Diffusion limit
= Diffusion limit
{title2=$X^\varepsilon\Rightarrow X$}
A diffusion limit rescales a sequence of stochastic processes so that its limit is a <diffusion process>. For suitably rescaled independent small jumps, the first two jump moments determine the limiting drift and diffusion coefficient. <Brownian motion> arises when the limiting drift is zero and the variance grows linearly in time.