Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian (Q818811)
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scientific article; zbMATH DE number 5014052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian |
scientific article; zbMATH DE number 5014052 |
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Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian (English)
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21 March 2006
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The authors give a detailed and comprehensive analysis of reflected symmetric \(\alpha\)-stable processes in an open Lipschitz set of \(\mathbb{R}^n\). They show that the generators are regional fractional Laplacians and discuss conditions required on the boundary. Furthermore, they derive a formula for integration by parts and consider the semi-martingale decomposition.
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integration by parts formula
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semi-martingale decomposition
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