Kolmogorov Operators and Their Applications
2024 ed.
Book Details
Format
Hardback or Cased Book
Book Series
Springer INdAM Series
ISBN-10
9819702240
ISBN-13
9789819702244
Edition
2024 ed.
Publisher
Springer Verlag, Singapore
Imprint
Springer Verlag, Singapore
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 30th, 2024
Print length
349 Pages
Ksh 32,400.00
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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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