Regularity of finite-dimensional realizations for evolution equations |
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| Authors: | Damir Filipovi? Josef Teichmann |
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| Institution: | a Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544-5263, USA
b Institute of Financial and Actuarial Mathematics, TU Vienna, Wiedner Hauptstrasse 8-10, A-1040 Vienna, Austria |
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| Abstract: | We show that a continuous local semiflow of Ck-maps on a finite-dimensional Ck-manifold M with boundary is in fact a local Ck-semiflow on M and can be embedded into a local Ck-flow around interior points of M under some weak assumption. This result is applied to an open regularity problem for finite-dimensional realizations of stochastic interest rate models. |
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