Kolmogorov Operators and Their Applications

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Synopsis

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.

Book details

Edition:
2024
Series:
Springer INdAM Series (Book 56)
Author:
Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro
ISBN:
9789819702251
Related ISBNs:
9789819702244
Publisher:
Springer Nature Singapore
Pages:
N/A
Reading age:
Not specified
Includes images:
Yes
Date of addition:
2024-06-29
Usage restrictions:
Copyright
Copyright date:
2024
Copyright by:
The Editor 
Adult content:
No
Language:
English
Categories:
Mathematics and Statistics, Nonfiction