This paper contains a survey of results about linear and nonlinear partial differential equations of Kolmogorov type arising in physics and in mathematical finance. Some recent pointwise estimates proved in collaboration with S. Polidoro are also presented.

Kolmogorov Equations in Physics and in Finance

PASCUCCI, ANDREA
2005

Abstract

This paper contains a survey of results about linear and nonlinear partial differential equations of Kolmogorov type arising in physics and in mathematical finance. Some recent pointwise estimates proved in collaboration with S. Polidoro are also presented.
2005
Progress in Nonlinear Differential Equations and Their Applications
313
324
Andrea Pascucci
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/6550
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