On the Non-Local Boundary Value Problem from the Probabilistic Viewpoint

Mirko D’Ovidio ()
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Mirko D’Ovidio: Department of Basic and Applied Sciences for Engineering, Sapienza University of Rome, Via A. Scarpa 10, 00161 Rome, Italy

Mathematics, 2022, vol. 10, issue 21, 1-26

Abstract: We provide a short introduction of new and well-known facts relating non-local operators and irregular domains. Cauchy problems and boundary value problems are considered in case non-local operators are involved. Such problems lead to anomalous behavior on the bulk and on the surface of a given domain, respectively. Such a behavior should be considered (in a macroscopic viewpoint) in order to describe regular motion on irregular domains (in the microscopic viewpoint).

Keywords: non-local operators; boundary value problems; initial value problems; irregular domains; time changes (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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