Kolmogorov equations
id:
kolmogorov-equations-168-15716812
title:
Kolmogorov equations
text:
In probability theory, Kolmogorov equations, including Kolmogorov forward equations and Kolmogorov backward equations, characterize continuous-time Markov processes. In particular, they describe how the probability of a continuous-time Markov process in a certain state changes over time.
brand slug:
wiki
category slug:
encyclopedia
description:
Equations characterizing continuous-time Markov processes
original url:
https://en.wikipedia.org/wiki/Kolmogorov_equations
date created:
2010-12-08T23:17:08Z
date modified:
2024-08-31T01:15:15Z
main entity:
{"identifier":"Q3730881","url":"https://www.wikidata.org/entity/Q3730881"}
image:
fields total:
13
integrity:
15