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zbMath0672.35003MaRDI QIDQ3825401

Maria Giovanna Garroni

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

solvability diffusion process asymptotic behaviour invariant measure Green function probability measure optimal stopping time compatibility Feller process asymptotic behaviours transition function Hölder continuous unilateral problems stationary problems integro-differential initial-boundary problem

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Integro-partial differential equations (45K05) Initial-boundary value problems for second-order parabolic equations (35K20) Optimal stochastic control (93E20) Integral representations of solutions to PDEs (35C15) Integral equations with kernels of Cauchy type (45E05)

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