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Kolmogorov Operators and Their Applications - Stéphane Menozzi - Bog

Bag om Kolmogorov Operators and Their Applications

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789819702244
  • Indbinding:
  • Hardback
  • Sideantal:
  • 240
  • Udgivet:
  • 5. maj 2024
  • Udgave:
  • 2024
  • 8-11 hverdage.
  • 19. november 2024
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Beskrivelse af Kolmogorov Operators and Their Applications

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.

Brugerbedømmelser af Kolmogorov Operators and Their Applications



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