Some Regularity Estimates for Diffusion Semigroups with Dirichlet Boundary Conditions

DOI10.1007/978-981-15-0713-7_5OpenAlexW3007042158MaRDI QIDQ3296859

Shigeo Kusuoka

Publication date: 2 July 2020

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-0713-7_5

zbMATH Keywords

Dirichlet boundary conditiondiffusion semi-groupUFG condition

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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