A note on a stochastic approach to Caffarelli-Silvestre Theorem
Probability
2023-10-03 v1 Analysis of PDEs
Abstract
In this note we analyze the Caffarelli-Silvestre extension function using tools from the theory of stochastic analysis applied to Dirichlet problems. We use a stochastic approach to give the explicit formulation of the kernel associated to the Dirichlet problem which defines the Cafferelli-Silvestre extension function.
Cite
@article{arxiv.2310.01070,
title = {A note on a stochastic approach to Caffarelli-Silvestre Theorem},
author = {Michelangelo Cavina},
journal= {arXiv preprint arXiv:2310.01070},
year = {2023}
}
Comments
8 pages