Boundary traces of shift-invariant diffusions in half-plane

Publication date: 28 February 2023

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.00072

zbMATH Keywords

diffusion Lévy process elliptic equation Dirichlet-to-Neumann operator non-local operator Krein's string trace process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Boundary value problems for second-order elliptic equations (35J25) Degenerate elliptic equations (35J70) Diffusion processes (60J60) Integro-differential operators (47G20) Fractional partial differential equations (35R11) Jump processes on general state spaces (60J76)

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