define diffusion process
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Diffusion is the net movement of anything from a region of higher concentration to a region of lower concentration. Diffusion is driven by a gradient in concentration. The concept of diffusion is widely used in many fields, including physics, chemistry, biology,
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In probability theory and statistics, a diffusion process is a solution to a stochastic differential equation. It is a continuous-time Markov process with almost surely continuous sample paths.
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