# Kolmogorov equations

## Papers overview

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2013

2013

- 2013

Space-time variational formulations and adaptive Wienerâ€“Hermite polynomial chaos Galerkin discretizations of Kolmogorov equationsâ€¦Â (More)

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2011

2011

- 2011

We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strongâ€¦Â (More)

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2009

2009

- 2009

We consider a class of possibly degenerate second order elliptic operators $\cal A$ on $\R^n$. This class includes hypoellipticâ€¦Â (More)

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2008

2008

- 2008

We consider a semigroup of operators in the Banach space Cb(H) of uniformly continuous and bounded functions on a separableâ€¦Â (More)

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2007

2007

- 2007

where g is a real function of class C bounded together with its derivatives of order less or equal to 2 and W is a cylindricalâ€¦Â (More)

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2006

2006

- 2006

Abstract. We develop a new method to uniquely solve a large class of heat equations, so called Kolmogorov equations in infinitelyâ€¦Â (More)

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2006

2006

- JAMDS
- 2006

This paper finds fundamental solutions to the backward Kolmogorov equations, usually interpretable as transition densityâ€¦Â (More)

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2005

2005

- 2005

Semilinear parabolic differential equations are solved in mild sense in an infinite dimensional Hilbert space. Applications toâ€¦Â (More)

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Review

2005

Review

2005

- 2005

This paper contains a survey of results about linear and nonlinear partial differential equations of Kolmogorov type arising inâ€¦Â (More)

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Highly Cited

1994

Highly Cited

1994

- 1994

In this paper we investigate the nature of the adapted ;solutions to a class of forward-backward stochastic differentialâ€¦Â (More)

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