We study the analyticity of the Cox–Ingersoll–Ross semigroup generated by Aru=ν2xu′′+γu′+βxu′-rxu,in spaces of continuous functions on [ 0 , + ∞) and we provide the full description of the domain of the generator.
Analyticity of the Cox–Ingersoll–Ross semigroup
Fornaro S.;Metafune G.
2020-01-01
Abstract
We study the analyticity of the Cox–Ingersoll–Ross semigroup generated by Aru=ν2xu′′+γu′+βxu′-rxu,in spaces of continuous functions on [ 0 , + ∞) and we provide the full description of the domain of the generator.File in questo prodotto:
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