The semigroup governing the generalized Cox-Ingersoll-Ross equation
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Publication:5963181
zbMath1341.47051MaRDI QIDQ5963181
Rosa Maria Mininni, Silvia Romanelli, Gisèle Ruiz Goldstein, Jerome A. Goldstein
Publication date: 4 March 2016
Published in: Advances in Differential Equations (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ade/1455805258
One-parameter semigroups and linear evolution equations (47D06) Integral representations of solutions to PDEs (35C15) Derivative securities (option pricing, hedging, etc.) (91G20) Initial value problems for second-order parabolic equations (35K15)
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