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Degenerate evolution problems and Beta-type operators

Antonio AttalientiMichele Campiti — 2000

Studia Mathematica

The present paper is concerned with the study of the differential operator Au(x):=α(x)u”(x)+β(x)u’(x) in the space C([0,1)] and of its adjoint Bv(x):=((αv)’(x)-β(x)v(x))’ in the space L 1 ( 0 , 1 ) , where α(x):=x(1-x)/2 (0≤x≤1). A careful analysis of their main properties is carried out in view of some generation results available in [6, 12, 20] and [25]. In addition, we introduce and study two different kinds of Beta-type operators as a generalization of similar operators defined in [18]. Among the corresponding...

Bernstein-type operators on the half line

Antonio AttalientiMichele Campiti — 2002

Czechoslovak Mathematical Journal

We define Bernstein-type operators on the half line [ 0 , + [ by means of two sequences of strictly positive real numbers. After studying their approximation properties, we also establish a Voronovskaja-type result with respect to a suitable weighted norm.

Shape-preserving properties and asymptotic behaviour of the semigroup generated by the Black-Scholes operator

Antonio AttalientiIoan Rasa — 2008

Czechoslovak Mathematical Journal

The paper is devoted to a careful analysis of the shape-preserving properties of the strongly continuous semigroup generated by a particular second-order differential operator, with particular emphasis on the preservation of higher order convexity and Lipschitz classes. In addition, the asymptotic behaviour of the semigroup is investigated as well. The operator considered is of interest, since it is a unidimensional Black-Scholes operator so that our results provide qualitative information on the...

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