What is Diffusion ? ..
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A diffusion process is a solution to a stochastic differential equation. It is a continuous-time Markov process with almost surely continuous sample paths. Brownian motion, reflected Brownian motion and Ornstein–Uhlenbeck processes are examples of diffusion processes.
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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, sociology, economics, and finance.
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