Statements (19)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Fokker–Planck_equation
|
| gptkbp:appliesTo |
Markov chain
|
| gptkbp:describes |
time evolution of probability density function
|
| gptkbp:expressedIn |
change in probability distribution over time
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| gptkbp:firstPublished |
1931
|
| gptkbp:generalizes |
master equation
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kolmogorov forward equation
|
| gptkbp:namedAfter |
gptkb:Andrey_Kolmogorov
|
| gptkbp:relatedTo |
gptkb:Kolmogorov_backward_equation
|
| gptkbp:type |
partial differential equations
|
| gptkbp:usedIn |
mathematical finance
population genetics statistical physics |
| gptkbp:bfsParent |
gptkb:heat_equation
gptkb:Kolmogorov_equations |
| gptkbp:bfsLayer |
6
|