This paper is devoted to study the generation of smoothing semigroup il L^P spaces for a family of degenerate elliptic operators with possibly unbounded coefficients. Using this result, in a forthcoming paper we will prove existence and regularity ror the solutions of a class of evolutions operators arising in Mathematical Finance.

Generation of smoothing semigroups by degenerate elliptic operators arising in financial mathematics

GIULI, MASSIMILIANO;
1999

Abstract

This paper is devoted to study the generation of smoothing semigroup il L^P spaces for a family of degenerate elliptic operators with possibly unbounded coefficients. Using this result, in a forthcoming paper we will prove existence and regularity ror the solutions of a class of evolutions operators arising in Mathematical Finance.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11697/22879
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