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Infinitesimal generator (stochastic processes)

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process
2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a Markov process with transition semigroup (Pt​), its infinitesimal generator is the operator
Lf=limt↓0​tPt​f−f​
(1)
on the functions for which this limit exists.

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