Overview
- Provides a comprehensive state of the art of the field of hypoelliptic second order evolution equations
- Covers a vast array of special topics and applications illustrating the wide use of Kolmogorv equations
- Includes in-depth discussions on Kinetic theory
Part of the book series: Springer INdAM Series (SINDAMS, volume 56)
Included in the following conference series:
Conference proceedings info: INdAM 2022.
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Keywords
- Conference Proceedings
- Kinetic Theory
- Stochastic Processes
- Evolutive Partial Differential Equations
- Applications to Finance
About this book
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.
Editors and Affiliations
About the editors
Stéphane Menozzi is Full Professor at Université d'Évry Val d'Essonne-Paris Saclay. His research concerns degenerate and/or singular Stochastic Differential Equations, regularity, heat-kernel estimates, approximation. Those equations can be viewed as the probabilistic counterpart to the corresponding Kolmogorov operators.
Andrea Pascucci is Full Professor of Probability and Statistics at the Alma Mater Studiorum - Università di Bologna. His expertise lies in Stochastic Partial Differential Equations, particularly of degenerate parabolic type. He has contributed to the field, focusing on applications in mathematical finance, including American options, Asian/path-dependent options, and volatility modeling.
Sergio Polidoro is Full professor of Mathematical Analysis at the University of Modena and Reggio Emilia. His research activity mainly concerns regularity theory for second order partial differential equations with non-negative characteristic form. His main contributions in this field are regularity results and heat-kernel estimates for degenerate Kolmogorov equations.
Bibliographic Information
Book Title: Kolmogorov Operators and Their Applications
Editors: Stéphane Menozzi, Andrea Pascucci, Sergio Polidoro
Series Title: Springer INdAM Series
Publisher: Springer Singapore
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2024
Hardcover ISBN: 978-981-97-0224-4Due: 26 June 2024
eBook ISBN: 978-981-97-0225-1Due: 26 June 2024
Series ISSN: 2281-518X
Series E-ISSN: 2281-5198
Edition Number: 1
Number of Pages: X, 240
Number of Illustrations: 1 b/w illustrations, 1 illustrations in colour