Psychology Wiki

Diffusion process

34,200pages on
this wiki

Assessment | Biopsychology | Comparative | Cognitive | Developmental | Language | Individual differences | Personality | Philosophy | Social |
Methods | Statistics | Clinical | Educational | Industrial | Professional items | World psychology |

Statistics: Scientific method · Research methods · Experimental design · Undergraduate statistics courses · Statistical tests · Game theory · Decision theory

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 continuous sample paths.

A sample path of a diffusion process mimics the trajectory of a molecule, which is embedded in a flowing fluid and at the same time subjected to random displacements due to collisions with other molecules, i.e. Brownian motion. The position of this molecule is then random; its probability density function is governed by an advection-diffusion equation.

See also Edit

  • diffusion about diffusion processes in physics
This page uses Creative Commons Licensed content from Wikipedia (view authors).

Around Wikia's network

Random Wiki