scientific article; zbMATH DE number 1857745

zbMath1037.41016MaRDI QIDQ4788707

Elisabetta M. Mangino

Publication date: 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

positive operatorVoronovskaja-type formulaapproximation processsemigroup of differential operator

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Derivative securities (option pricing, hedging, etc.) (91G20) Approximation by operators (in particular, by integral operators) (41A35) Approximation by positive operators (41A36) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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Degenerate evolution equations in weighted continuous function spaces, Markov processes and the Black--Scholes equation. II. ⋮ Cores for generators of \(C_0\)-semigroups satisfying the Feller property

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