非自治演化方程的极大正则性与Black-Scholes算子

Chakir Hilmi, A. Sani
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引用次数: 1

摘要

给出了保证最大正则性的充分拓扑条件。该结果允许检索近年来关于非自治演化方程的经典结果,主要是关于非自治柯西问题的适定性。我们通过对Black-Scholes算子的应用来说明在hilbertian上下文中的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Maximal regularity for non autonomous evolution equations and Black-Scholes operator
A sufficient topological condition to ensure maximal regularity is given. The result permits to retrieve classical results established recently on non autonomous evolution equations mainly those concerning well-posedness of the non autonomous Cauchy problem. We illustrate the result in the hilbertian context by an application to Black-Scholes operator.
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