Probabilistic solution of the general Robin boundary value problem on arbitrary domains (Q1929671): Difference between revisions

Summary: Using a capacity approach and the theory of measure perturbation of Dirichlet forms, we give a probabilistic representation of the general Robin boundary value problem on an arbitrary domain \(\Omega\), involving smooth measures, which give rise to a new process obtained by killing the general reflecting Brownian motion at a random time. We obtain some properties of the semigroup directly from its probabilistic representation, some convergence theorems, and also a probabilistic interpretation of the phenomena occurring on the boundary.