scientific article
zbMath1327.37022MaRDI QIDQ3195629
Luca Di Persio, Francesco Giuseppe Cordoni
Publication date: 20 October 2015
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
invariant measurestochastic partial differential equationVasicek modelOrnstein-Uhlenbeck semigroupforward ratestrongly continuous contraction semigroupassociated Kolmogorov equationHeath-Jarrow-Morton-Musiela model
One-parameter semigroups and linear evolution equations (47D06) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)
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