Kolmogorov backward equations (diffusion)
id:
kolmogorov-backward-equations-diffusion-168-12234602
title:
Kolmogorov backward equations (diffusion)
text:
The Kolmogorov backward equation (KBE) (diffusion) and its adjoint sometimes known as the Kolmogorov forward equation (diffusion) are partial differential equations (PDE) that arise in the theory of continuous-time continuous-state Markov processes. Both were published by Andrey Kolmogorov in 1931. Later it was realized that the forward equation was already known to physicists under the name Fokker–Planck equation; the KBE on the other hand was new. Informally, the Kolmogorov forward equation ad
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Kolmogorov_backward_equations_(diffusion)
date created:
2006-08-12T21:24:41Z
date modified:
2024-08-31T01:16:06Z
main entity:
{"identifier":"Q3366755","url":"https://www.wikidata.org/entity/Q3366755"}
image:
fields total:
13
integrity:
14