research article
Regularity of Finite-Dimensional Realizations for Evolution Equations
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
Type
research article
Author(s)
Teichmann, J.
Date Issued
2003
Published in
Volume
197
Start page
433
End page
446
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
April 25, 2010
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