Kolmogorov Operators and Their Applications

By: Stéphane Menozzi (Editor), Andrea Pascucci (Editor), Sergio Polidoro (Editor)

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eBook | 30 June 2024

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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, Ito processes, applications to kinetic theory and to finance.