2 papers
math.SP2026
A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage
Filippo Beretta, Florian Kogelbauer
We provide a complete Sturm--Liouville spectral analysis of the Constant Elasticity of Variance (CEV) operator. By transforming the corresponding Fokker--Planck operator into a gen…
math.DS2024
Learning Global Linear Representations of Nonlinear Dynamics
Thomas Breunung, Florian Kogelbauer
While linear systems are well-understood, no explicit solution for general nonlinear systems exists. A classical approach to make the understanding of linear system available in th…