Kolmogorov's forward/backward differential equations

[Ducklin]

I have come across some material on Chapman-Kolmogorov's differential equations. I don't understand why we have a forward AND a backward kolmogorov equation if the end product of the calculation is the same. What condition do I have to consider before deciding which eqn to us, forward eqn or the backward eqn? I am also a very confused about the time line for both backward and forward eqn, ie. datas that needs to be known before I can use either of the equations.
Thank you in advance for your explanation!

[Muidiri]

Sorry guy. I brain dumped that particular set of eqns. Give me a couple of days and maybe I can rediscover them for you...

[Summer]

that sounds very familiar...what exam is that for?

[Ducklin]

The material is for the section of Markov jump processes...I find the whole course of Stochastic Modelling extremely difficult! Any ideas? I wish I am bright to be able to understand the whole modelling concept but I am just born to be stupid.

[MathGuy]

I took a quick look-see at "Introduction to Probability Models". Chapman-Kolmogorov equations are introduced in section 4.2, but I don't any mention of Forward/Backward equations. These are used in Chapter 6, however, but Chapter 6 is on continuous Markov chains, which aren't on the syllabus.

I follow Homer Simpson's philosophy when it comes to these exams: if something is hard, it probably isn't worth doing.

[Ducklin]

But continous markov jump processes include jumps!

[bg23516]

This is the problem I have found with Course 3. In the past, there HAVE been questions on the exam directly related to material in Ch. 6 of Probability Models. I don't have specific examples in front of me, but if I remember correctly, 2 previous exams have had question covering material from Ch.6. Neither question was thrown out.

[Ducklin]

Exactly, that's why I worry about this and it seems that it would be useful in real life as well, I think do to the actual calculations.
Looks like this is a difficult question, the more I read about this and subsequent chapters the more I realised I will not be able to pass course 3! :(

[Steve White]

This is the problem I have found with Course 3. In the past, there HAVE been questions on the exam directly related to material in Ch. 6 of Probability Models. I don't have specific examples in front of me, but if I remember correctly, 2 previous exams have had question covering material from Ch.6. Neither question was thrown out.

Several sections of chapter 6 were on the syllabus for the exams during 2000 and have since been removed. Other items from the 2000 syllabus have also been removed. There was discussion here about which questions from the 2000 exams are no longer on the syllabus. Some of the vendors of study materials have indicated which questions they think are no longer relevant. Their lists are not in complete agreement, but there was consensus on some problems that could no longer be asked. The SOA and CAS have not produced such a list.

[Howard Mahler]

For other than Life Contingencies, these are the Course 3 questions I believe are no longer on the Syllabus:
Sample Exam: 7, 32, 36-39.
Spring 2000: 23, 37.
Fall 2000: 11, 17, 37-38.

Howard Mahler