Regularity of finite-dimensional realizations for evolution equations

DOI10.1016/S0022-1236(02)00029-0zbMath1011.37004arXivmath/0112244MaRDI QIDQ1869056

Josef Teichmann, Damir Filipović

Publication date: 9 April 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0112244

zbMATH Keywords

local semiflowregularity problemstochastic interest rate models\(C^k\)-maps

Mathematics Subject Classification ID

Related Items (5)

Representation of infinite-dimensional forward price models in commodity markets ⋮ Optimal portfolios in commodity futures markets ⋮ Affine processes are regular ⋮ A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics ⋮ Existence of invariant manifolds for stochastic equations in infinite dimension

Cites Work

• Unnamed Item
• Semigroups of linear operators and applications to partial differential equations
• Invariant manifolds for weak solutions to stochastic equations
• The convenient setting for real analytic mappings
• Invariance for stochastic equations with regular coefficients
• The inverse function theorem of Nash and Moser

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