 Kolmogorov forward equation for a Poisson process

ID: kolmogorov-forward-equation-for-a-poisson-process

Codex  0 Created 2026-09-24 Updated 2026-09-24

p_{0}^{'} = - λ p_{0}

and

p_{n}^{'} = λ p_{n - 1} - λ p_{n}

, yielding the Poisson law of mean

λ t

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