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research article

Regularity of Finite-Dimensional Realizations for Evolution Equations

Filipovic, Damir  
•
Teichmann, J.
2003
Journal of Functional Analysis

We show that a continuous local semiflow of Ck-maps on a finite- dimensional Ck-manifoldM can be embedded into a local Ck-flow on M under some weak (necessary) assumptions. This result is applied to an open problem in [2]. We prove that finite-dimensional realizations for interest rate models are highly regular objects, namely given by submanifolds M of D(A∞), where A is the generator of a strongly continuous semigroup

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Type
research article
DOI
10.1016/S0022-1236(02)00029-0
Author(s)
Filipovic, Damir  
Teichmann, J.
Date Issued

2003

Published in
Journal of Functional Analysis
Volume

197

Start page

433

End page

446

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
CSF  
Available on Infoscience
April 25, 2010
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/49689
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