Kolmogorov Operators and Their Applications (Springer INdAM Series, 56)
Kolmogorov Operators and Their Applications (Springer INdAM Series, 56) by Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro
English | May 30, 2024 | ISBN: 9819702240 | 357 pages | MOBI | 64 Mb
English | May 30, 2024 | ISBN: 9819702240 | 357 pages | MOBI | 64 Mb
Kolmogorov equations are a fundamental bridge between the theory of partial differential equations and that of stochastic differential equations that arise in several research fields.
This volume collects a selection of the talks given at the Cortona meeting by experts in both fields, who presented the most recent developments of the theory. Particular emphasis has been given to degenerate partial differential equations, Itô processes, applications to kinetic theory and to finance.
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