Kolmogorov Operators and Their Applications

Kolmogorov Operators and Their Applications

by Stéphane MenozziAndrea Pascucci and Sergio Polidoro
Epub (Kobo), Epub (Adobe)
Publication Date: 30/06/2024

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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.

ISBN:
9789819702251
9789819702251
Category:
Differential calculus & equations
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
30-06-2024
Language:
English
Publisher:
Springer Nature Singapore

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