Taylor polynomials for Kolmogorov equations and applications

Starting from a Kolmogorov equations arising in finance we present a method to obtain approximate solutions of the related Cauchy problem. Error estimates for small time strongly depend on the regularity of the final datum. This is our motivation to define for an homogeneous Kolmogorov operator suitable Holder spaces of every order and prove a Taylor type formula. We also compare our definitions and results with the rich related literature.