Kolmogorov Equations in Physics and in Finance
نویسندگان
چکیده
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. Mathematics Subject Classification (2000). AMS Subject Classification: 35K57, 35K65, 35K70.
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