Linear and nonlinear ultraparabolic equations of Kolmogorov type arising in diffusion theory and in finance

Chapter
Publication Date:
2002
Short description:
Linear and nonlinear ultraparabolic equations of Kolmogorov type arising in diffusion theory and in finance / Ermanno, L., Andrea, P., Polidoro, S. - In: Nonlinear problems in mathematical physics and related topics, II / vari. - STAMPA. - New York : Kluwer/Plenum, New York, 2002. - ISBN 9785901873045. - pp. 243-265
abstract:
This paper contains a survey on a series of papers by the authors, dealing with linear and non linear Kolmogorov-type operators, arising in diffusion theory, probability and finance. Some new results, about existence for Cauchy problems, regularity propertiesand pointwise estimates of solutions, are also announced.
Iris type:
Capitolo/Saggio
Keywords:
Kolmogorov Partial Differential Equations; regualrity theory
List of contributors:
Authors of the University:
Handle:
https://iris.unimore.it/handle/11380/592704
Book title:
Nonlinear problems in mathematical physics and related topics, II