English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Kolmogorov backward equation — The Kolmogorov backward equation (KBE) and its adjoint the Kolmogorov forward equation (KFE) are partial differential equations (PDE) that arise in the theory of continuous time continuous state Markov processes. Both were published by Andrey… … Wikipedia
Équation de Chapman-Kolmogorov — En théorie des probabilités, et plus spécifiquement dans la théorie des processus stochastiques markoviens, l équation de Chapman Kolmogorov est une égalité qui met en relation les lois jointes de différents points de la trajectoire d un… … Wikipédia en Français
Chapman–Kolmogorov equation — In mathematics, specifically in probability theory and in particular the theory of Markovian stochastic processes, the Chapman–Kolmogorov equation is an identity relating the joint probability distributions of different sets of coordinates on a… … Wikipedia
Chapman-Kolmogorov equation — In mathematics, specifically in probability theory, and yet more specifically in the theory of Markovian stochastic processes, the Chapman Kolmogorov equation can be viewed as an identity relating the joint probability distributions of different… … Wikipedia
Andrey Kolmogorov — Infobox Scientist name = Andrey Kolmogorov birth date = birth date|1903|4|25 birth place = Tambov, Imperial Russia nationality = Russian death date = death date and age|1987|10|20|1903|4|25 death place = Moscow, USSR field = Mathematician work… … Wikipedia
Fokker–Planck equation — [ thumb|A solution to the one dimensional Fokker–Planck equation, with both the drift and the diffusion term. The initial condition is a Dirac delta function in x = 1, and the distribution drifts towards x = 0.] The Fokker–Planck equation… … Wikipedia
Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… … Wikipedia
List of mathematics articles (K) — NOTOC K K approximation of k hitting set K ary tree K core K edge connected graph K equivalence K factor error K finite K function K homology K means algorithm K medoids K minimum spanning tree K Poincaré algebra K Poincaré group K set (geometry) … Wikipedia
Feynman-Kac formula — The Feynman Kac formula, named after Richard Feynman and Mark Kac, establishes a link between partial differential equations (PDEs) and stochastic processes. It offers a method of solving certain PDEs by simulating random paths of a stochastic… … Wikipedia
Infinitesimal generator (stochastic processes) — In mathematics mdash; specifically, in stochastic analysis mdash; the infinitesimal generator of a stochastic process is a partial differential operator that encodes a great deal of information about the process. The generator is used in… … Wikipedia
Motoo Kimura — Born November 13, 1924 Okazaki, Japan Died Nove … Wikipedia
