Spectrum and asymptotics of the Black-Scholes partial differential equation in \((L^ 1,L^ \infty)\)-inter\-polation spaces.

DOI10.2140/pjm.2002.202.1zbMath1052.35029OpenAlexW2092051835WikidataQ115230667 ScholiaQ115230667MaRDI QIDQ700632

Wolfgang Arendt, Ben de Pagter

Publication date: 22 October 2002

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.2002.202.1

zbMATH Keywords

geometric Brownian motionBoyd indices\(C_0\)-group

Mathematics Subject Classification ID

General topics in linear spectral theory for PDEs (35P05) One-parameter semigroups and linear evolution equations (47D06) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Abstract interpolation of topological vector spaces (46M35) Second-order parabolic equations (35K10) Applications of functional analysis to differential and integral equations (46N20)

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