Kolmogorov Regression for Robust Diffusion Policies

Mr. Kolmogorov Reinforces Diffusion This exposition develops the backward Kolmogorov equation (BKE) for diffusion processes on an infinite-dimensional Hilbert space \(\mathcal{H}\), with particular attention to the Ornstein-Uhlenbeck (OU) process that underlies modern diffusion generative models. This note is a theoretical compendium to the results presented in the paper: Kolmogorov Reggression…