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.
Linear and nonlinear ultraparabolic equations of Kolmogorov type arising in diffusion theory and in finance / Ermanno, Lanconelli; Andrea, Pascucci; Polidoro, Sergio. - STAMPA. - 2:(2002), pp. 243-265.
Linear and nonlinear ultraparabolic equations of Kolmogorov type arising in diffusion theory and in finance
POLIDORO, Sergio
2002
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.
Pubblicazioni consigliate
I metadati presenti in IRIS UNIMORE sono rilasciati con licenza Creative Commons CC0 1.0 Universal, mentre i file delle pubblicazioni sono rilasciati con licenza Attribuzione 4.0 Internazionale (CC BY 4.0), salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris
