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Old 04-04-2018, 04:02 AM
10sh3r0 10sh3r0 is offline
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Default Kolmogorov forward differential associated boundary conditions?

what does this mean? are the associated boundary conditions set by setting t=0?
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Old 04-04-2018, 11:44 AM
Squeenasaurus Squeenasaurus is offline
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Quote:
Originally Posted by 10sh3r0 View Post
what does this mean? are the associated boundary conditions set by setting t=0?
That's how I thought of it. What's the probability of transition from state 0 to state 1 in 0 time? Well, 0 of course. I'm in state 0 at time 0 and there's no time for me to get to any other state. What's the probability of transition from state 0 to state 0 in 0 time? Similarly, 100% because it's the state I'm in right now.
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