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

DOI10.1007/BF03322851zbMath1059.47045OpenAlexW4232617985MaRDI QIDQ1412400

Francesco Altomare, Antonio Attalienti

Publication date: 10 November 2003

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

Full work available at URL: https://doi.org/10.1007/bf03322851

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)

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