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Kolmogorov Operators and Their Applications
Hardcover
Series: Springer Indam, Book 56
General MathematicsProbability & Statistics
ISBN13: 9789819702244
Publisher: Springer
Published: May 30 2024
Pages: 349
Weight: 1.50
Height: 0.81 Width: 6.14 Depth: 9.21
Language: English
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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