A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem

Autor: Zoran Vondraček
Rok vydání: 2020
Předmět:
Zdroj: Mathematische Nachrichten. 294:177-194
ISSN: 1522-2616
0025-584X
DOI: 10.1002/mana.201900061
Popis: In this paper, we look at a probabilistic approach to a non-local quadratic form that has lately attracted some interest. This form is related to a recently introduced non-local normal derivative. The goal is to construct two Markov process: one corresponding to that form and the other which is related to a probabilistic interpretation of the Neuman problem. We also study the Dirichlet-to-Neumann operator for non-local operators.
Comment: 21 pages
Databáze: OpenAIRE