Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II.
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Publication:1412400
DOI10.1007/BF03322851zbMath1059.47045OpenAlexW4232617985MaRDI QIDQ1412400
Francesco Altomare, Antonio Attalienti
Publication date: 10 November 2003
Published in: Results in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf03322851
Markov processpositive semigroupweighted function spaceMarkov transition functionBlack--Scholes equation
One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) General theory of ordinary differential operators (47E05) Diffusion processes (60J60) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
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