## Convex Semigroups on Banach Lattices

Denk R, Kupper M, Nendel M (2019) Center for Mathematical Economics Working Papers; 622.
Bielefeld: Center for Mathematical Economics.

Diskussionspapier | Veröffentlicht | Englisch

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Autor*in
Denk, Robert; Kupper, Michael; Nendel, MaxUniBi
Abstract / Bemerkung
In this paper, we investigate convex semigroups on Banach lattices. First, we consider the case, where the Banach lattice is $\sigma$-Dedekind complete and satisfies a monotone convergence property, having L$^p$--spaces in mind as a typical application. Second, we consider monotone convex semigroups on a Banach lattice, which is a Riesz subspace of a $\sigma$-Dedekind complete Banach lattice, where we consider the space of bounded uniformly continuous functions as a typical example. In both cases, we prove the invariance of a suitable domain for the generator under the semigroup. As a consequence, we obtain the uniqueness of the semigroup in terms of the generator. The results are discussed in several examples such as semilinear heat equations (g-expectation), nonlinear integro-differential equations (uncertain compound Poisson processes), fully nonlinear partial differential equations (uncertain shift semigroup and G-expectation).

AMS 2010 Subject Classifcation: 47H20; 35A02; 35A09
Stichworte
Convex semigroup; nonlinear Cauchy problem; fully nonlinear PDE; well-posedness and uniqueness; Hamilton-Jacobi-Bellman equations
Erscheinungsjahr
2019
Serientitel
Center for Mathematical Economics Working Papers
Band
622
Seite(n)
36
Urheberrecht / Lizenzen
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/2937258

## Zitieren

Denk R, Kupper M, Nendel M. Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers. Vol 622. Bielefeld: Center for Mathematical Economics; 2019.
Denk, R., Kupper, M., & Nendel, M. (2019). Convex Semigroups on Banach Lattices (Center for Mathematical Economics Working Papers, 622). Bielefeld: Center for Mathematical Economics.
Denk, Robert, Kupper, Michael, and Nendel, Max. 2019. Convex Semigroups on Banach Lattices. Vol. 622. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
Denk, R., Kupper, M., and Nendel, M. (2019). Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers, 622, Bielefeld: Center for Mathematical Economics.
Denk, R., Kupper, M., & Nendel, M., 2019. Convex Semigroups on Banach Lattices, Center for Mathematical Economics Working Papers, no.622, Bielefeld: Center for Mathematical Economics.
R. Denk, M. Kupper, and M. Nendel, Convex Semigroups on Banach Lattices, Center for Mathematical Economics Working Papers, vol. 622, Bielefeld: Center for Mathematical Economics, 2019.
Denk, R., Kupper, M., Nendel, M.: Convex Semigroups on Banach Lattices. Center for Mathematical Economics Working Papers, 622. Center for Mathematical Economics, Bielefeld (2019).
Denk, Robert, Kupper, Michael, and Nendel, Max. Convex Semigroups on Banach Lattices. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 622.
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