Explains the adjoint relationship between the Kolmogorov Forward Equation and the Kolmogorov Backward Equation. You can also view this as the derivation of the backward Kolmogorov equation from the forward equation using the fact that the two equations are adjoint of each other.
Kolmogorov Forward Equation,Kolmogorov Backward Equation,Adjoint,Kolmogorov adjoint system,Kolmogorov,Forward equation,Backward equation,Relationship Kolmogorov Forward and Backward Equations,Adjoint linear operator,
Explains the adjoint relationship between the Kolmogorov Forward Equation and the Kolmogorov Backward Equation. You can also view this as the derivation of the backward Kolmogorov equation from the forward equation using the fact that the two equations are adjoint of each other.
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