High Quality Content by WIKIPEDIA articles! In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a stochastic process is a partial differential operator that encodes a great deal of information about the process. The generator is used in evolution equations such as the Kolmogorov backward equation (which describes the evolution of statistics of the process); its L2 Hermitian adjoint is used in evolution equations such as the Fokker-Planck equation (which describes the evolution of the probability density functions of the process).

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.