Semigroup methods in finance [Elektronische Ressource] / vorgelegt von Michael Einemann

undUnivBremenevrsitF?dertMichaelUlmnat.Ff?rakult?thaftswissenscf?rersit?tMathematikvundnnWirtscrer.haftswissenscderhaftenakult?tSemigroupMathematikMethoWirtscdshafteninUnivFinanceUlmDissertationorgelegtzuronErlangungEinemadesausDoktorgrades2008Dr.agAmhtierendAreneUlricr20.10.2008Dek2.anProf.:RiederProf.PromotionDr.olfgangFdtrankGutacStehlingter:1.Dr.GutachhTter:derProf.:Dr.WeIsehailEinaratosemigreverywheroupIwhenemIsesethemee.oneHilleand’C0CC0pL 1p<1innctionalanalysis........r.Hilb.....con.v...e.................44.48.in.e...ariance.lattices.......A.3.1.....erators1.1.1.1.Geometry.ofTheBanac.h3.3.2spaces..ximinal,...sets...........for...h.63.......in.........ssipativit.subsets......1.1.1.2.ConFv.ex.Analysis....v.under.............op.....ariance.ex.....jectable.....In.space.....traction...3.4.2.2.ersiv...In.ex..6601.1.3tervThe.dualit.yremindermapping....in.......Order.In...............27.of.a.arian.semigroups.tro..................8291.1.4eThe.sub.dieren.tial..........3.3.of.ex.1.......36.function...............-dissipativ.and.conditions.......In.p.n.und9i1.2.Semigroups,.their.gNormallyenproera.tors.and.asso.ciated49formsariance.Banac...........3.4.2.1.and.erators.....ositi.and.op....11591.2.1arianceAbstractconCaucinhsy-Problems....In.order.in.........A.v.........3.4.4.2.als.............64.terv.tro11ten1.2.2.Strongly.con.tin.uous.semigroups....................3.generalization.di.y.nd.v.t.of.29.In.duction......12.1.2.3.Hille-Y.osida.Generation.Theorems.............