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  • Search: subject:"Feller process"
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Year of publication
Subject
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Feller process 2 Nisio semigroup 2 fully nonlinear PDE 2 nonlinear expectation 2 viscosity solution 2 Nichtlineare Regression 1 Nonlinear regression 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Nendel, Max 2 Röckner, Michael 2
Published in...
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Center for Mathematical Economics Working Papers 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Upper envelopes of families of feller semigroups and viscosity solutions to a class of nonlinear cauchy problems
Nendel, Max; Röckner, Michael - 2019
In this paper we construct the smallest semigroup S that dominates a given family of linear Feller semigroups. The semigroup S will be referred to as the semigroup envelope or Nisio semigroup. In a second step we investigate strong continuity properties of the semigroup envelope and show that it...
Persistent link: https://www.econbiz.de/10012042157
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Cover Image
Upper envelopes of families of feller semigroups and viscosity solutions to a class of nonlinear cauchy problems
Nendel, Max; Röckner, Michael - 2019
In this paper we construct the smallest semigroup S that dominates a given family of linear Feller semigroups. The semigroup S will be referred to as the semigroup envelope or Nisio semigroup. In a second step we investigate strong continuity properties of the semigroup envelope and show that it...
Persistent link: https://www.econbiz.de/10012016106
Saved in:
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