- backward equation
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обратное уравнение
Англо-русский словарь технических терминов. 2005.
backward equation
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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
Backward induction — is the process of reasoning backwards in time, from the end of a problem or situation, to determine a sequence of optimal actions. It proceeds by first considering the last time a decision might be made and choosing what to do in any situation at … 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
Backward Raytracing — Raytracing (dt. Strahlverfolgung[1] oder Strahlenverfolgung[2], in englischer Schreibweise meist ray tracing, seltener ray shooting) ist ein auf der Aussendung von Strahlen basierender Algorithmus zur Verdeckungsberechnung, also zur Ermittlung… … Deutsch 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
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
Partial differential equation — A visualisation of a solution to the heat equation on a two dimensional plane In mathematics, partial differential equations (PDE) are a type of differential equation, i.e., a relation involving an unknown function (or functions) of several… … 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
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
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
