Analyticity of the Cox-Ingersoll-Ross semigroup

DOI10.1007/s11117-019-00716-xzbMath1445.35224OpenAlexW2983849518MaRDI QIDQ2194068

Metafune, Giorgio, Simona Fornaro

Publication date: 25 August 2020

Published in: Positivity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11117-019-00716-x

zbMATH Keywords

analytic semigroupone space dimensioncontractive and positive semigroupperturbed generator

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Degenerate parabolic equations (35K65) Degenerate elliptic equations (35J70)

Related Items

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

Cites Work

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