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;
1999-01-01
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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
