Diffusion Process

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Diffusion process
For the marketing term, see Diffusion of innovations. In probability theory, a branch of mathematics, a diffusion process is a solution to a stochastic differential equation. It is a continuous-time Markov process with continuous sample paths. A sample path of a diffusion process mimics the trajectory of a molecule, which is embedded in a flowing fluid and at the same time subjected to random displacements due to collisions with other molecules, i.e. Brownian motion. The position of this molecule is then random; its probability density function is governed by an advection-diffusion equation.
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Campbell R. Harvey's Hypertextual Finance DictionaryDownload this dictionary
Diffusion process
A conception of the way a stock's price changes that assumes that the price takes on all intermediate values.

MONASH Marketing DictionaryDownload this dictionary
Diffusion Process
the manner in which an innovative technology spreads across a market group by group according to the readiness of each group to adopt it. See Diffusion of Innovation.

2004 (c) Copyright & Reprint Courtesy of the Dept. of Marketing, Faculty of Business and Economics, Monash University; edited by Mr. Don Bradmore.

Glosarium Pusat Bahasa Depdiknas IndonesiaDownload this dictionary
diffusion process
 
B: (Fisika) proses (pem)bauran
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