Infinitesimal generator (stochastic processes)
id:
infinitesimal-generator-stochastic-processes-255-5131655
title:
Infinitesimal generator (stochastic processes)
text:
In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process is a Fourier multiplier 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, also known as Kolmogorov forward equation, which describes the e
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Infinitesimal_generator_(stochastic_processes)
date created:
date modified:
2024-03-04T03:10:36Z
main entity:
{"identifier":"Q915487","url":"https://www.wikidata.org/entity/Q915487"}
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13
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