Second Order Elliptic Integro-Differential Problems
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Book Description
The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this book, the authors collect useful results derived from the construction of the Green function and its estimates. They provide a systematic discussion on key properties of elliptic integro-differential operators and their applications, including maximum principles, a priori estimates, existence, uniqueness, and regularity results for Dirichlet and oblique boundary value problems. They also show the existence and uniqueness of the invariant measure by means of the Green function and study ergodic stopping time and control problems.
Book Info
Offers a systematic presentation of the properties and applications of integro-differential operators. Discusses maximum principles, a priori estimates, existence, and oblique boundary value problems.
Second Order Elliptic Integro-Differential Problems,Maria Giovanna Garroni,Jose Luis Menaldi,Chapman & Hall/CRC,158488200X,Algebra - General,Applied,Differential Equations,Differential equations, Ellipt,Differential equations, Elliptic,Green's functions,Integro-differential equations,Mathematics,Science/Mathematics,Mathematics / Differential Equations
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