 ##  [Kolmogorov Forward Equation](/kolmogorov-forward-equation) 

  ##  [Kolmogorov Forward Equation](https://natural.quantumdictionary.io/kolmogorov-forward-equation-0) 

  
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**Natural &amp; Formal Sciences Dictionary**

 
Definition

A partial differential equation governing the time evolution of the probability density of a continuous-time Markov process; for diffusion processes it coincides with the Fokker–Planck equation and is the adjoint evolution of the generator applied to densities.