Springer INdAM Series

Menozzi, Stéphane; Pascucci, Andrea; Polidoro, Sergio

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.

Details

Published by: Springer

Publication Date: 2024-05-30

Format: Hardcover

ISBN-13: 9789819702244

DOI: 10.1007/978-981-97-0225-1

Dimensions: 235cm x155cm

Pages: 349