Markov processes and positive semigroups on some classes of weighted continuous function spaces

DOI10.1007/S12215-008-0003-XMaRDI QIDQ931334zbMATH OpenOpenAlexFDO

Authors Francesco Altomare, Graziana Musceo

Publication date 25 June 2008

Published in Rendiconti del Circolo Matematico di Palermo (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12215-008-0003-x

zbMATH Keywords

Markov processpositive semigroupdegenerate second order differential operatorMarkov transition functionweighted continuous function spaces

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) One-parameter semigroups and linear evolution equations (47D06)

Recommendations

• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
• On a class of positive \(C_0\)-semigroups of operators on weighted continuous function spaces
• scientific article; zbMATH DE number 66247
• Positive Semigroups Generated by Degenerate Second-Order Differential Operators
• scientific article; zbMATH DE number 5509977

Cites work

• scientific article; zbMATH DE number 3921319 (Why is no real title available?)
• scientific article; zbMATH DE number 4036563 (Why is no real title available?)
• scientific article; zbMATH DE number 3778185 (Why is no real title available?)
• scientific article; zbMATH DE number 193487 (Why is no real title available?)
• scientific article; zbMATH DE number 4002879 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
• Korovkin-type approximation theory and its applications
• Markov processes and diffusion equations on unbounded intervals
• Multi-dimensional diffusion and the Markov process on the boundary
• On some degenerate differential operators on weighted function spaces
• On some density theorems in regular vector lattices of continuous functions
• One-Parameter Semigroups for Linear Evolution Equations
• Perturbations of positive semigroups with applications
• Semi-groupes de Feller sur une variété à bord compacte et problèmes aux limites intégro-différentiels du second ordre donnant lieu au principe du maximum
• Semigroups of linear operators and applications to partial differential equations
• Stochastic processes. A survey of the mathematical theory
• The parabolic differential equations and the associated semigroups of transformation

Cited in

(4)

• Multiplicative perturbations of the Laplacian and related approximation problems
• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
• On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions
• Markov transition functions and semigroups of measures

This page was built for publication: Markov processes and positive semigroups on some classes of weighted continuous function spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q931334)