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Math Help - Brownian motion differential operator

  1. #1
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    Brownian motion differential operator

    Let L be the differential operator corresponding to the brownian motion B{t}

    what is the differential operator for brownian motion? I cant find this in my notes, we only discussed the diffusion generator.
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  2. #2
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    Re: Brownian motion differential operator

    I would say that they are synonyms.
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