The Diusion Approximation for Markov Processes

  title={The Diusion Approximation for Markov Processes},
  author={Peter van Kampen},
Markov processes in physics, chemistry and biology are often regarded as generalized diffusion and accordingly described by a Kolmogorov equation or a Langevin equation. This procedure is exact if the Lindeberg condition is obeyed. It is here argued, however, that it is at best only approximately obeyed and that therefore the mathematical theory derived from it should be replaced with an approximation procedure. Such a procedure, in the form of a power series expansion in a parameter Ω, is… CONTINUE READING

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