Kolmogorov forward equations
GPTKB entity
Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alsoKnownAs |
gptkb:Fokker–Planck_equations
|
| gptkbp:appliesTo |
Markov processes
|
| gptkbp:describes |
time evolution of probability distributions
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| gptkbp:firstPublished |
1931
|
| https://www.w3.org/2000/01/rdf-schema#label |
Kolmogorov forward equations
|
| gptkbp:namedAfter |
gptkb:Andrey_Kolmogorov
|
| gptkbp:relatedTo |
gptkb:Kolmogorov_backward_equations
|
| gptkbp:type |
partial differential equations
|
| gptkbp:usedIn |
mathematical finance
population genetics statistical physics |
| gptkbp:bfsParent |
gptkb:continuous-time_Markov_chain
gptkb:continuous-time_Markov_process |
| gptkbp:bfsLayer |
6
|