A nonautonomous Cox-Ingersoll-Ross equation with growing initial conditions

DOI10.3934/dcdss.2022191zbMath1518.35456OpenAlexW4312379313MaRDI QIDQ6105359

Gisèle Ruiz Goldstein, Jerome A. Goldstein, Rosa Maria Mininni, Silvia Romanelli

Publication date: 26 June 2023

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2022191

zbMATH Keywords

weighted spacesevolution familiesCox-Ingersoll-Ross equationlarge initial condition\((C_0)\) semigroups

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Degenerate parabolic equations (35K65) Derivative securities (option pricing, hedging, etc.) (91G20) Initial value problems for second-order parabolic equations (35K15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Cites Work

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