On convexity of solutions of ordinary differential equations

DOI10.1016/J.JMAA.2010.03.008zbMATH Open1245.34009arXiv0910.2195OpenAlexW2963270925MaRDI QIDQ972479FDOQ972479

Martin Keller-Ressel, Alexander G. Smirnov, Eberhard Mayerhofer

Publication date: 19 May 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We prove a result on the convex dependence of solutions of ordinary differential equations on an ordered finite-dimensional real vector space with respect to the initial data.

Full work available at URL: https://arxiv.org/abs/0910.2195

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zbMATH Keywords

convexityinitial value problemordered linear spacesquasi-monotonicity

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonlinear differential equations in abstract spaces (34G20)

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• Теория рассеяния для дельтаобразных потенциалов
• Geometric Asian option pricing in general affine stochastic volatility models with jumps
• Convexity of a set of solutions of a differential inclusion
• Boundary value problems with solutions in convex sets
• Geometrically convex solutions of certain difference equations and generalized Bohr-Mollerup type theorems
• The limits of leverage

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