Kolmogorov Operators and Their Applications
Springer Nature Singapore
ISBN 9789819702251
Standardpreis
Bibliografische Daten
eBook. PDF
2024
VIII, 349 p. 2 illus., 1 illus. in color..
In englischer Sprache
Umfang: 349 S.
Verlag: Springer Nature Singapore
ISBN: 9789819702251
Weiterführende bibliografische Daten
Das Werk ist Teil der Reihe: Springer INdAM Series
Produktbeschreibung
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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