On convexity of solutions of ordinary differential equations

DOI10.1016/j.jmaa.2010.03.008zbMath1245.34009arXiv0910.2195OpenAlexW2963270925MaRDI QIDQ972479

Martin Keller-Ressel, Alexander G. Smirnov, Eberhard Mayerhofer

Publication date: 19 May 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.2195

zbMATH Keywords

convexityinitial value problemquasi-monotonicityordered linear spaces

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Nonlinear differential equations in abstract spaces (34G20)

Related Items (5)

Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates ⋮ Geometric Asian option pricing in general affine stochastic volatility models with jumps ⋮ Boundary value problems with solutions in convex sets ⋮ Affine processes on positive semidefinite \(d \times d\) matrices have jumps of finite variation in dimension \(d > 1\) ⋮ The limits of leverage

Cites Work

• A note on convex dependence of solutions of IVPs relative to initial values
• Affine processes and applications in finance
• Quasimonotonicity.
• Über die Invarianz konvexer Mengen und Differentialungleichungen in einem normierten Raume
• Ordinary differential inequalities and quasimonotonicity in ordered topological vector spaces
• Convex dependence of solutions of differential equations in a banach space relative to initial data
• On equation with convex quasi-monotone right-hand side
• Continuous state branching processes
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