👉 A diffusion process is a mathematical model used to describe how a system changes over time. It is an abstract mathematical tool that can be applied in various fields, such as physics, chemistry, biology, and economics. In a diffusion process, the state of a physical system evolves according to some underlying dynamics or rules, which are represented by stochastic processes. These processes include random variables, such as temperature fluctuations, noise, or chemical reactions, that describe how the system changes over time. Diffusions can be