On convexity of solutions of ordinary differential equations

DOI10.1016/J.JMAA.2010.03.008MaRDI QIDQ972479zbMATH OpenOpenAlexFDO

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

Publication date 19 May 2010

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 1807400 (Why is no real title available?)
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• Continuous state branching processes
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• Ordinary differential inequalities and quasimonotonicity in ordered topological vector spaces
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• 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

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