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.
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.
In this book, several world experts present (one part of) the mathematical heritage of Kolmogorov. Each chapter treats one of his research themes or a subject invented as a consequence of his...
The present volume, published at the occasion of his 100th birthday anniversary, is a collection of articles that reviews the impact of Kolomogorov's work in the physical sciences and provides an...
The mathematical theory of computation has given rise to two important ap proaches to the informal notion of "complexity": Kolmogorov complexity, usu ally a complexity measure for a single object...
lEt moi •...• si j'avait so comment en revenir, One service mathematics has rendered the je n'y serais point alle:' human race. It has put common sense back Ju1e. Veme where it belongs, 01\ the...
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