Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations
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DOI: 10.1007/s00780-018-0374-6
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More about this item
Keywords
Stochastic evolution equations; Heath–Jarrow–Morton–Musiela equations; Markov semigroup; Invariant measures; Martingale-type 2 Banach spaces;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
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