Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I.
From MaRDI portal
Publication:1850198
zbMath1033.47028MaRDI QIDQ1850198
Roberto Monte, Fausto Gozzi, Vincenzo Vespri
Publication date: 21 March 2004
Published in: Differential and Integral Equations (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (13)
Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition ⋮ Gaussian upper bounds for heat kernels of second order complex elliptic operators with unbounded diffusion coefficients on arbitrary domains ⋮ \(L^{p}\)-theory of elliptic differential operators with unbounded coefficients ⋮ Singular parabolic equations of second order on manifolds with singularities ⋮ Well posedness for one class of elliptic equations with drift ⋮ Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. I. ⋮ Quasi-\(L^p\)-contractive analytic semigroups generated by elliptic operators with complex unbounded coefficients on arbitrary domains ⋮ A semigroup approach to American options ⋮ Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff ⋮ \(L^p\)-theory for elliptic operators on \(\mathbb R^d\) with singular coefficients ⋮ \(L^p\)-uniqueness for elliptic operators with unbounded coefficients in \(\mathbb R^N\) ⋮ Global properties of generalized Ornstein--Uhlenbeck operators on \(L^p(\mathbb R^N, \mathbb R^N)\)with more than linearly growing coefficients ⋮ Analytic semigroups and degenerate elliptic operators with unbounded coefficients: A probabilistic approach
This page was built for publication: Generation of analytic semigroups and domain characterization for degenerate elliptic operators with unbounded coefficients arising in financial mathematics. I.