Kolmogorov backward equation
GPTKB entity
Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
stochastic process equation
|
| gptkbp:appliesTo |
Markov processes
|
| gptkbp:describes |
evolution of transition probabilities
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| gptkbp:form |
partial differential equations
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kolmogorov backward equation
|
| gptkbp:introducedIn |
1931
|
| gptkbp:namedAfter |
gptkb:Andrey_Kolmogorov
|
| gptkbp:relatedTo |
gptkb:Kolmogorov_forward_equation
|
| gptkbp:usedIn |
mathematical finance
population genetics statistical physics |
| gptkbp:bfsParent |
gptkb:Kolmogorov_equations
|
| gptkbp:bfsLayer |
6
|