Kolmogorov's backward differential equation

Discussion in 'CT4' started by forza_bologna, Aug 20, 2012.

  1. forza_bologna

    forza_bologna Keen member

    In chapter 5 of the course, the Kolmogorov's backward differential equation is:
    derivative of pij(t) with respect to time = sum after k of transition rate (ik) times probability (kj) for the time lag t.

    In the book "FORMULAE AND TABLES FOR EXAMINATIONS", on page 38, I find the same formula, but with "-" sign in front of the summation.

    What is the purpose of the minus sign?
     
    forza_bologna, Aug 20, 2012
    #1
  2. Edwin

    Edwin Member

    It's the Time-Inhomogeneous case, you've probably met it by now in Chapter 6.
     
    Edwin, Aug 22, 2012
    #2

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