In the book "Stochastic Differential Equations" by Bernt Øksendal, the Kolmogorov's backward equation is stated as following:
Let $X_t$ be an Ito diffusion and $A$ is the generator of $X_t$. Define $u(t,x)=E^x(f(X_t))$ where $E^x$ is the expectation with $X_0=x$. Then we have $$ \begin{array}{c}{\frac{\partial u}{\partial t}=A u, \quad t>0, x \in {R}^{n}} \\ {u(0, x)=f(x) ; \quad x \in {R}^{n}}\end{array}. $$ My question is why this equation is called "Backward"? Sicne now we have the initial condition $u(x,0)=f(x)$.
Besides, it seems that the definition of Kolmogorov's backward equation is in another form on Wiki: Kolmogorov backward equations (diffusion).