A probabilistic approach to a non-local quadratic form and its connection to the Neumann boundary condition problem
Probability
2019-09-25 v1
Abstract
In this paper, we look at a probabilistic approach to a non-local quadratic form that has lately attracted some interest. This form is related to a recently introduced non-local normal derivative. The goal is to construct two Markov process: one corresponding to that form and the other which is related to a probabilistic interpretation of the Neuman problem. We also study the Dirichlet-to-Neumann operator for non-local operators.
Keywords
Cite
@article{arxiv.1909.10687,
title = {A probabilistic approach to a non-local quadratic form and its connection to the Neumann boundary condition problem},
author = {Zoran Vondraček},
journal= {arXiv preprint arXiv:1909.10687},
year = {2019}
}
Comments
21 pages