A splitting probability is the probability that a stochastic process reaches one target before competing targets. For a diffusion it is harmonic for the Kolmogorov backward equation, with boundary values one on the selected target and zero on the others.

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  1. Hitting probability
  2. Markov chain
  3. Markov process
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
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