Chapman–Kolmogorov equation

GPTKB entity

Statements (16)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
gptkbp:appliesTo Markov processes
gptkbp:category gptkb:stochastic_process
mathematical statistics
gptkbp:describes relationship between transition probabilities
gptkbp:field gptkb:probability_theory
gptkbp:form P(x, t | x₀, t₀) = ∫ P(x, t | x', t') P(x', t' | x₀, t₀) dx'
https://www.w3.org/2000/01/rdf-schema#label Chapman–Kolmogorov equation
gptkbp:namedAfter gptkb:Sydney_Chapman
gptkb:Andrey_Kolmogorov
gptkbp:publishedIn 1920s
gptkbp:usedIn gptkb:Markov_chains
stochastic processes
continuous-time Markov processes
gptkbp:bfsParent gptkb:Kolmogorov_equations
gptkbp:bfsLayer 6