Chaos for generalized Black-Scholes equations

arXiv2312.01247MaRDI QIDQ6461889

Anna Maria Candela, Gisele Ruiz Goldstein, Silvia Romanelli, Jerome A. Goldstein

Publication date: 2 December 2023

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Heat equation (35K05) Financial applications of other theories (91G80) Cyclic vectors, hypercyclic and chaotic operators (47A16) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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