Boundary value problems and Markov processes
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Publication:5902062
DOI10.1007/978-3-642-01677-6zbMath1203.60002OpenAlexW2487151441MaRDI QIDQ5902062
Publication date: 10 June 2009
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-01677-6
Dirichlet problemboundary value problemsMarkov processesanalytic semigroupsNeumann problemdegenerate case
Applications of stochastic analysis (to PDEs, etc.) (60H30) Boundary theory for Markov processes (60J50) Initial-boundary value problems for higher-order hyperbolic equations (35L35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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