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* an element of the
* the infinitesimal generator of a stochastic process;
* the infinitesimal generator of a
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Infinitesimal generator (stochastic processes) — In mathematics mdash; specifically, in stochastic analysis mdash; 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… … Wikipedia
Generator (Markow-Prozesse) — Der Erzeuger, Generator, infinitesimale Erzeuger oder infinitesimale Generator der Übergangshalbgruppe eines zeithomogenen Markow Prozesses in stetiger Zeit ist ein Operator, welcher das stochastische Verhalten des Prozesses in infinitesimaler… … Deutsch Wikipedia
Hille–Yosida theorem — In functional analysis, the Hille–Yosida theorem characterizes one parameter semigroups of linear operators on Banach spaces satisfying certain continuity restrictions. The theorem is useful for solving certain differential equations such as the… … Wikipedia
Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… … Wikipedia
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C0-semigroup — In mathematics, a C0 semigroup, also known as a strongly continuous one parameter semigroup, is a generalization of the exponential function. Just as exponential functions provide solutions of scalar linear constant coefficient ordinary… … Wikipedia
Vector flow — In mathematics, the vector flow refers to a set of closely related concepts of the flow determined by a vector field. These appear in a number of different contexts, including differential topology, Riemannian geometry and Lie group theory. These … Wikipedia
Analytic semigroup — In mathematics, an analytic semigroup is particular kind of strongly continuous semigroup. Analytic semigroups are used in the solution of partial differential equations; compared to strongly continuous semigroups, analytic semigroups provide… … Wikipedia
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Stone's theorem on one-parameter unitary groups — In mathematics, Stone s theorem on one parameter unitary groups is a basic theorem of functional analysis which establishes a one to one correspondence between self adjoint operators on a Hilbert space H and one parameter families of unitary… … Wikipedia
