Chaotic solution for the Black-Scholes equation

Authors:
Hassan Emamirad, Gisèle Ruiz Goldstein and Jerome A. Goldstein

Journal:
Proc. Amer. Math. Soc. **140** (2012), 2043-2052

MSC (2010):
Primary 47D06, 91G80, 35Q91

DOI:
https://doi.org/10.1090/S0002-9939-2011-11069-4

Published electronically:
October 5, 2011

Corrigendum:
Proc. Amer. Math. Soc. 142 (2014), 4385-4386

MathSciNet review:
2888192

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Abstract | References | Similar Articles | Additional Information

Abstract: The Black-Scholes semigroup is studied on spaces of continuous functions on which may grow at both 0 and at which is important since the standard initial value is an unbounded function. We prove that in the Banach spaces

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Additional Information

**Hassan Emamirad**

Affiliation:
Laboratoire de Mathématiques, Université de Poitiers, teleport 2, BP 179, 86960 Chassneuil du Poitou, Cedex, France

Email:
emamirad@math.univ-poitiers.fr

**Gisèle Ruiz Goldstein**

Affiliation:
Department of Mathematical Sciences, The University of Memphis, Memphis, Tennessee 38152

Email:
ggoldste@memphis.edu

**Jerome A. Goldstein**

Affiliation:
Department of Mathematical Sciences, The University of Memphis, Memphis, Tennessee 38152

Email:
jgoldste@memphis.edu

DOI:
https://doi.org/10.1090/S0002-9939-2011-11069-4

Keywords:
Hypercyclic and chaotic semigroup,
Black-Scholes equation.

Received by editor(s):
August 18, 2009

Received by editor(s) in revised form:
September 13, 2010, December 18, 2010, and February 9, 2011

Published electronically:
October 5, 2011

Communicated by:
Thomas Schlumprecht

Article copyright:
© Copyright 2011
American Mathematical Society

The copyright for this article reverts to public domain 28 years after publication.