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Analyticity of the Cox–Ingersoll–Ross semigroup
Positivity ( IF 0.8 ) Pub Date : 2019-10-31 , DOI: 10.1007/s11117-019-00716-x
S. Fornaro , G. Metafune

We study the analyticity of the Cox–Ingersoll–Ross semigroup generated by$$\begin{aligned} A_r u=\nu ^2 xu''+\gamma u'+\beta x u'-rx u, \end{aligned}$$in spaces of continuous functions on \([0,+\infty )\) and we provide the full description of the domain of the generator.

中文翻译:

Cox-Ingersoll-Ross半群的解析性

我们研究由$$ \ begin {aligned} A_r u = \ nu ^ 2 xu''+ \ gamma u'+ \ beta x u'-rx u,\ end {aligned}生成的Cox–Ingersoll–Ross半群的解析性} $$\([0,+ \ infty)\)上的连续函数空间中,我们提供了生成器域的完整描述。
更新日期:2019-10-31
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