Boundary value problems and Markov processes (Q5905504): Difference between revisions

Let \(D\) be a bounded domain of space \(R^ N\) with the smooth boundary \(\partial D\) and \[ A=\sum^ N_{i,j=1}a^{ij}(x){\partial^ 2\over\partial x_ i\partial x_ j}+\sum^ N_{j=1}b^ j(x){\partial\over\partial x_ j}+c(x) \] be a second-order elliptic operator with real-valued smooth coefficients on \(\overline D=D\cup\partial D\) such that \(a^{ij}(x)=a^{ji}(x)\), \(\sum^ N_{i,j=1}a^{ij}(x)\xi_ i\xi_ j\geq a_ 0|\xi|^ 2\), \(c(x)\leq 0\) for some \(a_ 0\), and all \(x\in\overline D\), \(\xi\in R^ N\). The monography is devoted to the analytic approach of the investigation of the boundary value problem \[ (A-\lambda I)u=f\quad\text{in }D,\quad \mu{d\over dn}+\gamma u|_{\partial D}=\varphi\quad\text{ on }\partial D, \tag{1} \] where \(f,\mu,\gamma,\varphi\) are known functions, \(n\) is the unit interior normal to \(\partial D\), \(u\) is an unknown function which is supposed to belong to some Sobolev type space. Main attention is paid to the degenerate case (that is, when \(\mu\) and \(\gamma\) can vanish on \(\partial D\) simultaneously). For this case the properties of the resolvent related to the boundary problem (1) are studied. Some relations with a strong Markov process with boundary are discussed as well.