Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I.

DOI10.1007/BF03322850zbMath1059.47044MaRDI QIDQ1412399

Antonio Attalienti, Francesco Altomare

Publication date: 10 November 2003

Published in: Results in Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov processpositive semigroupweighted function spaceMarkov transition functionBlack--Scholes equation

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Markov semigroups and applications to diffusion processes (47D07) General theory of ordinary differential operators (47E05) Diffusion processes (60J60) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

Related Items

Multivariate approximation by modified Gauss-Weierstrass operators, Multiplicative perturbations of the Laplacian and related approximation problems, Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II., Markov processes and positive semigroups on some classes of weighted continuous function spaces, On Bernstein-Schnabl operators on the unit interval, Steklov operators and semigroups in weighted spaces of continuous real functions, Degenerate differential equations and modified Szász-Mirakjan operators, On a class of exponential-type operators and their limit semigroups

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