Kolmogorov Operators and Their Applications / Najlacnejšie knihy
Kolmogorov Operators and Their Applications

Code: 44623293

Kolmogorov Operators and Their Applications

by Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro

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 g ... more

218.79


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Book synopsis

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.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

218.79



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