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Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)
Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance...
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| Lenguaje: | eng |
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Springer
1999
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| Acceso en línea: | https://dx.doi.org/10.1007/BFb0092416 http://cds.cern.ch/record/1696278 |