Analyticity of the Cox-Ingersoll-Ross semigroup

被引：2

作者：

Fornaro, S. ^{[1
]}

Metafune, G. ^{[2
]}

机构：

[1] Univ Pavia, Dipartimento Matemat Felice Casorati, I-27100 Pavia, Italy

[2] Univ Salento, Dipartimento Matemat & Fis Ennio De Giorgi, CP 193, I-73100 Lecce, Italy

来源：

POSITIVITY | 2020年 / 24卷 / 04期

关键词：

Analytic semigroup; Perturbed generator; Contractive and positive semigroup; REGULARITY; OPERATORS;

D O I：

10.1007/s11117-019-00716-x

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the analyticity of the Cox-Ingersoll-Ross semigroup generated by A(r)u = nu(2)xu" + gamma u' + beta xu' - rxu, in spaces of continuous functions on [0,+infinity) and we provide the full description of the domain of the generator.

引用

页码：915 / 931

页数：17

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