Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
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Publication:1788827
DOI10.1007/s00780-018-0374-6zbMath1416.60064arXiv1608.05814OpenAlexW2515443082WikidataQ129181077 ScholiaQ129181077MaRDI QIDQ1788827
Tayfun Kok, Zdzisław Brzeźniak
Publication date: 8 October 2018
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.05814
Markov semigroupinvariant measuresstochastic evolution equationsHeath-Jarrow-Morton-Musiela equationsmartingale-type~2 Banach spaces
Normed linear spaces and Banach spaces; Banach lattices (46B99) One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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