scientific article; zbMATH DE number 2225916
From MaRDI portal
Publication:5702829
zbMATH Open1085.35089MaRDI QIDQ5702829FDOQ5702829
Authors: Andrea Pascucci
Publication date: 8 November 2005
Title of this publication is not available (Why is that?)
Recommendations
- Kolmogorov equations arising in finance: direct and inverse problems
- Random processes in physics and finance
- A new method for solving Kolmogorov equations in mathematical finance
- Stochastic processes. From physics to finance
- scientific article; zbMATH DE number 1429857
- Random Processes in Physics and Finance
- Stochastic Calculus and Differential Equations for Physics and Finance
- Itô-Skorohod stochastic equations and applications to finance
- Stochastic differential equations in finance
- Stochastic differential equations in finance
Reaction-diffusion equations (35K57) Degenerate parabolic equations (35K65) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70) Fundamental solutions to PDEs (35A08)
Cited In (15)
- Exponentially weighted resolvent estimates for complex Ornstein-Uhlenbeck systems
- Fundamental solutions for degenerate parabolic equations: existence, properties, and some applications
- On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type
- Fundamental solutions for non-divergence form operators on stratified groups
- Interior regularity for degenerate equations with drift on homogeneous groups
- Kolmogorov equations arising in finance: direct and inverse problems
- On the Classical Fundamental Solutions of the Cauchy Problem for Ultraparabolic Kolmogorov-Type Equations with Two Groups of Spatial Variables
- Global \({L}_p\) estimates for kinetic Kolmogorov-Fokker-Planck equations in nondivergence form
- Interior \(W^{1,p}\) regularity and Hölder continuity of weak solutions to a class of divergence Kolmogorov equations with discontinuous coefficients
- Title not available (Why is that?)
- Preliminary group classification of $(2+1)$-dimensional linear ultraparabolic Kolmogorov - Fokker - Planck equations
- \(L^p\)-spectrum of degenerate hypoelliptic Ornstein-Uhlenbeck operators
- Fundamental solutions to Kolmogorov equations via reduction to canonical form
- Variational analysis for generalized Kolmogorov operators
- Global \(L^{p}\) estimates for degenerate Ornstein-Uhlenbeck operators
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5702829)