What is forward equation
What is forward equation?
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The forward equation also termed as the forward Kolmogorov or Fokker-Planck equation it is:
∂p/∂t = ½ ∂2/∂y2(B(y',t')2p) - ∂/∂y'(A(y',t')p).
Given forward parabolic partial differential equation needs initial conditions at time t and for solved as t' >t.
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