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Mathematics  2010 

On physical diffusion and stochastic diffusion

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Abstract:

Although the same mathematical expression is used to describe physical diffusion and stochastic diffusion, there are intrinsic similarities and differences in their nature. A comparative study shows that characteristic terms of physical and stochastic diffusion cannot be placed exactly in one-to-one correspondence. Therefore, judgment needs to be exercised in transferring ideas between physical and stochastic diffusion.

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