Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations : HJMM equations in weighted $L^p$ spaces

Brzezniak, Zdzislaw orcid.org/0000-0001-8731-6523 and Kok, Tayfun (2018) Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations : HJMM equations in weighted $L^p$ spaces. Finance and Stochastics. pp. 959-1006. ISSN 1432-1122

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Authors/Creators:
Keywords: stochastic evolution equations, Heath-Jarrow-Morton-Musiela equations , Markov semigroup , invariant measures , martingale type 2 Banach spaces
Dates:
  • Accepted: 3 July 2018
  • Published (online): 28 September 2018
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 08 Oct 2018 09:10
Last Modified: 06 Dec 2023 12:45
Published Version: https://doi.org/10.1007/s00780-018-0374-6
Status: Published online
Refereed: Yes
Identification Number: https://doi.org/10.1007/s00780-018-0374-6

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