Kolmogorov backward equations
GPTKB entity
Statements (15)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
mathematical equations
|
| gptkbp:alsoKnownAs |
backward equations
|
| gptkbp:appliesTo |
Markov processes
|
| gptkbp:describes |
evolution of probabilities backward in time
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| gptkbp:formedBy |
partial differential equations
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kolmogorov backward equations
|
| gptkbp:namedAfter |
gptkb:Andrey_Kolmogorov
|
| gptkbp:relatedTo |
gptkb:Kolmogorov_forward_equations
|
| gptkbp:usedFor |
transition probabilities
|
| gptkbp:usedIn |
gptkb:continuous-time_Markov_chains
|
| gptkbp:bfsParent |
gptkb:continuous-time_Markov_chain
gptkb:continuous-time_Markov_process |
| gptkbp:bfsLayer |
6
|