Take the 2-minute tour ×
MathOverflow is a question and answer site for professional mathematicians. It's 100% free, no registration required.

For a standard Brownian motion, the generator of the diffusion is $$ L = \frac12 \frac{d^2}{dx^2}. $$

Is there a nonstandard definition of this generator?

share|improve this question
add comment

1 Answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.