Kolmogorov Operators and Their Applications

£179.50

Kolmogorov Operators and Their Applications

Differential calculus and equations Probability and statistics Stochastics

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Collection: Springer INdAM Series

Language: English

Published by: Springer

Published on: 29th May 2024

Format: LCP-protected ePub

ISBN: 9789819702251


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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