Menozzi S Kolmogorov Operators and Their Applications 2024
General:
Name: Menozzi S Kolmogorov Operators and Their Applications 2024
Format: pdf
Size: 59.43 MB
Book:
Title: 9819702240
Author: Stéphane Menozzi (Editor), Andrea Pascucci (Editor), Sergio Polidoro (Editor)
Language: angielski
Year: 2024
Subjects: Science & Technology, Mathematics, Mathematical Equations, Mathematical Equations – Differential
Publisher: Springer-Verlag New York, LLC
ISBN: 9789819702251
Total pages: 399
Description:
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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