A generalized Cox-Ingersoll-Ross equation with growing initial conditions

DOI10.3934/dcdss.2020085zbMath1446.35044OpenAlexW2949814940MaRDI QIDQ2182793

Gisèle Ruiz Goldstein, Rosa Maria Mininni, Jerome A. Goldstein, Silvia Romanelli

Publication date: 26 May 2020

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2020085

zbMATH Keywords

Cox-Ingersoll-Ross equationFeynman-Kac type formula\(( C_0 )\) semigroupslarge initial condition

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Degenerate parabolic equations (35K65) Initial value problems for second-order parabolic equations (35K15) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (2)

A nonautonomous Cox-Ingersoll-Ross equation with growing initial conditions ⋮ Analyticity of the Cox-Ingersoll-Ross semigroup

Cites Work

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• The semigroup governing the generalized Cox-Ingersoll-Ross equation
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