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| has gloss | eng: In mathematics — specifically, in stochastic analysis — an Itō diffusion is a solution to a specific type of stochastic differential equation. That equation is similar to the Langevin equation, used in Physics to describe the brownian motion of a particle subjected to a potential in a viscous fluid. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō. |
| lexicalization | eng: Ito diffusion |
| lexicalization | eng: Itô diffusion |
| lexicalization | eng: Itō diffusion |
| instance of | e/Stochastic differential equation |
| Media | |
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| media:img | BMonSphere.jpg |
| media:img | Wiener process 3d.png |
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