A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem
Autor: | Zoran Vondraček |
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Rok vydání: | 2020 |
Předmět: |
Dirichlet-to-Neumann operator
Hunt process non-local normal derivative non-local quadratic form General Mathematics Probability (math.PR) 010102 general mathematics Probabilistic logic Markov process Mathematics::Spectral Theory Directional derivative 60J75 31C25 47G20 60J45 60J50 01 natural sciences Connection (mathematics) Interpretation (model theory) 010101 applied mathematics symbols.namesake Operator (computer programming) Quadratic form FOS: Mathematics Neumann boundary condition symbols Applied mathematics 0101 mathematics Mathematics - Probability Mathematics |
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 |
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