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Kolmogorov Operators and Their Applications

Gebonden EN 2024 9789819702244
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Samenvatting

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.

Specificaties

ISBN13:9789819702244
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:349
Uitgever:Springer Verlag, Singapore

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          Kolmogorov Operators and Their Applications