Space-time coupled evolution equations and their stochastic solutions

DOI10.1214/20-EJP544zbMath1469.35222arXiv1903.04052MaRDI QIDQ2042639

Yanyan Li

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.04052

zbMATH Keywords

subordinationFeller semigroupexterior boundary conditionsspace-time coupled evolution equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Integral representations of solutions to PDEs (35C15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fractional partial differential equations (35R11)

Related Items

Asymptotic mean value formulas, nonlocal space-time parabolic operators and anomalous tug-of-war games

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