Semigroup theory applied to options.
Cruz-Báez, D.I., González-Rodríguez, J.M. (2002)
Journal of Applied Mathematics
Ton-That Long (1974)
Bulletin de la Société Mathématique de France
J.P. Troallic, E. Ménard (1993)
Semigroup forum
Christian Berg, Jacques Faraut (1974)
Mathematische Zeitschrift
Jacques Faraut (1971/1972)
Séminaire Brelot-Choquet-Deny. Théorie du potentiel
Jacques Faraut, Khelifa Harzallah (1972)
Annales de l'institut Fourier
Soit un espace riemannien symétrique et l’espace des fonctions continues sur tendant vers 0 à l’infini. On démontre qu’un opérateur , invariant par les isométries de , engendre un semi-groupe fortement continu de contractions sur s’il est dissipatif et si son domaine contient les fonctions de classe à support compact.
Michèle Mastrangelo-Dehen (1970/1971)
Séminaire Brelot-Choquet-Deny. Théorie du potentiel
G. Pisier (1980/1981)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
G. Pisier (1980/1981)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
El-Maati Ouhabaz (1993)
Mathematische Annalen
Timothy Randolph, Paul Patterson (1994)
Studia Mathematica
Simeon Reich, David Shoikhet (1997)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
Let be domain in a complex Banach space , and let be a pseudometric assigned to by a Schwarz-Pick system. In the first section of the paper we establish several criteria for a mapping to be a generator of a -nonexpansive semigroup on in terms of its nonlinear resolvent. In the second section we let be a complex Hilbert space, the open unit ball of , and the hyperbolic metric on . We introduce the notion of a -monotone mapping and obtain simple characterizations of generators...
R. de Laubenfels, K. Boyadzhiev (1992)
Semigroup forum
Victoria Knopova (2004)
Colloquium Mathematicae
The aim of the paper is two-fold. First, we investigate the ψ-Bessel potential spaces on and study some of their properties. Secondly, we consider the fractional powers of an operator of the form , , where is an operator with real continuous negative definite symbol ψ: ℝⁿ → ℝ. We define the domain of the operator and prove that with this domain it generates an -sub-Markovian semigroup.
Adam Bobrowski, Radosław Bogucki (2008)
Studia Mathematica
Let be a locally compact Hausdorff space. Let , i = 0,1,...,N, be generators of Feller semigroups in C₀() with related Feller processes and let , i = 0,...,N, be non-negative continuous functions on with . Assume that the closure A of defined on generates a Feller semigroup T(t), t ≥ 0 in C₀(). A natural interpretation of a related Feller process X = X(t), t ≥ 0 is that it evolves according to the following heuristic rules: conditional on being at a point p ∈ , with probability , the process...
S. Horowitz (1974)
Annales de l'I.H.P. Probabilités et statistiques
J.R. Dorroh (1985)
Semigroup forum
V. A. Babalola, A. Olubummo (1974)
Colloquium Mathematicae
A. Maleki (1995)
Semigroup forum
E. Prugovečki, A. Tip (1975)
Compositio Mathematica