Download or read book Kolmogorov Operators and Their Applications written by Stéphane Menozzi and published by Springer Nature. This book was released on 2024-05-29 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.