Kolmogorov equations

Known as: Forward equation, Kolmogorov backward equation, Kolmogorov forward equation 
In probability theory, Kolmogorov equations, including Kolmogorov forward equations and Kolmogorov backward equations, characterize random dynamic… (More)
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Papers overview

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2013
2013
Space-time variational formulations and adaptive Wiener–Hermite polynomial chaos Galerkin discretizations of Kolmogorov equations… (More)
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2011
2011
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong… (More)
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2009
2009
We consider a class of possibly degenerate second order elliptic operators $\cal A$ on $\R^n$. This class includes hypoelliptic… (More)
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2008
2008
We consider a semigroup of operators in the Banach space Cb(H) of uniformly continuous and bounded functions on a separable… (More)
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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 cylindrical… (More)
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2006
2006
Abstract. We develop a new method to uniquely solve a large class of heat equations, so called Kolmogorov equations in infinitely… (More)
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2006
2006
This paper finds fundamental solutions to the backward Kolmogorov equations, usually interpretable as transition density… (More)
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2005
2005
Semilinear parabolic differential equations are solved in mild sense in an infinite dimensional Hilbert space. Applications to… (More)
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Review
2005
Review
2005
This paper contains a survey of results about linear and nonlinear partial differential equations of Kolmogorov type arising in… (More)
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Highly Cited
1994
Highly Cited
1994
In this paper we investigate the nature of the adapted ;solutions to a class of forward-backward stochastic differential… (More)
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