Results 31 to 40 of about 85 (83)
Conical maximal regularity for elliptic operators via Hardy spaces
, 2017 International audienceWe give a technically simple approach to the maximal regularity problem in parabolic tent spaces for second order, divergence form, complex valued elliptic operators.
Yi Huang, Huang, Yi
core +1 more source
Semigroup theory applied to options
Journal of Applied Mathematics, Volume 2, Issue 3, Page 131-139, 2002., 2002 Black and Scholes (1973) proved that under certain assumptions about the market place, the value of a European option, as a function of the current value of the underlying asset and time, verifies a Cauchy problem. We give new conditions for the existence and uniqueness of the value of a European option by using semigroup theory.
D. I. Cruz-Báez +1 more
wiley +1 more source
On nonautonomous second‐order differential equations on Banach space
International Journal of Mathematics and Mathematical Sciences, Volume 26, Issue 1, Page 45-54, 2001., 2001 We show the existence and uniqueness of classical solutions of the nonautonomous second‐order equation: u″(t) = A(t)u′(t) + B(t)u(t) + f(t), 0 ≤ t ≤ T; u(0) = x0, u′(0) = x1 on a Banach space by means of operator matrix method and apply to Volterra integrodifferential equations.
Nguyen Thanh Lan
wiley +1 more source
On the operator equation A X − X B = C with unbounded operators A, B, and C
Abstract and Applied Analysis, Volume 6, Issue 6, Page 317-328, 2001., 2001 We find the criteria for the solvability of the operator equation A X − X B = C, where A, B, and C are unbounded operators, and use the result to show existence and regularity of solutions of nonhomogeneous Cauchy problems.
Nguyen Thanh Lan
wiley +1 more source
B‐bounded semigroups and implicit evolution equations
Abstract and Applied Analysis, Volume 5, Issue 1, Page 13-32, 2000., 2000 The aim of this paper is to show an application of the recently introduced B‐bounded semigroups in the theory of implicit and degenerate evolution equations. The most interesting feature of this approach is its applicability to problems with noncloseable operators.
J. Banasiak
wiley +1 more source
On a Class of Problems Related to Financial Mathematics
35Q91; connections with Cox-Ingersoll-Ross equation; Nonautonomous evolution problems; operator semigroups and groups; Primary 47D06; Secondary ...
Goldstein, Gisèle Ruiz +2 more
core +1 more source
Fractional Powers of Almost Non-Negative Operators [PDF]
, 2005 Mathematics Subject Classification: Primary 47A60, 47D06.In this paper, we extend the theory of complex powers of operators to a class of operators in Banach spaces whose spectrum lies in C \ ]−∞, 0[ and whose resolvent satisfies an estimate ||(λ + A ...
Martínez, Celso +2 more
core
Spectral mapping theorems for evolutions semigroups on spaces of almost periodic functions
, 2004 unavailable at this time... Mathematics Subject Classification (2000): 47D06, 34G10, 34C27 Quaestiones Mathematicae 25 (2002), 191 ...
Räbiger, Frank, Hutter, Walter
core
Overiterated Linear Operator and Asymptotic Behaviour of Semigroups
, 2008 The results provided hereby are related to the asymptotic behaviour of certain strongly continuous semigroups, which may be expressed in terms of iterates of positive linear operators, in the sense of Altomare’s theory. We present some applications to
RASA I., ATTALIENTI, Antonio
core
Efficient numerical computation of the basic reproduction number for structured populations. [PDF]
J Comput Appl Math, 2021 Breda D +3 more
europepmc +1 more source