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

Zoran Vondraček

Mathematische Nachrichten, 2021, vol. 294, issue 1, 177-194

Abstract: 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 processes: one corresponding to that form and the other which is related to a probabilistic interpretation of the Neumann problem. We also study the Dirichlet‐to‐Neumann operator for non‐local operators.

Date: 2021
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https://doi.org/10.1002/mana.201900061

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Persistent link: https://EconPapers.repec.org/RePEc:bla:mathna:v:294:y:2021:i:1:p:177-194

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