Browse Journals

[1] J. Prüss, S. Sperlich and M. Wilke, A functional analysis and evolution equations, Functional Analysis and Evolution Equations, The Günter Lumer Volume 547-559.

[2] F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81(3) (1973), 637-654.

[3] K.-J. Engel and R. Nagel, One-Parameter Semigroups for Linear Evolution Equations, Graduate Texts in Mathematics 194, Springer Verlag, New York, 2000.

[4] P. Acquistapachi and B. Terreni, A unified approach to abstract linear non-autonomous parabolic equations, Rend. Sem. Mat. Univ. Padova 78 (1987), 47-107.

[5] F. Neubrander, Integrated semigroups and their applications to the abstract Cauchy problem, Pacifi. J. Math. 135(1) (1988), 111-155.

[6] A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations, Springer Verlag, Berlin, 1983.

[7] N. El Karoui and M. C. Quenez, Imperfect markets and backward stochastic differential equations, Numerical methods in finance, Publ. Newton Inst., Cambridge Univ. Press, Cambridge, (1997), 181-214.

[8] W. Arendt, R. Chill, S. Fornaro and C. Poupaud,  regularity for non-autonomous evolution equations, J. Differential Equations 237(1) (2007), 1-26.

[9] H. Amann, Linear and Quasilinear Parabolic Problems, Vol. I: Abstract Linear Theory, Birkhäuser Verlag Basel, 1995.

[10] Steven E. Shreve, Stochastic Calculus for Finance, II, Springer Finance, Springer- Verlag, New York, 2004, Continuous-Time Models.

[11] S. Itô, Fundamental solutions of parabolic differential equations and boundary value problems, Jap. J. Math. 27 (1957), 55-102.

[12] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, 3rd Edition, Springer-Verlag, Berlin, 1999.

[13] R. Henstock, Lectures on the Theory of Integration, World Scientific, Singapore, 1988.

[14] W. Arendt, Semigroups and Evolution Equations: Functional Calculus, Regularity and Kernel Estimates, Evolutionary Equations (Amsterdam), Handb. Differ. Equ., Vol. 1, North Holland, 2004.