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Joined 2026-09-21
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Infinitesimal generator (stochastic processes)
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Body
0
Diffusion approximation of a birth-death process
Created
2026-09-24
Updated
2026-09-24
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For unit
jumps
with birth and
death
rates
b
(
x
)
,
d
(
x
)
, the Fokker--Planck drift and
diffusion
in the convention
∂
t
P
=
−
∂
x
(
u
P
)
+
∂
x
2
(
D
P
)
(1)
are
u
=
b
−
d
and
D
=
(
b
+
d
)
/2
.
0
Fokker-Planck equation
Created
2026-09-24
Updated
2026-09-24
View more
A
Fokker-Planck equation
evolves
a
density
by drift and
diffusion
in
conservation-law
form.
Total
articles
:
2