Diffusion Processes

Diffusion Processes is a continuous-time stochastic process characterized by continuous sample paths and governed by a stochastic differential equation that models the random evolution of a system under the influence of drift and diffusion coefficients.

25.2K

Publications

1.5M

Citations

27.7K

Authors

4.9K

Institutions

Publications per year

2017–2026

4.2K

Parents

Stochastic ModelingStochastic Processes

Children

Continuous-time Markov DiffusionDegenerate DiffusionsDiffusion BridgesErgodicity Of DiffusionsHitting TimesHomogenization Of DiffusionsInvariant MeasuresItô DiffusionKolmogorov Forward EquationLarge Deviations For Diffusions

Publications

25.2K

Absence of Diffusion in Certain Random Lattices

P. W. Anderson · Physical Review · 1958 · 12.3K citations

Engineering, Physics, Condensed Matter Physics +13

The random walk's guide to anomalous diffusion: a fractional dynamics approach

Ralf Metzler, J. Klafter · Physics Reports · 2000 · 8.9K citations

Natural Sciences, Mathematics, Physics +16

Brownian motion in a field of force and the diffusion model of chemical reactions

H. A. Kramers · Physica · 1940 · 8.6K citations

Natural Sciences, Chemistry, Physics +16

NOTES ON CONTINUOUS STOCHASTIC PHENOMENA

P. A. P. Moran · Biometrika · 1950 · 7.1K citations

Engineering, Mathematics, Probability Theory +10

Probability, Random Variables, and Stochastic Processes

Irwin Miller, Anthanasios Papoulis · Technometrics · 1966 · 6.5K citations

Engineering, Mathematics, Physics +14

1–5 of 25.2K

Authors

27.7K

RM
Ralf Metzler
University of Potsdam, Germany
125 publications · 26.5K citations
63
h-index
JK
J. Klafter
Tel Aviv University, Israel
71 publications · 21.7K citations
43
h-index
IM
Igor M. Sokolov
Humboldt-Universität zu Berlin, Germany
65 publications · 7.2K citations
42
h-index
MR
Michael Röckner
Bielefeld University, Germany
97 publications · 5.1K citations
41
h-index
AV
Aleksei V. Chechkin
Kharkiv Institute of Physics and Technology, Ukraine
59 publications · 5.1K citations
40
h-index

1–5 of 27.7K

Institutions

4.9K

1–8 of 4.9K

Venues

Physical Review Letters
PRL · 369 publications · 36.4K citations
101
h-index
The Annals of Probability
507 publications · 28.1K citations
88
h-index
Stochastic Processes and their Applications
666 publications · 34.6K citations
86
h-index
Probability Theory and Related Fields
438 publications · 28.6K citations
80
h-index
Journal of Differential Equations
419 publications · 23.6K citations
80
h-index

1–5