# Andrey Kolmogorov

In 1933 Andrey Kolmogorov turned probability into rigorous mathematics with three axioms: probabilities are never negative, they total one, and for outcomes that cannot happen together they add.

His work runs through quant finance and AI: the Fokker–Planck equation for random processes, the Kolmogorov–Smirnov test for checking models against data, and Kolmogorov–Arnold networks.

Canonical page: https://21ifm.com/great-minds/kolmogorov

## Explore

- [Complement and addition rules (PR001)](https://21ifm.com/probability/complements-addition)
- [Conditional and total probability (PR004)](https://21ifm.com/probability/conditional-total-probability)
- [SDEs & Fokker–Planck (SC005)](https://21ifm.com/quant/stochastic-calculus/sdes-fokker-planck)