Green's function and invariant density for an integro-differential operator of second order

DOI10.1007/BF01790348zbMath0702.45011OpenAlexW2069822092MaRDI QIDQ915063

Maria Giovanna Garroni, José Luis Menaldi

Publication date: 1989

Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01790348

zbMATH Keywords

asymptotic behaviourGreen functiondiffusion process with jumpsintegro-differential initial-boundary value problemunique invariant density

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Integral operators (45P05)

Related Items (6)

Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions ⋮ Nonclassical boundary-value problems. II ⋮ Existence and regularity results for oblique derivative problems for heat equations in an angle ⋮ On Feller semigroups generated by elliptic operators with integro-differential boundary conditions ⋮ Ergodic control of reflected diffusions with jumps ⋮ Nonclassical boundary value problems. I. Transl. from the Russian

Cites Work

• Reflected diffusion processes with jumps
• On the asymptotic behaviour of solutions of integro-differential inequalities
• Reflexion discontinue et systèmes stochastiques
• Markov processes associated with certain integro-differential operators
• On pababolic oblique derivative problem with holder continuous coefficients
• An Ergodic Control Problem for Reflected Diffusion with Jump
• ON PROCESSES WITH LÉVY GENERATING OPERATOR IN A HALF-SPACE
• ON STOCHASTIC DIFFERENTIAL EQUATIONS WITH BOUNDARY CONDITIONS IN A HALF-PLANE
• [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
• Fundamental solutions of parabolic systems. I
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