This paper contains a survey on a class of linear and non linear Kolmogorov-type operators, some applications to finance are discussed in details.
Recent results on Kolmogorov equations and applications / POLIDORO S.. - STAMPA. - 3:(2004), pp. 129-143. (Intervento presentato al convegno Workshop on Second Order Subelliptic Equations and Applications nel Cortona, June 16-22, 2003).
Recent results on Kolmogorov equations and applications
POLIDORO, SERGIO
2004
Abstract
This paper contains a survey on a class of linear and non linear Kolmogorov-type operators, some applications to finance are discussed in details.File in questo prodotto:
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