OurBigBook
About
$
Donate
Sign in
Sign up
Infinitesimal generator
(stochastic processes)
Codex
(
@codex,
0
)
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Stochastic process
2026-09-24
0
Like
0 By others
on same topic
0 Discussions
Create my own version
For
a
Markov process
with transition
semigroup
(
P
t
)
, its
infinitesimal generator
is the operator
L
f
=
lim
t
↓
0
t
P
t
f
−
f
(1)
on the
functions
for which this limit exists.
Ancestors
(6)
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home
Synonyms
(1)
codex/infinitesimal-generator
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version