APPROXIMATION BY POSITIVE OPERATORS OF THE C0–SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSION EQUATIONS: PART II

DOI10.1081/NFA-200051623MaRDI QIDQ4678775zbMATH OpenOpenAlexFDO

Authors Francesco Altomare, Rachida Amiar

Publication date 23 May 2005

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/nfa-200051623

zbMATH Keywords

approximation by positive operatorsdegenerate differential operatordiffusion equationpositive \(C_0\)-semigroupweighted function space

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Approximation by positive operators (41A36) One-parameter semigroups and linear evolution equations (47D06)

Recommendations

• APPROXIMATION BY POSITIVE OPERATORS OF THE C₀–SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSION EQUATIONS: PART I
• scientific article; zbMATH DE number 2204732
• scientific article; zbMATH DE number 1857745
• Positive Semigroups Generated by Degenerate Second-Order Differential Operators
• Forward diffusion equations and positive operators

Cites work

• APPROXIMATION BY POSITIVE OPERATORS OF THE C₀–SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSION EQUATIONS: PART I
• Approximation of semi-groups of operators
• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II.
• Differential operators with second-order degeneracy and positive approximation processes.
• Evolution equations associated with recursively defined Bernstein-type operators
• Generalized Bernstein-Durrmeyer operators and the associated limit semigroup
• Lototsky-Schnabl operators on the unit interval
• On a class of elliptic-parabolic equations on unbounded intervals
• On some degenerate differential operators on weighted function spaces
• Semigroups of linear operators and applications to partial differential equations

Cited in

(13)

• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.
• Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II.
• Complete asymptotic expansions for Altomare operators
• Cores for generators of \(C_0\)-semigroups satisfying the Feller property
• One-dimensional diffusions and approximation
• Voronovskaya type theorems in weighted spaces
• Degenerate elliptic operators, Feller semigroups and modified Bernstein-Schnabl operators
• scientific article; zbMATH DE number 4213334 (Why is no real title available?)
• Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator
• APPROXIMATION BY POSITIVE OPERATORS OF THE C₀–SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSION EQUATIONS: PART I
• scientific article; zbMATH DE number 1857745 (Why is no real title available?)
• Gamma-type operators and the Black-Scholes semigroup
• Spectrum and asymptotics of the Black-Scholes partial differential equation in (L^ 1,L^ )-inter\-polation spaces.

This page was built for publication: APPROXIMATION BY POSITIVE OPERATORS OF THE C₀–SEMIGROUPS ASSOCIATED WITH ONE-DIMENSIONAL DIFFUSION EQUATIONS: PART II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4678775)