 233: 223:for which the 217:Markov process 208: 205: 135:Markov process 117: 116: 52:. Please help 38: 36: 29: 15: 9: 6: 4: 3: 2: 2590: 2579: 2576: 2574: 2571: 2570: 2568: 2557: 2552: 2550: 2545: 2543: 2538: 2537: 2531: 2529: 2525: 2521: 2516: 2513: 2509: 2508: 2504: 2493: 2490: 2488: 2485: 2484: 2481: 2475: 2472: 2470: 2467: 2465: 2462: 2460: 2457: 2455: 2452: 2450: 2447: 2445: 2442: 2440: 2437: 2435: 2432: 2430: 2427: 2425: 2422: 2420: 2417: 2415: 2412: 2410: 2407: 2405: 2402: 2400: 2397: 2395: 2392: 2391: 2389: 2385: 2377: 2374: 2372: 2369: 2368: 2367: 2364: 2362: 2359: 2357: 2354: 2352: 2349: 2347: 2346:Stopping time 2344: 2340: 2337: 2336: 2335: 2332: 2330: 2327: 2325: 2322: 2320: 2317: 2315: 2312: 2310: 2307: 2305: 2302: 2300: 2297: 2295: 2292: 2290: 2287: 2285: 2282: 2280: 2277: 2275: 2272: 2270: 2267: 2265: 2262: 2260: 2257: 2255: 2252: 2250: 2247: 2245: 2242: 2240: 2237: 2235: 2232: 2230: 2227: 2225: 2222: 2220: 2217: 2215: 2212: 2210: 2207: 2205: 2202: 2200: 2197: 2196: 2194: 2190: 2184: 2181: 2179: 2176: 2174: 2171: 2169: 2166: 2164: 2161: 2160: 2158: 2156: 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1725: 1722: 1721: 1720: 1719:Point process 1717: 1715: 1712: 1710: 1707: 1705: 1702: 1698: 1695: 1693: 1690: 1689: 1688: 1685: 1683: 1680: 1678: 1677:Gibbs measure 1675: 1673: 1670: 1668: 1665: 1664: 1662: 1658: 1652: 1649: 1647: 1644: 1642: 1639: 1637: 1634: 1632: 1629: 1625: 1622: 1620: 1617: 1615: 1612: 1610: 1607: 1606: 1605: 1602: 1600: 1597: 1595: 1592: 1590: 1587: 1585: 1582: 1581: 1579: 1575: 1569: 1566: 1564: 1561: 1559: 1556: 1554: 1551: 1549: 1546: 1544: 1541: 1539: 1536: 1534: 1531: 1529: 1526: 1522: 1519: 1517: 1514: 1513: 1512: 1509: 1507: 1504: 1502: 1499: 1497: 1494: 1492: 1489: 1487: 1484: 1482: 1479: 1477: 1474: 1472: 1469: 1467: 1466:ItĂ´ diffusion 1464: 1462: 1459: 1457: 1454: 1452: 1449: 1447: 1444: 1442: 1441:Gamma process 1439: 1437: 1434: 1432: 1429: 1427: 1424: 1422: 1419: 1417: 1414: 1412: 1409: 1407: 1404: 1402: 1399: 1397: 1394: 1390: 1387: 1385: 1382: 1380: 1377: 1375: 1372: 1370: 1367: 1366: 1365: 1362: 1358: 1355: 1354: 1353: 1350: 1348: 1345: 1343: 1340: 1339: 1337: 1335: 1331: 1323: 1320: 1318: 1315: 1313: 1312:Self-avoiding 1310: 1308: 1305: 1304: 1303: 1300: 1298: 1297:Moran process 1295: 1293: 1290: 1288: 1285: 1283: 1280: 1278: 1275: 1273: 1270: 1268: 1265: 1264: 1262: 1260: 1259:Discrete time 1256: 1252: 1245: 1240: 1238: 1233: 1231: 1226: 1225: 1222: 1208: 1205: 1203: 1200: 1199: 1192: 1188: 1185: 1183: 1180: 1179: 1176: 1172: 1171: 1168: 1162: 1159: 1157: 1154: 1152: 1149: 1147: 1144: 1142: 1139: 1137: 1134: 1132: 1129: 1127: 1124: 1122: 1119: 1117: 1114: 1112: 1109: 1107: 1104: 1102: 1099: 1097: 1094: 1092: 1089: 1088: 1086: 1084:Architectures 1082: 1076: 1073: 1071: 1068: 1066: 1063: 1061: 1058: 1056: 1053: 1051: 1048: 1046: 1043: 1041: 1038: 1036: 1033: 1032: 1030: 1028:Organizations 1026: 1020: 1017: 1015: 1012: 1010: 1007: 1005: 1002: 1000: 997: 995: 992: 990: 987: 985: 982: 980: 977: 975: 972: 970: 967: 965: 964:Yoshua Bengio 962: 961: 959: 955: 945: 944:Robot control 942: 938: 935: 934: 933: 930: 928: 925: 923: 920: 918: 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Index

Diffusion of innovations

single source
talk page
improve this article
introducing citations to additional sources
"Diffusion process"
news
newspapers
books
scholar
JSTOR
probability theory
statistics
Markov process
almost surely
continuous
Brownian motion
reflected Brownian motion
Ornstein–Uhlenbeck processes
statistical physics
statistical analysis
information theory
data science
neural networks
finance
marketing
Brownian motion
probability density function
function of space and time

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